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In this paper, we propose corrections to the likelihood ratio test and John's test for sphericity in large-dimensions. New formulas for the limiting parameters in the CLT for linear spectral statistics of sample covariance matrices with…
In this paper, we investigate the testing problem that the spectral density matrices of several, not necessarily independent, stationary processes are equal. Based on an $L_2$-type test statistic, we propose a new nonparametric approach,…
The classical likelihood ratio test (LRT) based on the asymptotic chi-squared distribution of the log likelihood is one of the fundamental tools of statistical inference. A recent universal LRT approach based on sample splitting provides…
This paper provides a systematic study of symmetry properties for cyclotomic multiple Hurwitz zeta values with multiple variables and parameters by applying the methods of contour integration and the residue theorem. The main contributions…
We consider the problem of testing for a dose-related effect based on a candidate set of (typically nonlinear) dose-response models using likelihood-ratio tests. For the considered models this reduces to assessing whether the slope…
This paper considers testing the covariance matrices structure based on Wald's score test in large dimensional setting. The hypothesis $H_0: \Sigma =\Sigma_0 $ for a given matrix $\Sigma_0$, which covers the identity hypothesis test and…
Motivated by the controllability/reachability problems for switched linear control systems and some classes of nonlinear (mechanical) control systems we address a related problem of existence of a cyclic vector for an associative (matrix)…
Spherical symmetry arguments are used to produce a general device to convert identities and inequalities for the $p$th absolute moments of real-valued random variables into the corresponding identities and inequalities for the $p$th moments…
When modeling directional data, that is, unit-norm multivariate vectors, a first natural question is to ask whether the directions are uniformly distributed or, on the contrary, whether there exist modes of variation significantly different…
Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…
Composite likelihood inference has gained much popularity thanks to its computational manageability and its theoretical properties. Unfortunately, performing composite likelihood ratio tests is inconvenient because of their awkward…
The purpose of this paper is twofold. First, we provide a novel characterization of independence of random vectors based on the checkerboard approximation to a multivariate copula. Using this result, we then propose a new family of tests of…
A simulation method based on the RG blocking is shown to yield statistical errors smaller than that of the crude MC using absolute values of the original measures. The new method is particularly suitable to apply to the sign problem of…
The question how to certify non-negativity of a polynomial function lies at the heart of Real Algebra and also has important applications to Optimization. In this article we investigate the question of non-negativity in the context of…
In this paper we consider testing the equality of probability vectors of two independent multinomial distributions in high dimension. The classical chi-square test may have some drawbacks in this case since many of cell counts may be zero…
We study the characteristic function and moments of the integer-valued random variable $\lfloor X+\alpha\rfloor$, where $X$ is a continuous random variables. The results can be regarded as exact versions of Sheppard's correction. Rounded…
We are concerned with the detection of associations between random vectors of any dimension. Few tests of independence exist that are consistent against all dependent alternatives. We propose a powerful test that is applicable in all…
The rank envelope test (Myllym\"aki et al., Global envelope tests for spatial processes, arXiv:1307.0239 [stat.ME]) is proposed as a solution to multiple testing problem for Monte Carlo tests. Three different situations are recognized: 1) a…
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…
Our main theoretical result is that, if a simple polytope has a pair of complementary vertices (i.e., two vertices with no facets in common), then it has at least two such pairs, which can be chosen to be disjoint. Using this result, we…