Related papers: Smooth test for equality of copulas
In statistics permutations typically arise in the context of rank plots for two-dimensional data. Such plots can also be interpreted as discrete copulas. In discrete mathematics, typically in the context of the description of large…
Several procedures have been recently proposed to test the simplifying assumption for conditional copulas. Instead of considering pointwise conditioning events, we study the constancy of the conditional dependence structure when some…
Comparing the differences in outcomes (that is, in "dependent variables") between two subpopulations is often most informative when comparing outcomes only for individuals from the subpopulations who are similar according to "independent…
As the meta-analysis of more than one diagnostic tests can impact clinical decision making and patient health, there is an increasing body of research in models and methods for meta-analysis of studies comparing multiple diagnostic tests.…
We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…
Although copulas are used and defined for various infinite-dimensional objects (e.g. Gaussian processes and Markov processes), there is no prevalent notion of a copula that unifies these concepts. We propose a unified approach and define…
In order to accommodate the empirical fact that population structures are rarely simple, modern studies of evolutionary dynamics allow for complicated and highly-heterogeneous spatial structures. As a result, one of the most difficult…
Verification and validation of fully automated vehicles is linked to an almost intractable challenge of reflecting the real world with all its interactions in a virtual environment. Influential stochastic parameters need to be extracted…
We propose a new approach towards approximating the density-to-pair-density map based on copula theory from statistics. We extend the copula theory to multi-dimensional marginals, and deduce that one can describe any (exact or approximate)…
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,…
Multiple hypothesis testing is widely used to evaluate scientific studies involving statistical tests. However, for many of these tests, p-values are not available and are thus often approximated using Monte Carlo tests such as permutation…
We propose two tests for the equality of covariance matrices between two high-dimensional populations. One test is on the whole variance--covariance matrices, and the other is on off-diagonal sub-matrices, which define the covariance…
Two goodness-of-fit tests for copulas are being investigated. The first one deals with the case of elliptical copulas and the second one deals with independent copulas. These tests result from the expansion of the projection pursuit…
Unsupervised aggregation of independently built univariate predictors is explored as an alternative regularization approach for noisy, sparse datasets. Bipartite ranking algorithm Smooth Rank implementing this approach is introduced. The…
Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions.…
This paper introduces smoothed pseudo-population bootstrap methods for the purposes of variance estimation and the construction of confidence intervals for finite population quantiles. In an i.i.d. context, it has been shown that resampling…
Clustering methods such as k-means have found widespread use in a variety of applications. This paper proposes a formal testing procedure to determine whether a null hypothesis of a single cluster, indicating homogeneity of the data, can be…
Assessing whether two patient populations exhibit comparable event dynamics is essential for evaluating treatment equivalence, pooling data across cohorts, or comparing clinical pathways across hospitals or strategies. We introduce a…
Hypothesis test plays a key role in uncertain statistics based on uncertain measure. This paper extends the parametric hypothesis of a single uncertain population to multiple cases, thereby addressing a broader range of scenarios. First, an…
For covariance test in functional data analysis, existing methods are developed only for fully observed curves, whereas in practice, trajectories are typically observed discretely and with noise. To bridge this gap, we employ a…