Related papers: Testing Symmetry for Bivariate Copulas using Berns…
This paper deals with the merging problem of segments of a composite B\'ezier curve, with the endpoints continuity constraints. We present a novel method which is based on the idea of using constrained dual Bernstein polynomial basis (P.…
With the extensive use of digital devices, online experimental platforms are commonly used to conduct experiments to collect data for evaluating different variations of products, algorithms, and interface designs, a.k.a., A/B tests. In…
Permutation testing in linear models, where the number of nuisance coefficients is smaller than the sample size, is a well-studied topic. The common approach of such tests is to permute residuals after regressing on the nuisance covariates.…
A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…
In this paper we review Bernstein and grid-type copulas for arbitrary dimensions and general grid resolutions in connection with discrete random vectors possessing uniform margins. We further suggest a pragmatic way to fit the dependence…
We propose a nonparametric sequential test that aims to address two practical problems pertinent to online randomized experiments: (i) how to do a hypothesis test for complex metrics; (ii) how to prevent type $1$ error inflation under…
Vine copulas (or pair-copula constructions) have become an important tool for high-dimensional dependence modeling. Typically, so called simplified vine copula models are estimated where bivariate conditional copulas are approximated by…
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.…
Our purpose is to model the dependence between two random variables, taking into account a priori knowledge on these variables. For example, in many applications (oceanography, finance...), there exists an order relation between the two…
We present a test for independence of two strictly stationary time series based on a bootstrap procedure for the distance covariance. Our test detects any kind of dependence between the two time series within an arbitrary maximum lag $L$.…
Bayesian tests on the symmetry of the generalized von Mises model for planar directions (Gatto and Jammalamadaka, 2007) are introduced. The generalized von Mises distribution is a flexible model that can be axially symmetric or asymmetric,…
This paper lays out a principled approach to compare copula forecasts via strictly consistent scores. We first establish the negative result that, in general, copulas fail to be elicitable, implying that copula predictions cannot sensibly…
In this work we present a method, based on the use of Bernstein polynomials, for the numerical resolution of some boundary values problems. The computations have not need of particular approximations of derivatives, such as finite…
In this paper we explore the behaviour of dependent test statistics for testing of multiple hypothesis . To keep simplicity, we have considered a mixture normal model with equicorrelated correlation set up. With a simple linear…
For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…
We present an elementary model of the collapses and revivals in the visibility of the interference between two atomic Bose-Einstein condensates. We obtain different predictions of the revival times whether we conserve or break atom number…
Bernstein polynomial approximation to a continuous function has a slower rate of convergence as compared to other approximation methods. "The fact seems to have precluded any numerical application of Bernstein polynomials from having been…
Measurements are generally collected as unilateral or bilateral data in clinical trials or observational studies. For example, in ophthalmologic studies, statistical tests are often based on one or two eyes of an individual. For bilateral…
We generalize 2-Wasserstein dependence coefficients to measure dependence between a finite number of random vectors. This generalization includes theoretical properties, and in particular focuses on an interpretation of maximal dependence…
In multiple testing, the family-wise error rate can be bounded under some conditions by the copula of the test statistics. Assuming that this copula is Archimedean, we consider two non-parametric Archimedean generator estimators. More…