相关论文: A Jarque-Bera test for skew normal data

We consider parametric estimation of the continuous part of a class of ergodic diffusions with jumps based on high-frequency samples. Various papers previously proposed threshold based methods, which enable us to distinguish whether…

An experimental test of the "special state" theory of quantum measurement is proposed. It should be feasible with present-day laboratory equipment and involves a slightly elaborated Stern-Gerlach setup. The "special state" theory is…

In Test-time Adaptation (TTA), given a source model, the goal is to adapt it to make better predictions for test instances from a different distribution than the source. Crucially, TTA assumes no access to the source data or even any…

The Frechet mean or barycenter generalizes the idea of averaging in spaces where pairwise addition is not well-defined. In general metric spaces, the Frechet sample mean is not a consistent estimator of the theoretical Frechet mean. For…

We consider clustering based on significance tests for Gaussian Mixture Models (GMMs). Our starting point is the SigClust method developed by Liu et al. (2008), which introduces a test based on the k-means objective (with k = 2) to decide…

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

This paper introduces the generalized Hausman test as a novel method for detecting non-normality of the latent variable distribution of unidimensional Item Response Theory (IRT) models for binary data. The test utilizes the pairwise maximum…

We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…

Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or…

In time-to-event settings, g-computation and doubly robust estimators are based on discrete-time data. However, many biological processes are evolving continuously over time. In this paper, we extend the g-computation and the doubly robust…

A generalized skew information is defined and a generalized uncertainty relation is established with the help of a trace inequality which was recently proven by J.I.Fujii. In addition, we prove the trace inequality conjectured by S.Luo and…

The ever-increasing use of generative models in various fields where tabular data is used highlights the need for robust and standardized validation metrics to assess the similarity between real and synthetic data. Current methods lack a…

Testing whether two multivariate samples exhibit the same extremal behavior is an important problem in various fields including environmental and climate sciences. While several ad-hoc approaches exist in the literature, they often lack…

We characterize the limiting smallest eigenvalue distributions (or hard edge laws) for sample covariance type matrices drawn from a spiked population. In the case of a single spike, the results are valid in the context of the general beta…

In light of the recently developed complete GJ set of single random variable stochastic, discrete-time St{\o}rmer-Verlet algorithms for statistically accurate simulations of Langevin equations, we investigate two outstanding questions: 1)…

In this paper, a new mixture family of multivariate normal distributions, formed by mixing multivariate normal distribution and skewed distribution, is constructed. Some properties of this family, such as characteristic function, moment…

Symmetries are key properties of physical models and of experimental designs, but any proposed symmetry may or may not be realized in nature. In this paper, we introduce a practical and general method to test such suspected symmetries in…

Distribution testing can be described as follows: $q$ samples are being drawn from some unknown distribution $P$ over a known domain $[n]$. After the sampling process, a decision must be made about whether $P$ holds some property, or is far…

Let $\beta>0$ and consider an $n$-point process $\lambda_1, \lambda_2,..., \lambda_n$ from Hermite $\beta$ ensemble on the real line $\mathbb{R}$. Dumitriu and Edelman discovered a tri-diagonal matrix model and established the global Wigner…

We study the regularity of the law of a quadratic form $Q(X,X)$, evaluated in a sequence $X = (X_{i})$ of independent and identically distributed random variables, when $X_{1}$ can be expressed as a sufficiently smooth function of a…