Related papers: U-statistic based on overlapping sample spacings
We consider goodness-of-fit tests of symmetric stable distributions based on weighted integrals of the squared distance between the empirical characteristic function of the standardized data and the characteristic function of the standard…
We use a characterization of symmetry in terms of extremal order statistics which enables to build several new nonparametric tests of symmetry. We discuss their limiting distributions and calculate their local exact Bahadur efficiency under…
The main goal of this article is to study how an auxiliary information can be used to improve the efficiency of two famous statistical tests: the $ Z$-test and the chi-square test. Many definitions of auxiliary information can be found in…
Exact null distributions of goodness-of-fit test statistics are generally challenging to obtain in tractable forms. Practitioners are therefore usually obliged to rely on asymptotic null distributions or Monte Carlo methods, either in the…
We introduce a multiscale test statistic based on local order statistics and spacings that provides simultaneous confidence statements for the existence and location of local increases and decreases of a density or a failure rate. The…
For testing goodness of fit it is very popular to use either the chi square statistic or G statistics (information divergence). Asymptotically both are chi square distributed so an obvious question is which of the two statistics that has a…
A rank-based test of the null hypothesis that a regressor has no effect on a response variable is proposed and analyzed. This test is identical in structure to the order selection test but with the raw data replaced by ranks. The test is…
Considered here is a hypothesis test for the coefficients in the change-plane regression models to detect the existence of a change plane. The test that is considered is from the class of test problems in which some parameters are not…
The Gini index is a popular inequality measure with many applications in social and economic studies. This paper studies semiparametric inference on the Gini indices of two semicontinuous populations. We characterize the distribution of…
In this article, we introduce a novel discrepancy called the maximum variance discrepancy for the purpose of measuring the difference between two distributions in Hilbert spaces that cannot be found via the maximum mean discrepancy. We also…
This paper studies a class of rank-based inequality measures built from linear combinations of expected order statistics. The proposed framework unifies several well-known indices, including the classical Gini coefficient, the $m$th Gini…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
One of the most popular class of tests for independence between two random variables is the general class of rank statistics which are invariant under permutations. This class contains Spearman's coefficient of rank correlation statistic,…
We propose a new class of goodness-of-fit tests for the inverse Gaussian distribution. The proposed tests are weighted $L^2$-type tests depending on a tuning parameter. We develop the asymptotic theory under the null hypothesis and under a…
We propose and study a general method for construction of consistent statistical tests on the basis of possibly indirect, corrupted, or partially available observations. The class of tests devised in the paper contains Neyman's smooth…
Tests based on sample mean vectors and sample spatial signs have been studied in the recent literature for high dimensional data with the dimension larger than the sample size. For suitable sequences of alternatives, we show that the powers…
To assess whether there is some signal in a big database, aggregate tests for the global null hypothesis of no effect are routinely applied in practice before more specialized analysis is carried out. Although a plethora of aggregate tests…
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…
A framework is developed using techniques from rate distortion theory in statistical testing. The idea is first to do optimal compression according to a certain distortion function and then use information divergence from the compressed…
The categorical Gini correlation proposed by Dang et al. is a dependence measure to characterize independence between categorical and numerical variables. The asymptotic distributions of the sample correlation under dependence and…