Related papers: A Laplace transform-based test for the equality of…
This paper proposes a new test for inequalities that are linear in possibly partially identified nuisance parameters. This type of hypothesis arises in a broad set of problems, including subvector inference for linear unconditional moment…
In this paper, we study the maximum likelihood estimation of the parameters of the multivariate and matrix variate symmetric Laplace distributions through group actions. The multivariate and matrix variate symmetric Laplace distributions…
We present new consistent goodness-of-fit tests for exponential distribution, based on the Desu characterization. The test statistics represent the weighted $L^2$ and $L^{\infty}$ distances between appropriate V-empirical Laplace transforms…
This paper proposes new parametric model adequacy tests for possibly nonlinear and nonstationary time series models with noncontinuous data distribution, which is often the case in applied work. In particular, we consider the correct…
Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…
This paper discusses the approximate distributions of eigenvalues of a singular Wishart matrix. We give the approximate joint density of eigenvalues by Laplace approximation for the hyper-geometric functions of matrix arguments.…
In this paper, we construct a consistent non-parametric test for testing the equality of population medians for different samples when the observations in each sample are independent and identically distributed. This test can be further…
In the paper, we suggest three tests on the validity of a factor model which can be applied for both small dimensional and large dimensional data. Both the exact and asymptotic distributions of the resulting test statistics are derived…
In this article, we define a matrix variate asymmetric Laplace distribution. We prove some properties of the matrix variate asymmetric Laplace distribution. We prove the relationship between the matrix variate asymmetric Laplace…
In this article, we develop a semiparametric Bayesian estimation and model selection approach for partially linear additive models in conditional quantile regression. The asymmetric Laplace distribution provides a mechanism for Bayesian…
This paper studies computational aspects of an asymptotically distribution-free goodness-of-fit test for non-Gaussian distributions based on the Khmaladze martingale transformation when the location and scale parameters of the distribution…
There exist a number of tests for assessing the nonparametric heteroscedastic location-scale assumption. Here we consider a goodness-of-fit test for the more general hypothesis of the validity of this model under a parametric functional…
Temperature data, like many other measurements in quantitative fields, are usually modeled using a normal distribution. However, some distributions can offer a better fit while avoiding underestimation of tail event probabilities. To this…
Testing whether a probability distribution is compatible with a given Bayesian network is a fundamental task in the field of causal inference, where Bayesian networks model causal relations. Here we consider the class of causal structures…
In this paper we propose a nonparametric graphical test based on optimal matching, for assessing the equality of multiple unknown multivariate probability distributions. Our procedure pools the data from the different classes to create a…
Calibration tests based on the probability integral transform (PIT) are routinely used to assess the quality of univariate distributional forecasts. However, PIT-based calibration tests for multivariate distributional forecasts face various…
The L\'evy distribution, alongside the Normal and Cauchy distributions, is one of the only three stable distributions whose density can be obtained in a closed form. However, there are only a few specific goodness-of-fit tests for the…
This work deals with the estimation of parameters of Mittag-Leffler (ML($\alpha, \sigma$)) distribution. We estimate the parameters of ML($\alpha, \sigma$) using empirical Laplace transform method. The simulation study indicates that the…
A new determinant inequality of positive semidefinite matrices is discovered and proved by us. This new inequality is useful for attacking and solving a variety of optimization problems arising from the design of wireless communication…
It is shown that a noncentral Wishart mixture of noncentral Wishart distributions with the same degrees of freedom yields a noncentral Wishart distribution, thereby extending the main result of Jones and Marchand [Stat 10 (2021), Paper No.…