相关论文: High moments Jarque-Bera tests for arbitrary distr…
Inference in models where the parameter is defined by moment inequalities is of interest in many areas of economics. This paper develops a new method for improving the performance of generalized moment selection (GMS) testing procedures in…
How can we monitor, in real time, whether one uncertain prospect has any upside over another? To answer this question, we develop a novel family of sequential, anytime-valid tests for stochastic dominance (SD; also known as stochastic…
We study the problem of generalized uniformity testing \cite{BC17} of a discrete probability distribution: Given samples from a probability distribution $p$ over an {\em unknown} discrete domain $\mathbf{\Omega}$, we want to distinguish,…
Fluctuations of conserved quantities are predicted to be sensitive to the correlation length and connected to the thermodynamic susceptibility. Thus, moments of net-baryon, net-charge and net-strangeness have been extensively studied…
We calculate reduced moments $\overline \xi_q$ of the matter density fluctuations, up to order $q=5$, from counts in cells produced by Particle--Mesh numerical simulations with scale--free Gaussian initial conditions. We use power--law…
There are three classical divergence measures exist in the literature on information theory and statistics. These are namely, Jeffryes-Kullback-Leiber J-divergence. Sibson-Burbea-Rao Jensen-Shannon divegernce and Taneja Arithmetic-Geometric…
We analyze hypotheses tests using classical results on large deviations to compare two models, each one described by a different H\"older Gibbs probability measure. One main difference to the classical hypothesis tests in Decision Theory is…
The absolute moments of probability distributions are much more complicated than conventional ones. By using a direct and simpler approach, we retreat P. L. Hsu's (1951, J. Chinese Math. Soc., Vol. 1, pp. 257-280) formulas in terms of the…
We compute the large size limit of the moment formula derived in \cite{DHS} for the Hermitian Jacobi process at fixed time. Our computations rely on the polynomial division algorithm which allows to obtain cancellations similar to those…
We propose a simple test for moment inequalities that has exact size in normal models with known variance and has uniformly asymptotically exact size more generally. The test compares the quasi-likelihood ratio statistic to a chi-squared…
Log symmetric distributions are useful in modeling data which show high skewness and have found applications in various fields. Using a recent characterization for log symmetric distributions, we propose a goodness of fit test for testing…
In the $k$-junta testing problem, a tester has to efficiently decide whether a given function $f:\{0,1\}^n\rightarrow \{0,1\}$ is a $k$-junta (i.e., depends on at most $k$ of its input bits) or is $\epsilon$-far from any $k$-junta. Our main…
The particle number $N$ can be used as a quantitative gauge of non-Gaussianity. This idea extends to systems that are not literally finite by assigning them a notional $N$ that captures the same deviation. For an ideal gas with $N$…
This paper presents in detail the originally developed Quadratic Point Estimate Method (QPEM), aimed at efficiently and accurately computing the first four output moments of probabilistic distributions, using 2n^2+1 sample (or sigma)…
Power moments of $$ J_k(t,G) = {1\over\sqrt{\pi}G} \int_{-\infty}^\infty |\zeta(1/2 + it + iu)|^{2k}{\rm e}^{-(u/G)^2} du \qquad(t \asymp T, T^\epsilon \le G \ll T),$$ where $k$ is a natural number, are investigated. The results that are…
We introduce new goodness-of-fit tests and corresponding confidence bands for distribution functions. They are inspired by multi-scale methods of testing and based on refined laws of the iterated logarithm for the normalized uniform…
Uniform deviation bounds limit the difference between a model's expected loss and its loss on an empirical sample uniformly for all models in a learning problem. As such, they are a critical component to empirical risk minimization. In this…
Highly resoluted and accurate daily precipitation data are required for impact models to perform adequately and to correctly measure high-risk events' impact. In order to produce such data, bias-correction is often needed. Most of those…
We consider the set M_n of all n-truncated power moment sequences of probability measures on [0,1]. We endow this set with the uniform probability. Picking randomly a point in M_n, we show that the upper canonical measure associated with…
Taking $t$ at random, uniformly from $[0,T]$, we consider the $k$th moment, with respect to $t$, of the random variable corresponding to the $2\beta$th moment of $\zeta(1/2+ix)$ over the interval $x\in(t, t+1]$, where $\zeta(s)$ is the…