Related papers: U-statistic based on overlapping sample spacings
A goodness-of-fit test for one-parameter count distributions with finite second moment is proposed. The test statistic is derived from the $L^1$ distance of a function of the probability generating function of the model under the null…
In this article, we propose a class of $L_q$-norm based U-statistics for a family of global testing problems related to high-dimensional data. This includes testing of mean vector and its spatial sign, simultaneous testing of linear model…
This paper takes a different look on the problem of testing the mutual independence of the components of a high-dimensional vector. Instead of testing if all pairwise associations (e.g. all pairwise Kendall's $\tau$) between the components…
In the regression discontinuity design (RDD), it is common practice to assess the credibility of the design by testing the continuity of the density of the running variable at the cut-off, e.g., McCrary (2008). In this paper we propose an…
In the present paper, we develop a new goodness-of-fit test for the Birnbaum- Saunders distribution based on the probability plot. We utilize the sample correlation coefficient from the Birnbaum-Saunders probability plot as a measure of…
We study incompatibility of measurements and its relation to steering and nonlocality in a class of finite dimensional general probabilistic theories (GPT).The basic idea is to represent finite collections of measurements as affine maps of…
This article proposes omnibus portmanteau tests for contrasting adequacy of time series models. The test statistics are based on combining the autocorrelation function of the conditional residuals, the autocorrelation function of the…
This paper studies inference for the mean vector of a high-dimensional $U$-statistic. In the era of Big Data, the dimension $d$ of the $U$-statistic and the sample size $n$ of the observations tend to be both large, and the computation of…
We consider a linear regression model and propose an omnibus test to simultaneously check the assumption of independence between the error and the predictor variables, and the goodness-of-fit of the parametric model. Our approach is based…
We investigate a generalized empirical likelihood approach in a two-group setting where the constraints on parameters have a form of U-statistics. In this situation, the summands that consist of the constraints for the empirical likelihood…
Missing data is a common issue in many biomedical studies. Under a paired design, some subjects may have missing values in either one or both of the conditions due to loss of follow-up, insufficient biological samples, etc. Such partially…
The optimization of measurement for n samples of pure sates are studied. The error of the optimal measurement for n samples is asymptotically compared with the one of the maximum likelihood estimators from n data given by the optimal…
We introduce a new characterization of Pareto distribution and construct integral and supremum type goodness-of-fit tests based on it. Limiting distribution and large deviations of new statistics are described and their local Bahadur…
Competing risks data with discrete lifetime comes up in practice. However, only limited literature exists for such data. In this paper, we propose a non-parametric test based on U-statistics for testing independence of time to failure and…
Testing the equality in distributions of multiple samples is a common task in many fields. However, this problem for high-dimensional or non-Euclidean data has not been well explored. In this paper, we propose new nonparametric tests based…
We develop some graph-based tests for spherical symmetry of a multivariate distribution using a method based on data augmentation. These tests are constructed using a new notion of signs and ranks that are computed along a path obtained by…
Recently, Tibshirani et al. (2016) proposed a method for making inferences about parameters defined by model selection, in a typical regression setting with normally distributed errors. Here, we study the large sample properties of this…
We propose a projection-based class of uniformity tests on the hypersphere using statistics that integrate, along all possible directions, the weighted quadratic discrepancy between the empirical cumulative distribution function of the…
A large class of goodness-of-fit test statistics based on sup-functionals of weighted empirical processes is proposed and studied. The weight functions employed are Erd\H{o}s-Feller-Kolmogorov-Petrovski upper-class functions of a Brownian…
Random Overlap Structures (ROSt's) are random elements on the space of probability measures on the unit ball of a Hilbert space, where two measures are identified if they differ by an isometry. In spin glasses, they arise as natural limits…