Related papers: Bilinear form test statistics for extremum estimat…
Consider the likelihood ratio test (LRT) statistics for the independence of sub-vectors from a $p$-variate normal random vector. We are devoted to deriving the limiting distributions of the LRT statistics based on a random sample of size…
This paper proposes a Kolmogorov-Smirnov type statistic and a Cram\'er-von Mises type statistic to test linearity in semi-functional partially linear regression models. Our test statistics are based on a residual marked empirical process…
This paper is an extension of the work about the exponential increase of the power of two non-parametric tests: the $ Z $-test and the chi-square goodness-of-fit test. Subject to having auxiliary information, it is possible to improve…
Bayesian sample size calculations in clinical trials usually rely on complex Monte Carlo simulations in practice. Obtaining bounds on Bayesian notions of the false-positive rate and power often lack closed-form or approximate numerical…
Davis and Mikosch [7] introduced the extremogram as a flexible quantitative tool for measuring various types of extremal dependence in a stationary time series. There we showed some standard statistical properties of the sample extremogram.…
Statistical methodology plays a crucial role in drug regulation. Decisions by the FDA or EMA are typically made based on multiple primary studies testing the same medical product, where the two-trials rule is the standard requirement,…
In this paper, we derive closed-form estimators for the parameters of some probability distributions belonging to the exponential family. A bootstrap bias-reduced version of these proposed closed-form estimators are also derived. A Monte…
Robust classification algorithms have been developed in recent years with great success. We take advantage of this development and recast the classical two-sample test problem in the framework of classification. Based on the estimates of…
The problem of testing for the parametric form of the conditional variance is considered in a fully nonparametric regression model. A test statistic based on a weighted $L_2$-distance between the empirical characteristic functions of…
In this paper, we derive closed-form estimators for the parameters of certain exponential family distributions through the maximum a posteriori (MAP) equations. A Monte Carlo simulation is conducted to assess the performance of the proposed…
Beta regression models provide an adequate approach for modeling continuous outcomes limited to the interval (0,1). This paper deals with an extension of beta regression models that allow for explanatory variables to be measured with error.…
We establish a Lipschitz stability inequality for the problem of determining the nonlinear term in a quasilinear elliptic equation by boundary measurements. We give a proof based on a linearization procedure together with special solutions…
We introduce a simple criterion to check coercivity of bilinear forms on subspaces of Hilbert-spaces and Banach-spaces. The presented criterion allows to derive many standard and non-standard variants of Poincar\'e- and Friedrichs-type…
We present a new general procedure for determining a given set of quantities. To this end, we define certain statistic, that we call 'modified $\chi^2$' ($\chi^2_M$), because of its similarity with the standard $\chi^2$. The terms of this…
Estimation mainly for two classes of popular models, single-index and partially linear single-index models, is studied in this paper. Such models feature nonstationarity. Orthogonal series expansion is used to approximate the unknown…
This paper considers a nonlinear quantile model with change-points. The quantile estimation method, which as a particular case includes median model, is more robust with respect to other traditional methods when model errors contain…
In this paper we study the problem of bilinear regression and we further address the case when the response matrix contains missing data that referred as the problem of inductive matrix completion. We propose a quasi-Bayesian approach first…
This paper proposes a specification test for the conventional distributional assumptions of error terms in binary choice models, focusing on its tail properties. Based on extreme value theory, we first establish that the tail index of the…
In this paper we address the challenging problem of designing globally convergent estimators for the parameters of nonlinear systems containing a non-separable exponential nonlinearity. This class of terms appears in many practical…
In this paper we prove bilinear Strichartz estimates for a solution to the Schr{\"o}dinger map problem whose size is small in the critical Strichartz space $| |\nabla|^{\frac{d - 2}{2}} \psi_{x} |_{L_{t,x}^{\frac{2(d + 2)}{d}}}$. These…