相关论文: Testing for exponentiality for stationary associat…

In this note we derive the exact null distribution for the test statistic proposed by Anis and Mitra (2011) for testing exponentiality against NBUE alternatives. As a special case, we obtain the exact null distribution for the test…

In this work, we revisit the one- and two-sample testing problems: binary hypothesis testing in which one or both distributions are unknown. For the one-sample test, we provide a more streamlined proof of the asymptotic optimality of…

Identification-robust hypothesis tests are commonly based on the continuous updating GMM objective function. When the number of moment conditions grows proportionally with the sample size, the large-dimensional weighting matrix prohibits…

The paper is devoted to tests for uniformity based on sum-functions of overlapping spacings, where the order of spacings can diverge to infinity as the sample size increases. In particular, it is shown that the asymptotic local power of…

We study the asymptotic behaviour of the wave equation with viscoelastic damping in presence of a time-delayed damping. We prove exponential stability if the amplitude of the time delay term is small enough.

Adversarial training has been proposed to protect machine learning models against adversarial attacks. This paper focuses on adversarial training under $\ell_\infty$-perturbation, which has recently attracted much research attention. The…

Testing for association or dependence between pairs of random variables is a fundamental problem in statistics. In some applications, data are subject to selection bias that causes dependence between observations even when it is absent from…

For an arbitrary parameter $p\in [1,+\infty]$, we consider the problem of exponential stabilization in the spatial $L^{p}$-norm, and $W^{1,p}$-norm, respectively, for a class of anti-stable linear parabolic PDEs with space-time-varying…

We construct new tests of exponentiality based on Yanev-Chakraborty's characterization of exponential law. We calculate limiting distributions of new tests, local Bahadur efficiency for common alternatives and describe conditions of their…

For the multi-sample equal covariance function (ECF) testing problem, Zhang (2013) proposed an $L^{2}$-norm based test. However, its asymptotic power and finite sample performance have not been studied. In this paper, its asymptotic power…

We analyze the extreme value dependence of independent, not necessarily identically distributed multivariate regularly varying random vectors. More specifically, we propose estimators of the spectral measure locally at some time point and…

We consider two types of non linear fast diffusion equations in R^N:(1) External drift type equation with general external potential. It is a natural extension of the harmonic potential case, which has been studied in many papers. In this…

In this study, we propose a test for the coefficient randomness in autoregressive models where the autoregressive coefficient is local to unity, which is empirically relevant given the results of earlier studies. Under this specification,…

We study the Heart Rate Variability (HRV) using scale specific variance and scaling exponents as measures of healthy and cardiac impaired individuals. Our results show that the variance and the scaling exponent are uncorrelated. We find…

In this article, we give an asymptotic bound for the exponential sum of the M\"obius function $\sum_{n \le x} \mu(n) e(\alpha n)$ for a fixed irrational number $\alpha\in\mathbb{R}$. This exponential sum was originally studied by Davenport…

In reliability theory and survival analysis, observed data are often weakly dependent and subject to additive measurement errors. Such contamination arises when the underlying data are neither independent nor strongly mixed but instead…

We tackle the stationarity issue of an autoregressive path with a polynomial trend, and we generalize some aspects of the LMC test, the testing procedure of Leybourne and McCabe. First, we show that it is possible to get the asymptotic…

The pervasive use of prevalent cohort studies on disease duration, increasingly calls for appropriate methodologies to account for the biases that invariably accompany samples formed by such data. It is well-known, for example, that…

Interest in functional time series has spiked in the recent past with papers covering both methodology and applications being published at a much increased pace. This article contributes to the research in this area by proposing a new…

The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…