相关论文: Tests for multivariate normality based on canonica…

A general and relatively simple method for construction of multivariate goodness-of-fit tests is introduced. The proposed test is applied to elliptical distributions. The method is based on a characterization of probability distributions…

We propose an adjusted likelihood ratio test of two-factor separability (Kronecker product structure) for unbalanced multivariate repeated measures data. Here we address the particular case where the within subject correlation is believed…

This paper proposes self-normalized tests for multistep conditional predictive ability in forecast comparison. By normalizing the sample mean of the transformed loss differential using functionals of its cumulative sum (CUSUM) process,…

In this paper, a new goodness-of-fit test for a location-scale family based on progressively Type-II censored order statistics is proposed. Using Monte Carlo simulation studies, the present researchers have observed that the proposed test…

A benefit of randomized experiments is that covariate distributions of treatment and control groups are balanced on average, resulting in simple unbiased estimators for treatment effects. However, it is possible that a particular…

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…

This study presents a new procedure for necessary tests of multivariate normality based on the uniform distribution on the Stiefel manifold. We demonstrate that the test statistic, which is formed by the product of the scaled residual…

This paper considers canonical correlation analysis for two longitudinal variables that are possibly sampled at different time resolutions with irregular grids. We modeled trajectories of the multivariate variables using random effects and…

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…

In many experiments in the life sciences, several endpoints are recorded per subject. The analysis of such multivariate data is usually based on MANOVA models assuming multivariate normality and covariance homogeneity. These assumptions,…

The paper concerns inference in the ill-conditioned functional response model, which is a part of functional data analysis. In this regression model, the functional response is modeled using several independent scalar variables. To verify…

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Based on a generalized cosine measure between two symmetric matrices, we propose a general framework for one-sample and two-sample tests of covariance and correlation matrices. We also develop a set of associated permutation algorithms for…

Rank correlations have found many innovative applications in the last decade. In particular, suitable rank correlations have been used for consistent tests of independence between pairs of random variables. Using ranks is especially…

The problem of characterizing a multivariate distribution of a random vector using examination of univariate combinations of vector components is an essential issue of multivariate analysis. The likelihood principle plays a prominent role…

We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…

In applied research, it is often sensible to account for one or several covariates when testing for differences between multivariate means of several groups. However, the "classical" parametric multivariate analysis of covariance (MANCOVA)…

We provide a new general theorem for multivariate normal approximation on convex sets. The theorem is formulated in terms of a multivariate extension of Stein couplings. We apply the results to a homogeneity test in dense random graphs and…

Statistical tests that compare classification algorithms are univariate and use a single performance measure, e.g., misclassification error, $F$ measure, AUC, and so on. In multivariate tests, comparison is done using multiple measures…

We consider the problem of testing for the presence of linear relationships between large sets of random variables based on a post-selection inference approach to canonical correlation analysis. The challenge is to adjust for the selection…