相关论文: On the exact Berk-Jones statistics and their p-val…

This paper develops goodness of fit statistics that can be used to formally assess Markov random field models for spatial data, when the model distributions are discrete or continuous and potentially parametric. Test statistics are formed…

In 2017-2020 Jordanova and co-authors investigate probabilities for p-outside values and determine them in many particular cases. They show that these probabilities are closely related to the concept for heavy tails. Tukey's boxplots are…

We derive in this article the asymptotic behavior as well as non-asymptotical estimates of tail of distribution for self-normalized sums of random variables (r.v.) under natural classical norming. We investigate also the case of…

Common approaches to inference for structural and reduced-form parameters in empirical economic analysis are based on the consistency and the root-n asymptotic normality of the GMM and M estimators. The canonical consistency (respectively,…

Let $(X_1,Y_1),\ldots,(X_n,Y_n)$ be an i.i.d. sample from a bivariate distribution function that lies in the max-domain of attraction of an extreme value distribution. The asymptotic joint distribution of the standardized component-wise…

Due to the lack of a canonical ordering in ${\mathbb R}^d$ for $d>1$, defining multivariate generalizations of the classical univariate ranks has been a long-standing open problem in statistics. Optimal transport has been shown to offer a…

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…

The issue of combining individual $p$-values to aggregate multiple small effects is prevalent in many scientific investigations and is a long-standing statistical topic. Many classical methods are designed for combining independent and…

In this paper, a novel test for testing whether data are Missing Completely at Random is proposed. Asymptotic properties of the test are derived utilizing the theory of non-degenerate U-statistics. It is shown that the novel test statistic…

Multivariate extreme value theory is concerned with modeling the joint tail behavior of several random variables. Existing work mostly focuses on asymptotic dependence, where the probability of observing a large value in one of the…

Let $X_k$ denote the number of $k$-term arithmetic progressions in a random subset of $\mathbb{Z}/N\mathbb{Z}$ or $\{1, \dots, N\}$ where every element is included independently with probability $p$. We determine the asymptotics of $\log…

The exact maximum likelihood estimate (MLE) provides a test statistic for the unit root test that is more powerful \citep[p. 577]{Fuller96} than the usual least squares approach. In this paper a new derivation is given for the asymptotic…

Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…

In the present paper, we develop a new goodness-of-fit test for the Birnbaum- Saunders distribution based on the probability plot. We utilize the sample correlation coefficient from the Birnbaum-Saunders probability plot as a measure of…

There are many ways of measuring and modeling tail-dependence in random vectors: from the general framework of multivariate regular variation and the flexible class of max-stable vectors down to simple and concise summary measures like the…

Let $X_{1,n}\le\cdots\le X_{n,n}$ be the order statistics of $n$ independent random variables with a common distribution function $F$ having right heavy tail with tail index $\gamma$. Given known constants $d_{i,n}$, $1\le i\le n$, consider…

The most fundamental problem in statistics is the inference of an unknown probability distribution from a finite number of samples. For a specific observed data set, answers to the following questions would be desirable: (1) Estimation:…

Let $M_n^{(k)}$ denote the $k$th largest maximum of a sample $(X_1,X_2,...,X_n)$ from parent $X$ with continuous distribution. Assume there exist normalizing constants $a_n>0$, $b_n\in \mathbb{R}$ and a nondegenerate distribution $G$ such…

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…

The paper presents a new statistical method that enables the use of systematic errors in the maximum-likelihood regression of integer-count Poisson data to a parametric model. The method is primarily aimed at the characterization of the…