Related papers: A Kolmogorov-Smirnov-Type Test for Dependently Dou…
We conduct a KL-divergence based procedure for testing elliptical distributions. The procedure simultaneously takes into account the two defining properties of an elliptically distributed random vector: independence between length and…
For the analysis of clustered survival data, two different types of models that take the association into account, are commonly used: frailty models and copula models. Frailty models assume that conditional on a frailty term for each…
In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…
The two-parameter Birnbaum-Saunders distribution has been used succesfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data…
Testing copula hypothesis is of fundamental importance in the applications of copula theory. In this paper we proposed a copula hypothesis testing with copula entropy. Since copula entropy is a unified theory in probability and therefore…
Testing the homogeneity of two distributions is fundamental in statistics, but classical procedures may fail under nonignorable nonresponse. In many surveys, callback data record repeated contact attempts and provide auxiliary information…
In this article, we present a nonparametric method for the general two-sample problem involving functional random variables modelled as elements of a separable Hilbert space ${\cal H}$. First, we present a general recipe based on linear…
Analysis of survival data with biased samples caused by left-truncation or length-biased sampling has received extensive interest. Many inference methods have been developed for various survival models. These methods, however, break down…
We propose a two-stage estimation procedure for a copula-based model with semi-competing risks data, where the non-terminal event is subject to dependent censoring by the terminal event, and both events are subject to independent censoring.…
We present an extension of the Kolmogorov-Smirnov (KS) two-sample test, which can be more sensitive to differences in the tails. Our test statistic is an integral probability metric (IPM) defined over a higher-order total variation ball,…
Evaluating quality-of-life (QoL) outcomes in populations with high mortality risk is complicated by truncation by death, since QoL is undefined for individuals who do not survive to the planned measurement time. We propose a framework that…
Testing hypotheses of goodness-of-fit about mixture distributions on the basis of independent but not necessarily identically distributed random vectors is considered. The hypotheses are given by a specific distribution or by a family of…
Quantitative studies in many fields involve the analysis of multivariate data of diverse types, including measurements that we may consider binary, ordinal and continuous. One approach to the analysis of such mixed data is to use a copula…
We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility…
In medical studies, it is common the presence of a fraction of patients who do not experience the event of interest. These patients are people who are not at risk of the event or are patients who were cured during the research. The…
We pursue a program to confront observations with inhomogeneous extensions of the FLRW metric. The main idea is to test the Copernican principle rather than assuming it a priori. We consider the $\Lambda$CDM model endowed with a spherical…
Over the last couple of decades, several copula based methods have been proposed in the literature to test for the independence among several random variables. But these existing tests are not invariant under monotone transformations of the…
Divergence date estimates are central to understand evolutionary processes and depend, in the case of molecular phylogenies, on tests of molecular clocks. Here we propose two non-parametric tests of strict and relaxed molecular clocks built…
For multivariate distributions in the domain of attraction of a max-stable distribution, the tail copula and the stable tail dependence function are equivalent ways to capture the dependence in the upper tail. The empirical versions of…
In this article, we study tests of independence for data with arbitrary distributions in the non-serial case, i.e., for independent and identically distributed random vectors, as well as in the serial case, i.e., for time series. These…