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Given a random sample from a continuous multivariate distribution, Stute's representation is obtained for empirical copula processes constructed from a broad class of smooth, possibly data-adaptive nonparametric copula estimators. The…

Statistics Theory · Mathematics 2022-04-26 Ivan Kojadinovic

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…

Statistics Theory · Mathematics 2026-05-14 L. Baringhaus , R. Grübel

We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of…

Statistics Theory · Mathematics 2014-09-26 Takumi Saegusa

We propose a copula density estimator that can include information on bivariate marginals when the information is available. We use B-splines for copula density approximation and include information on bivariate marginals via a penalty…

Methodology · Statistics 2016-02-02 Yu-Hsiang Cheng , Tzee-Ming Huang

Method of parameterizing and smoothing the unknown underling distributions using Bernstein polynomials is proposed, verified and investigated. Any distribution with bounded and smooth enough density can be approximated by the proposed…

Methodology · Statistics 2015-06-23 Zhong Guan

In lifetime data, like cancer studies, theremay be long term survivors, which lead to heavy censoring at the end of the follow-up period. Since a standard survival model is not appropriate to handle these data, a cure model is needed. In…

Methodology · Statistics 2024-01-31 Ana López-Cheda , M. Amalia Jácome , Ingrid Van Keilegom , Ricardo Cao

In this paper, we are testing the symmetry in the distribution of data observed on a random variable. We proposed test statistics using cumulative past and residual extropy of record values based on the characterization developed by Gupta…

Methodology · Statistics 2022-09-15 Santosh Kumar Chaudhary , Nitin Gupta

We consider statistical procedures for hypothesis testing of real valued functionals of matched pairs with missing values. In order to improve the accuracy of existing methods, we propose a novel multiplication combination procedure.…

Statistics Theory · Mathematics 2018-01-29 Lubna Amro , Frank Konietschke , Markus Pauly

A broad class of smooth, possibly data-adaptive nonparametric copula estimators that contains empirical Bernstein copulas introduced by Sancetta and Satchell (and thus the empirical beta copula proposed by Segers, Sibuya and Tsukahara) is…

Statistics Theory · Mathematics 2022-12-20 Ivan Kojadinovic , Bingqing Yi

We give a strongly polynomial time algorithm which determines whether or not a bivariate polynomial is real stable. As a corollary, this implies an algorithm for testing whether a given linear transformation on univariate polynomials…

Data Structures and Algorithms · Computer Science 2016-10-04 Prasad Raghavendra , Nick Ryder , Nikhil Srivastava

We derive the non-asymptotical non-uniform sharp error estimation for Bernstein's approximation of continuous function based on the modern probabilistic apparatus. We investigate also the convergence of derivative of these polynomials and…

Functional Analysis · Mathematics 2015-08-31 Eugene Ostrovsky , Leonid Sirota

Hypothesis testing for graphs has been an important tool in applied research fields for more than two decades, and still remains a challenging problem as one often needs to draw inference from few replicates of large graphs. Recent studies…

Machine Learning · Statistics 2018-12-03 Debarghya Ghoshdastidar , Ulrike von Luxburg

When modeling the distribution of a multivariate continuous random vector using the so-called \emph{copula approach}, it is not uncommon to have ties in the coordinate samples of the available data because of rounding or lack of measurement…

Methodology · Statistics 2017-02-07 Ivan Kojadinovic

Conditions are given under which the empirical copula process associated with a random sample from a bivariate continuous distribution has a smaller asymptotic covariance function than the standard empirical process based on observations…

Statistics Theory · Mathematics 2010-03-17 Christian Genest , Johan Segers

We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence…

Statistics Theory · Mathematics 2013-11-05 Zhengjia Chen , Xinjia Chen

In modern scientific research, small-scale studies with limited participants are increasingly common. However, interpreting individual outcomes can be challenging, making it standard practice to combine data across studies using random…

Statistics Theory · Mathematics 2025-11-04 Lucas Kania , Larry Wasserman , Sivaraman Balakrishnan

We introduce a test of uniformity for (hyper)spherical data motivated by the stereographic projection. The closed-form expression of the test statistic and its null asymptotic distribution are derived using Gegenbauer polynomials. The power…

Statistics Theory · Mathematics 2024-08-07 Alberto Fernández-de-Marcos , Eduardo García-Portugués

Multivariate datasets are common in various real-world applications. Recently, copulas have received significant attention for modeling dependencies among random variables. A copula-based information measure is required to quantify the…

Methodology · Statistics 2024-08-06 Mohd. Arshad , Swaroop Georgy Zachariah , Ashok Kumar Pathak

This paper deals with the comparison of several stationary processes with unequal sample sizes. We provide a detailed theoretical framework on the testing problem for equality of spectral densities in the bivariate case, after which the…

Statistics Theory · Mathematics 2012-07-25 Philip Preuß , Thimo Hildebrandt

A pair-copula construction is a decomposition of a multivariate copula into a structured system, called regular vine, of bivariate copulae or pair-copulae. The standard practice is to model these pair-copulae parametrically, which comes at…

Methodology · Statistics 2012-01-26 Ingrid Hobaek Haff , Johan Segers
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