Related papers: Testing for Stochastic Order in Interval-Valued Da…
Unobserved heterogeneous treatment effects have been emphasized in recent policy evaluation literature. In this paper, we extend Lu and White (2014)'s testing method for unobserved heterogeneous treatment effects by developing nonparametric…
Stochastic comparisons of series and parallel systems are important in many areas of engineering, operations research and reliability analysis. These comparisons allow for the evaluation of the performance and reliability of systems under…
We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…
This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general…
This paper introduces a test for fractional integration in a model that possibly contains smooth deterministic trends. We model the trend component using a Chebyshev polynomial and specify the short-run dynamics semi-parametrically,…
The problem of ranking/ordering instances, instead of simply classifying them, has recently gained much attention in machine learning. In this paper we formulate the ranking problem in a rigorous statistical framework. The goal is to learn…
Test statistics which are invariant under various subgroups of the orthogonal group are shown to provide tests whose powers are asymptotically equal to their level against the usual type of contiguous alternative in models where the number…
Non-degenerate U-empirical Kolmogorov-Smirnov tests are studied and their large deviation asymptotics under the null-hypothesis is described. Several examples of such statistics used for testing goodness-of-fit and symmetry are considered.…
Given the importance of continuous-time stochastic volatility models to describe the dynamics of interest rates, we propose a goodness-of-fit test for the parametric form of the drift and diffusion functions, based on a marked empirical…
We consider stochastic resonance for a diffusion with drift given by a potential, which has two metastable states and two pathways between them. Depending on the direction of the forcing, the height of the two barriers, one for each path,…
We consider a test for the hypothesis that the within-treatment variance component in a one-way random effects model is null. This test is based on a decomposition of a $U$-statistic. Its asymptotic null distribution is derived under the…
The method of surrogate data provides a framework for testing observed data against a hierarchy of alternative hypotheses. The aim of applying this method is to exclude the possibility that the data are consistent with simple linear…
How can we discern whether the covariance operator of a stochastic process is of reduced rank, and if so, what its precise rank is? And how can we do so at a given level of confidence? This question is central to a great deal of methods for…
Stochastic dominance (SD) provides a quantile-based partial ordering of random variables and has broad applications. Its extension to multivariate settings, however, is challenging due to the lack of a canonical ordering in $\mathbb{R}^d$…
A new notion of stochastic ordering is introduced to compare multivariate stochastic risk models with respect to extreme portfolio losses. In the framework of multivariate regular variation comparison criteria are derived in terms of…
The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…
Sampling algorithms play a pivotal role in probabilistic AI. However, verifying if a sampler program indeed samples from the claimed distribution is a notoriously hard problem. Provably correct testers like Barbarik, Teq, Flash, CubeProbe…
Stochastic orders are binary relations defined on probability distributions which capture intuitive notions like being larger or being more variable. This paper introduces stochastic ordering of instantaneous SNRs of fading channels as a…
For Kolmogorov test we find natural conditions of uniform consistency of sets of alternatives approaching to hypothesis. Sets of alternatives can be defined both in terms of distribution functions and in terms of densities.
Bootstrap for nonlinear statistics like U-statistics of dependent data has been studied by several authors. This is typically done by producing a bootstrap version of the sample and plugging it into the statistic. We suggest an alternative…