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Related papers: The Spatial Cram'{e}r--von Mises Test of Independe…

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This paper addresses the inference of spatial dependence in the context of a recently proposed framework. More specifically, the paper focuses on the estimation of model parameters for a class of generalized Gibbs random fields, i.e.,…

Statistics Theory · Mathematics 2007-06-13 Samuel Elogne , Dionisis Hristopulos

Finite renormalization freedom in locally covariant quantum field theories on curved spacetime is known to be tightly constrained, under certain standard hypotheses, to the same terms as in flat spacetime up to finitely many curvature…

General Relativity and Quantum Cosmology · Physics 2016-05-16 Igor Khavkine , Valter Moretti

Due to their parsimony, separable covariance models have been popular in modeling matrix-variate data. However, the inference from such a model may be misleading if the population covariance matrix $\Sigma$ is actually non-separable,…

Statistics Theory · Mathematics 2026-05-05 Bongjung Sung , Peter D. Hoff

This paper develops a method to carry out the large-$N$ asymptotic analysis of a class of $N$-dimensional integrals arising in the context of the so-called quantum separation of variables method. We push further ideas developed in the…

Mathematical Physics · Physics 2023-07-07 G. Borot , A. Guionnet , K. K. Kozlowski

In this work we present full Bayesian inference for a new flexible nonseparable class of cross-covariance functions for multivariate spatial data. A Bayesian test is proposed for separability of covariance functions which is much more…

Methodology · Statistics 2017-07-24 Rafael S. Erbisti , Thais C. O. Fonseca , Mariane B. Alves

This paper presents a procedure for testing the hypothesis that the underlying distribution of the data is elliptical when using robust location and scatter estimators instead of the sample mean and covariance matrix. Under mild assumptions…

Methodology · Statistics 2015-02-20 Ana M. Bianco , Graciela Boente , Isabel M. Rodrigues

The prevalence of spatially referenced multivariate data has impelled researchers to develop a procedure for the joint modeling of multiple spatial processes. This ordinarily involves modeling marginal and cross-process dependence for any…

Methodology · Statistics 2020-07-10 Ghulam A. Qadir , Ying Sun

Tail dependence models for distributions attracted to a max-stable law are fitted using observations above a high threshold. To cope with spatial, high-dimensional data, a rank-based M-estimator is proposed relying on bivariate margins…

Methodology · Statistics 2015-01-12 John Einmahl , Anna Kiriliouk , Andrea Krajina , Johan Segers

Evaluating spatial patterns in data is an integral task across various domains, including geostatistics, astronomy, and spatial tissue biology. The analysis of transcriptomics data in particular relies on methods for detecting…

Methodology · Statistics 2025-05-26 Katharina Limbeck , Bastian Rieck

We consider a linear regression model and propose an omnibus test to simultaneously check the assumption of independence between the error and the predictor variables, and the goodness-of-fit of the parametric model. Our approach is based…

Methodology · Statistics 2014-05-06 Arnab Sen , Bodhisattva Sen

A multivariate version of Spearman's rho for testing independence is considered. Its asymptotic efficiency is calculated under a general distribution model specified by the dependence function. The efficiency comparison study that involves…

Probability · Mathematics 2009-06-08 Alexander Nazarov , Natalia Stepanova

We consider spatially homogeneous marked point patterns in an unboundedly expanding convex sampling window. Our main objective is to identify the distribution of the typical mark by constructing an asymptotic $\chi^2$-goodness-of-fit test.…

Statistics Theory · Mathematics 2016-08-10 Lothar Heinrich , Sebastian Lück , Volker Schmidt

A statistical test of independence may be constructed using the Hilbert-Schmidt Independence Criterion (HSIC) as a test statistic. The HSIC is defined as the distance between the embedding of the joint distribution, and the embedding of the…

Machine Learning · Statistics 2015-01-27 Arthur Gretton

Let $(\eta_i)_{i\geq1}$ be a sequence of $\psi$-mixing random variables. Let $m=\lfloor n^\alpha \rfloor, 0< \alpha < 1, k=\lfloor n/(2m) \rfloor,$ and $Y_j = \sum_{i=1}^m \eta_{m(j-1)+i}, 1\leq j \leq k.$ Set $ S_k^o=\sum_{j=1}^{k } Y_j $…

Probability · Mathematics 2020-05-11 Xiequan Fan

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…

Statistics Theory · Mathematics 2016-04-21 Daniel Gaigall

In this paper, we investigate local permutation tests for testing conditional independence between two random vectors $X$ and $Y$ given $Z$. The local permutation test determines the significance of a test statistic by locally shuffling…

Statistics Theory · Mathematics 2022-01-07 Ilmun Kim , Matey Neykov , Sivaraman Balakrishnan , Larry Wasserman

We consider spatially dependent functional data collected under a geostatistics setting, where locations are sampled from a spatial point process. The functional response is the sum of a spatially dependent functional effect and a spatially…

Methodology · Statistics 2021-06-18 Haozhe Zhang , Yehua Li

This paper considers the problem of testing the equality of two unspecified distributions. The classical omnibus tests such as the Kolmogorov-Smirnov and Cram\`er-von Mises are known to suffer from low power against essentially all but…

Statistics Theory · Mathematics 2015-09-15 Wen-Xin Zhou , Chao Zheng , Zhen Zhang

We use a Stein identity to define a new class of parametric distributions which we call ``independent additive weighted bias distributions.'' We investigate related $L^2$-type discrepancy measures, empirical versions of which not only…

Methodology · Statistics 2023-04-27 Bruno Ebner , Yvik Swan

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…

Methodology · Statistics 2023-06-13 Bouchra R. Nasri , Bruno N. Remillard