Related papers: Testing Symmetry for Bivariate Copulas using Berns…
This paper studies the problem of testing whether a system of linear equality and inequality constraints admits a solution when the coefficients of that system may have to be estimated. We show that a wide range of inferential questions in…
A new index based on empirical copulas, termed the Copula Statistic (CoS), is introduced for assessing the strength of multivariate dependence and for testing statistical independence. New properties of the copulas are proved. They allow us…
Bivariate meta-analysis provides a useful framework for combining information across related studies and has been utilised to combine evidence from clinical studies to evaluate treatment efficacy on two outcomes. It has also been used to…
The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…
This paper is concerned with the problem of comparing the population means of two groups of independent observations. An approximate randomization test procedure based on the test statistic of Chen and Qin (2010) is proposed. The asymptotic…
We develop an alternative boson sampling model operating on single-photon states followed by linear interferometry and Gaussian measurements. The hardness proof for simulating such continuous-variable measurements is established in two main…
We propose a simple multivariate normality test based on Kac-Bernstein's characterization, which can be conducted by utilising existing statistical independence tests for sums and differences of data samples. We also perform its empirical…
Most normality tests in the literature are performed for scalar and independent samples. Thus, they become unreliable when applied to colored processes, hampering their use in realistic scenarios.We focus on Mardia's multivariate kurtosis,…
We study the weak convergence of conditional empirical copula processes, when the conditioning event has a nonzero probability. The validity of several bootstrap schemes is stated, including the exchangeable bootstrap. We define general -…
We introduce a new test procedure of independence in the framework of parametric copulas with unknown marginals. The method is based essentially on the dual representation of $\chi^2$-divergence on signed finite measures. The asymptotic…
In the present paper, a Nystrom-type method for second kind Volterra integral equations is introduced and studied. The method makes use of generalized Bernstein polynomials, defined for continuous functions and based on equally spaced…
Copula models have become one of the most widely used tools in the applied modelling of multivariate data. Similarly, Bayesian methods are increasingly used to obtain efficient likelihood-based inference. However, to date, there has been…
This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and…
We introduce a new method for estimating the parameter of the bivariate Clayton copulas within the framework of Algorithmic Inference. The method consists of a variant of the standard boot-strapping procedure for inferring random…
A construction of $p$-parameter Brownian sheet on the hypercube $C=[0,1]^p$ as a sum of $2^p$ independent Gaussian processes is obtained. The terms are closely related to Brownian pillows, and the probability laws of their $L^2(C)$ squared…
A nonparametric model using a sequence of Bernstein polynomials is constructed to approximate arbitrary isotropic covariance functions valid in $\mathbb{R}^\infty$ and related approximation properties are investigated using the popular…
This paper studies the problem of testing whether a function is monotone from a nonparametric Bayesian perspective. Two new families of tests are constructed. The first uses constrained smoothing splines, together with a hierarchical…
The asymptotic validity of a resampling method for two sequential processes constructed from non-degenerate $U$-statistics is established under mixing conditions. The resampling schemes, referred to as {\em dependent multiplier bootstraps},…
We introduce a series of numbers which serve as a generalization of Bernoulli, Euler numbers and binomial coefficients. Their properties are applied to solve a probability problem and suggest a statistical test for independence and…
The process comparing the empirical cumulative distribution function of the sample with a parametric estimate of the cumulative distribution function is known as the empirical process with estimated parameters and has been extensively…