Related papers: Testing for spherical and elliptical symmetry
We consider the convergence of the empirical spectral measures of random $N \times N$ unitary matrices. We give upper and lower bounds showing that the Kolmogorov distance between the spectral measure and the uniform measure on the unit…
Economic theory implies strong limitations on what types of consumption behavior are considered rational. Rationality implies that the Slutsky matrix, which captures the substitution effects of compensated price changes on demand for…
We present an extension of the Kolmogorov-Smirnov (KS) two-sample test, which can be more sensitive to differences in the tails. Our test statistic is an integral probability metric (IPM) defined over a higher-order total variation ball,…
Stochastic perturbations (radial) of a spherically symmetric relativistic star, modeled by a perfect fluid in comoving coordinates for the collapse scenario are worked out using the classical Einstein- Langevin equation, which has been…
We establish a new symmetrization procedure for the isoperimetric problem in symmetric spaces of noncompact type. This symmetrization generalizes the well known Steiner symmetrization in euclidean space. In contrast to the classical…
Consider $n$ iid random variables, where $\xi_1, \ldots, \xi_n$ are $n$ realisations of a random variable $\xi$ and $\zeta_1, \ldots, \zeta_n$ are $n$ realisations of a random variable $\zeta$. The distribution of each realisation of $\xi$,…
Testing equality of two multivariate distributions is a classical problem for which many non-parametric tests have been proposed over the years. Most of the popular two-sample tests, which are asymptotically distribution-free, are based…
This paper investigates improved testing inferences under a general multivariate elliptical regression model. The model is very flexible in terms of the specification of the mean vector and the dispersion matrix, and of the choice of the…
We construct the general spherically symmetric and self-similar solution of the Einstein-Vlasov system (collisionless matter coupled to general relativity) with massless particles, under certain regularity conditions. Such solutions have a…
We consider a least-squares variational kernel-based method for numerical solution of second order elliptic partial differential equations on a multi-dimensional domain. In this setting it is not assumed that the differential operator is…
This paper proposes a valid bootstrap-based distributional approximation for M-estimators exhibiting a Chernoff (1964)-type limiting distribution. For estimators of this kind, the standard nonparametric bootstrap is inconsistent. The method…
We present a method for obtaining efficient probabilistic solutions to geostatistical and linear inverse problems in spherical geometry. Our Spherical Direct Sequential Simulation (SDSSIM) framework combines information from possibly noisy…
We propose a new asymptotic test for the separability of a covariance matrix. The null distribution is valid in wide matrix elliptical model that includes, in particular, both matrix Gaussian and matrix $t$-distribution. The test is fast to…
We study the problem of compression for the purpose of similarity identification, where similarity is measured by the mean square Euclidean distance between vectors. While the asymptotical fundamental limits of the problem - the minimal…
We propose a class of locally and asymptotically optimal tests, based on multivariate ranks and signs for the homogeneity of scatter matrices in $m$ elliptical populations. Contrary to the existing parametric procedures, these tests remain…
We construct spherically symmetric solutions to the Einstein-Euler equations, which contains a positive cosmological constant, say, the Einstein-Euler-de Sitter equations. We assume a realistic barotropic equation of state. Equilibria of…
Numerical investigation of the static spherically symmetric vacuum solution of the Logunov equations confirms the analytical results and demonstrates a strong repulsion at sub-Planckian distance from the Schwarzschild-like singularity,…
This article studies global testing of the slope function in functional linear regression model in the framework of reproducing kernel Hilbert space. We propose a new testing statistic based on smoothness regularization estimators. The…
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…
An elliptic random matrix $X$ is a square matrix whose $(i,j)$-entry $X_{ij}$ is independent of the rest of the entries except possibly $X_{ji}$. Elliptic random matrices generalize Wigner matrices and non-Hermitian random matrices with…