相关论文: Asymptotic Efficiency of New Exponentiality Tests …

For an affine two factor model, we study the asymptotic properties of the maximum likelihood and least squares estimators of some appearing parameters in the so-called subcritical (ergodic) case based on continuous time observations. We…

Using the nonholonomic exponential map, we generalize the well-known family of Newmark methods for nonholonomic systems. We give numerical examples including a test problem where the structure of reversible integrability responsible for…

In this paper, we introduce two primality tests based on new divisibility properties of binomial coefficients. These new properties were enunciated and proved in previous work. We also study two similar tests that can be obtained from…

The asymptotically optimal hypothesis testing problem with the general sources as the null and alternative hypotheses is studied under exponential-type error constraints on the first kind of error probability. Our fundamental philosophy in…

The goal of the present paper is to present a new approach to the construction of asymptotic (approximating) solutions to parabolic PDE by using the characteristics.

The focus of this article is the approximation of functions which are analytic on a compact interval except at the endpoints. Typical numerical methods for approximating such functions depend upon the use of particular conformal maps from…

We engineer a new probabilistic Monte-Carlo algorithm for isomorphism testing. Most notably, as opposed to all other solvers, it implicitly exploits the presence of symmetries without explicitly computing them. We provide extensive…

From a simple path integral involving a variable volatility in the velocity differences, we obtain velocity probability density functions with exponential tails, resembling those observed in fully developed turbulence. The model yields…

Composition methodologies in the current literature are mainly to promote estimation efficiency via direct composition, either, of initial estimators or of objective functions. In this paper, composite estimation is investigated for both…

This paper derives asymptotic approximations to the power of Cramer-von Mises (CvM) style tests for inference on a finite dimensional parameter defined by conditional moment inequalities in the case where the parameter is set identified.…

In this paper, we establish a uniform error rate of a Bahadur representation for local polynomial estimators of quantile regression functions. The error rate is uniform over a range of quantiles, a range of evaluation points in the…

New nonparametric tests of copula exchangeability and radial symmetry are proposed. The novel aspect of the tests is a resampling procedure that exploits group invariance conditions associated with the relevant symmetry hypothesis. They may…

This paper proposes a Kolmogorov-Smirnov type statistic and a Cram\'er-von Mises type statistic to test linearity in semi-functional partially linear regression models. Our test statistics are based on a residual marked empirical process…

We propose a semiparametric test to evaluate (i) whether different instruments induce subpopulations of compliers with the same observable characteristics on average, and (ii) whether compliers have observable characteristics that are the…

We consider a nonparametric autoregression model under conditional heteroscedasticity with the aim to test whether the innovation distribution changes in time. To this end we develop an asymptotic expansion for the sequential empirical…

Among (isotopy classes of) automorphisms of handlebodies those called irreducible (or generic) are the most interesting, analogues of pseudo-Anosov automorphisms of surfaces. We consider the problem of isotoping an irreducible automorphism…

In the problem of asymptotic binary i.i.d. state discrimination, the optimal asymptotics of the type I and the type II error probabilities is in general an exponential decrease to zero as a function of the number of samples; the set of…

Impropriety testing for complex-valued vector has been considered lately due to potential applications ranging from digital communications to complex media imaging. This paper provides new results for such tests in the asymptotic regime,…

Many high-dimensional hypothesis tests aim to globally examine marginal or low-dimensional features of a high-dimensional joint distribution, such as testing of mean vectors, covariance matrices and regression coefficients. This paper…

This paper deals with two-sample Kolmogorov-Smirnov test and its biasedness. This test is not unbiased in general in case of different sample sizes. We found out most biased distribution for some values of significance level $\alpha$.…