Related papers: On uniform consistency of nonparametric tests II
We present conditions that allow us to pass from the convergence of probability measures in distribution to the uniform convergence of the associated quantile functions. Under these conditions, one can in particular pass from the asymptotic…
A novel nonparametric test for the equality of the covariance matrices of two Gaussian stationary processes, possibly of different lengths, is proposed. The test translates to testing the equality of two spectral densities and is shown to…
We give a new proof for Godel's second incompleteness theorem, based on Kolmogorov complexity, Chaitin's incompleteness theorem, and an argument that resembles the surprise examination paradox. We then go the other way around and suggest…
The McNemar test evaluates the hypothesis that two correlated proportion is common in $2 \times 2$ contingency tables with the same categories. This study discusses a test for symmetry in $2 \times 2$ contingency tables with nonignorable…
Kolmogorov's axioms of probability theory are extended to conditional probabilities among distinct (and sometimes intertwining) contexts. Formally, this amounts to row stochastic matrices whose entries characterize the conditional…
In this article, we propose a new method for the fundamental task of testing for dependence between two groups of variables. The response densities under the null hypothesis of independence and the alternative hypothesis of dependence are…
In this paper, we identify some sufficient conditions for a Kazhdan-Lusztig ideal to be inhomogeneous. Also, we attempt to approach the problem of giving some necessary and sufficient conditions for a Kazhdan-Lusztig ideal to be "standard…
The aim of this paper is to propose a methodology for testing general hypothesis in a Markovian setting with random sampling. A discrete Markov chain X is observed at random time intervals $\tau$ k, assumed to be iid with unknown…
Estimates of densities of convolution semigroups of probability measures are given under specific assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent. The assumptions are satisfied, e.g., by tempered stable…
We obtain some results of existence and continuity of physical measures through equilibrium states and apply these to non-uniformly expanding transformations on compact manifolds with non-flat critical sets, obtaining sufficient conditions…
We describe a construction process of a relevant measure in any non-empty compact metric space. This probability measure has invariance properties with respect to isometric maps defined on open sets. These properties imply that this measure…
For regularized distributions we establish stability of the characterization of the normal law in Cramer's theorem with respect to the total variation norm and the entropic distance. As part of the argument, Sapogov-type theorems are…
Many scientific questions rely on determining whether two sequences of event times are associated. This article introduces a likelihood ratio test which can be parameterised in several ways to detect different forms of dependence. A common…
Tests for proportional hazards assumption concerning specified covariates or groups of covariates are proposed. The class of alternatives is wide: log-hazard rates under different values of covariates may cross, approach, go away. The data…
Hoeffding's formulation and solution to the universal hypothesis testing (UHT) problem had a profound impact on many subsequent works dealing with asymmetric hypotheses. In this work, we introduce a quantum universal hypothesis testing…
This paper introduces a decision-theoretic framework for constructing and evaluating test statistics based on their relationship with ancillary statistics-quantities whose distributions remain fixed under the null and alternative…
The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…
Two new goodness of fit tests for the Pareto type-I distribution for complete and right censored data are proposed using fixed point characterization based on Steins type identity. The asymptotic distributions of the test statistics under…
Goodness-of-fit tests gauge whether a given set of observations is consistent (up to expected random fluctuations) with arising as independent and identically distributed (i.i.d.) draws from a user-specified probability distribution known…
In this paper two hypotheses are developed. The first hypothesis is the existence of random phenomena/experiments in which the events cannot generally be assigned a definite probability but that nevertheless admit a class of nearly certain…