Related papers: Statistics: Handle with Care, Detecting Multiple M…
Most signal processing and statistical applications heavily rely on specific data distribution models. The Gaussian distributions, although being the most common choice, are inadequate in most real world scenarios as they fail to account…
Recently, there has been significant interest in linear regression in the situation where predictors and responses are not observed in matching pairs corresponding to the same statistical unit as a consequence of separate data collection…
In this paper, the Gaussian quasi likelihood ratio test (GQLRT) for non-Bayesian binary hypothesis testing is generalized by applying a transform to the probability distribution of the data. The proposed generalization, called…
Change point analysis has become an important research topic in many fields of applications. Several research work has been carried out to detect changes and its locations in time series data. In this paper, a nonparametric method based on…
In the real world, experimental data are rarely, if ever, distributed as a normal (Gaussian) distribution. As an example, a large set of data--such as the cross sections for particle scattering as a function of energy contained in the…
In my 2011 Annals of Applied Statistics article [Goerg (2011)] I wrote that "Whereas the Lambert $W$ function plays an important role in mathematics, physics, chemistry, biology and other fields, it has not yet been used in statistics."…
Sequential change-point detection in non-Gaussian stochastic processes is challenging because the underlying densities are rarely known in real time. Classical parametric procedures such as CUSUM lose optimality under distributional…
The $\Delta_3(L)$ statistic of Random Matrix Theory is defined as the average of a set of random numbers $\{\delta\}$, derived from a spectrum. The distribution $p(\delta)$ of these random numbers is used as the basis of a maximum…
This paper proposes a new extension of the linear failure rate (LFR) model to better capture real-world lifetime data. The model incorporates an additional shape parameter to increase flexibility. It helps model the minimum survival time…
Limit distributions of likelihood ratio statistics are well-known to be discontinuous in the presence of nuisance parameters at the boundary of the parameter space, which lead to size distortions when standard critical values are used for…
We consider the error distribution in functional linear models with scalar response and functional covariate. Different asymptotic expansions of the empirical distribution function and the empirical characteristic function based on…
Some effort has been undertaken over the last decade to provide conditions for the control of the false discovery rate by the linear step-up procedure (LSU) for testing $n$ hypotheses when test statistics are dependent. In this paper we…
The identification of the solar-like oscillation modes, as measured by asteroseismology, is a necessary requirement in order to infer the physical properties of the interior of the stars. Difficulties occur when a large number of modes of…
Population quantiles are important parameters in many applications. Enthusiasm for the development of effective statistical inference procedures for quantiles and their functions has been high for the past decade. In this article, we study…
A deformed dielectric microcavity is used as an experimental platform for the analysis of the statistics of chaotic resonances, in the perspective of testing fractal Weyl laws at optical frequencies. In order to surmount the difficulties…
The network data has attracted considerable attention in modern statistics. In research on complex network data, one key issue is finding its underlying connection structure given a network sample. The methods that have been proposed in…
Periodic light curve behavior predicted for some binary black hole systems might be detected in large samples, such as the multi-million quasar sample expected from the Large Synoptic Survey Telescope (LSST). We investigate the false-alarm…
Pareto distributions are widely used models in economics, finance and actuarial sciences. As a result, a number of goodness-of-fit tests have been proposed for these distributions in the literature. We provide an overview of the existing…
Searches for fast radio bursts (FRBs) are underway at a growing number of radio telescopes worldwide. The sample size is now sufficient to enable many investigations into the population properties. As such, understanding the true…
In order to determine the chemical freeze-out parameters of the hadron-emitting source in relativistic heavy ion collisions some studies in literature perform fits by using as data input a subsample of ratios calculated out of…