Related papers: Statistical randomization test for QCD intermitten…
A natural (yet unconventional) test for goodness-of-fit measures the discrepancy between the model and empirical distributions via their Euclidean distance (or, equivalently, via its square). The present paper characterizes the statistical…
Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of some parametric form. The model has been…
The log-normal distribution is used to describe the positive data, that it has skewed distribution with small mean and large variance. This distribution has application in many sciences for example medicine, economics, biology and…
Local density fluctuations near the QCD critical point has been suggested to exhibit a power-law behavior which can be probed by an intermittency analysis on scaled factorial moment (SFM) in relativistic heavy-ion collisions. The collision…
We describe a modified sequential probability ratio test that can be used to reduce the average sample size required to perform statistical hypothesis tests at specified levels of significance and power. Examples are provided for $z$ tests,…
This study considers tests for coefficient randomness in predictive regressions. Our focus is on how tests for coefficient randomness are influenced by the persistence of random coefficient. We show that when the random coefficient is…
In this paper we consider a Lagrange Multiplier-type test (LM) to detect change in the mean of time series with heteroskedasticity of unknown form. We derive the limiting distribution under the null, and prove the consistency of the test…
Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…
The quantum statistical parton distributions approach proposed more than one decade ago is revisited by considering a larger set of recent and accurate Deep Inelastic Scattering experimental results. It enables us to improve the description…
We derive asymptotic expansions up to order $n^{-1/2}$ for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The…
We propose a new method to test the effectiveness of a spatial point process forecast based on a log-likelihood score for predicted point density and the information gain for events that actually occurred in the test period. The method…
We study the question of identity testing for structured distributions. More precisely, given samples from a {\em structured} distribution $q$ over $[n]$ and an explicit distribution $p$ over $[n]$, we wish to distinguish whether $q=p$…
A family of consistent tests, derived from a characterization of the probability generating function, is proposed for assessing Poissonity against a wide class of count distributions, which includes some of the most frequently adopted…
We study a likelihood ratio test for the location of the mode of a log-concave density. Our test is based on comparison of the log-likelihoods corresponding to the unconstrained maximum likelihood estimator of a log-concave density and the…
This paper proposes novel tests for the absence of jumps in a univariate semimartingale and for the absence of common jumps in a bivariate semimartingale. Our methods rely on ratio statistics of power variations based on irregular…
Given samples from two non-negative random variables, we propose a family of tests for the null hypothesis that one random variable stochastically dominates the other at the second order. Test statistics are obtained as functionals of the…
Isotropic $\alpha$-stable distributions are central in the theory of heavy-tailed distributions and play a role similar to that of the Gaussian density among finite second-moment laws. Given a sequence of $n$ observations, we are interested…
While many statistical procedures rely on a fixed sample size, sequential methods allow a decision-maker to adapt the sample size to achieve a given precision. In this way, sequential tests reduce the average number of observations required…
A popular approach for testing if two univariate random variables are statistically independent consists of partitioning the sample space into bins, and evaluating a test statistic on the binned data. The partition size matters, and the…
Small-scale intermittency is studied as the deviation of the probability distributions of pseudodissipation, dissipation and enstrophy in turbulence from those of a Gaussian random velocity field. This deviation is quantified using…