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Related papers: Smooth test for equality of copulas

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Based on an idea in Hironaka's proof of resolution of singularities, we present an algorithmic smoothness test for algebraic varieties. The test is inherently parallel and does not involve the calculation of codimension-sized minors of the…

Algebraic Geometry · Mathematics 2018-01-24 Janko Boehm , Anne Frühbis-Krüger

We demonstrate an approach to solving the coagulation equation that involves using a finite number of moments of the particle size distribution. This approach is particularly useful when only general properties of the distribution, and…

Astrophysics · Physics 2009-11-13 Paul R. Estrada , Jeffrey N. Cuzzi

The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…

Methodology · Statistics 2017-12-12 Yi-Hui Zhou

The paper proposes the combination of stochastic blockmodels with smooth graphon models. The first allow for partitioning the set of individuals in a network into blocks which represent groups of nodes that presumably connect stochastically…

Methodology · Statistics 2022-03-28 Benjamin Sischka , Göran Kauermann

We propose a new copula model for replicated multivariate spatial data. Unlike classical models that assume multivariate normality of the data, the proposed copula is based on the assumption that some factors exist that affect the joint…

Applications · Statistics 2018-10-12 Pavel Krupskii , Marc G. Genton

We propose a robust test for the equality of the covariance structures in two functional samples. The test statistic has a chi-square asymptotic distribution with a known number of degrees of freedom, which depends on the level of dimension…

Methodology · Statistics 2015-03-19 Stefan Fremdt , Lajos Horváth , Piotr Kokoszka , Josef G. Steinebach

We propose a novel method to determine the dissimilarity between subjects for functional data clustering. Spline smoothing or interpolation is common to deal with data of such type. Instead of estimating the best-representing curve for each…

Methodology · Statistics 2021-03-23 ShengLi Tzeng , Christian Hennig , Yu-Fen Li , Chien-Ju Lin

Smoothing is an estimation method whereby a classical state (probability distribution for classical variables) at a given time is conditioned on all-time (both past and future) observations. Here we define a smoothed quantum state for a…

Quantum Physics · Physics 2017-04-25 Ivonne Guevara , Howard Wiseman

An approach is proposed to determine structural shift in time-series assuming non-linear dependence of lagged values of dependent variable. Copulas are used to model non-linear dependence of time series components.

General Finance · Quantitative Finance 2016-09-19 Henry Penikas

In this paper, by minimizing the coherence quantifiers over all states in an $\epsilon$ ball around a given state, we define a generalized smooth quantifier, called the $\epsilon$-smooth measure of coherence. We use it to estimate the…

Quantum Physics · Physics 2019-01-16 Zhengjun Xi , Shanshan Yuwen

Many recently introduced enhanced sampling techniques are based on biasing coarse descriptors (collective variables) of a molecular system on the fly. Sometimes the calculation of such collective variables is expensive and becomes a…

Computational Physics · Physics 2015-09-01 Marco Jacopo Ferrarotti , Sandro Bottaro , Andrea Pérez-Villa , Giovanni Bussi

This article presents a homogeneity test for testing the equality of several high-dimensional covariance matrices for stationary processes with ignoring the assumption of normality. We give the asymptotic distribution of the proposed test.…

Statistics Theory · Mathematics 2020-08-24 Abdullah Qayed , Dong Han

Copulas are known to satisfy a number of regularity properties, and one might therefore believe that their densities, when they exist, admit a certain degree of regularity themselves. We show that this is not true in general by constructing…

Probability · Mathematics 2022-04-12 Michaël Lalancette , Robert Zimmerman

Subjects in clinical studies that investigate paired body parts can carry a disease on either both sides (bilateral) or a single side (unilateral) of the organs. Data in such studies may consist of both bilateral and unilateral records.…

Applications · Statistics 2025-11-06 Shuyi Liang , Chang-Xing Ma

We consider the problem of comparing probability densities between two groups. A new probabilistic tensor product smoothing spline framework is developed to model the joint density of two variables. Under such a framework, the probability…

Methodology · Statistics 2021-01-13 Xin Xing , Zuofeng Shang , Pang Du , Ping Ma , Wenxuan Zhong , Jun S. Liu

In bioequivalence design, power analyses dictate how much data must be collected to detect the absence of clinically important effects. Power is computed as a tail probability in the sampling distribution of the pertinent test statistics.…

Methodology · Statistics 2025-01-27 Luke Hagar , Nathaniel T. Stevens

We give an improved theoretical analysis of score-based generative modeling. Under a score estimate with small $L^2$ error (averaged across timesteps), we provide efficient convergence guarantees for any data distribution with second-order…

Machine Learning · Computer Science 2023-02-03 Hongrui Chen , Holden Lee , Jianfeng Lu

This paper investigates a statistical procedure for testing the equality of two independently estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

Methodology · Statistics 2020-07-13 Rémy Mariétan , Stephan Morgenthaler

We consider multivariate two-sample tests of means, where the location shift between the two populations is expected to be related to a known graph structure. An important application of such tests is the detection of differentially…

Quantitative Methods · Quantitative Biology 2014-05-16 Laurent Jacob , Pierre Neuvial , Sandrine Dudoit

Zero-inflated continuous data ubiquitously appear in many fields, in which lots of exactly zero-valued data are observed while others distribute continuously. Due to the mixed structure of discreteness and continuity in its distribution,…

Methodology · Statistics 2024-10-28 Keita Hamamoto