:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Hallin, Marc, Hlubinka, Daniel, Hudecová, Šárka
Format:	Preprint
Published:	2020
Subjects:	Statistics Theory Methodology 62G30
Online Access:	https://arxiv.org/abs/2007.15496
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

One-sample location tests based on center-outward signs and ranks
by: Hlubinka, Daniel, et al.
Published: (2025)

Functional $K$ Sample Problem via Multivariate Optimal Measure Transport-Based Permutation Test
by: Hudecová, Šárka, et al.
Published: (2025)

A model-free test of the time-reversibility of climate change processes
by: Goto, Yuichi, et al.
Published: (2024)

Specification Tests for the Error--Law in Vector Multiplicative Errors Models
by: Hudecová, Šárka, et al.
Published: (2025)

A goodness-of-fit test for the Zeta distribution with unknown parameter
by: Ebner, Bruno, et al.
Published: (2025)

On the breakdown point of transport-based quantiles
by: Avella-Medina, Marco, et al.
Published: (2024)

Some Goodness of Fit Tests based on Centre Outward Spacings
by: Singh, Rahul
Published: (2022)

Robust spectral clustering with rank statistics
by: Cape, Joshua, et al.
Published: (2024)

Tighter confidence intervals for quantiles of heterogeneous data
by: Einmahl, John H. J., et al.
Published: (2026)

Measuring Extreme Tail Association
by: Das, Bikramjit, et al.
Published: (2026)

Automatic and location-adaptive estimation in functional single-index regression
by: Novo, Silvia, et al.
Published: (2024)

Location- and scale-free procedures for distinguishing between distribution tail models
by: Rodionov, Igor
Published: (2023)

Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables
by: Novo, Silvia, et al.
Published: (2024)

Asymptotic confidence bands for the histogram regression estimator
by: Neumeyer, Natalie, et al.
Published: (2025)

Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions
by: van der Spek, Rutger, et al.
Published: (2022)

Optimal Nonparametric Inference on Network Effects with Dependent Edges
by: Du, Wenqin, et al.
Published: (2024)

Continuity of the Solution of a Non-Parametric Bayesian Statistical Calibration Procedure
by: Prasadan, Akshay, et al.
Published: (2026)

Intrinsic Whittle--Matérn fields and sparse spatial extremes
by: Bolin, David, et al.
Published: (2025)

Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces
by: Gnettner, Felix, et al.
Published: (2023)

Bayesian Mixtures Models with Repulsive and Attractive Atoms
by: Beraha, Mario, et al.
Published: (2023)

Huber means on Riemannian manifolds
by: Lee, Jongmin, et al.
Published: (2024)

On the Unit Teissier Distribution: Properties, Estimation Procedures and Applications
by: Akhter, Zuber, et al.
Published: (2026)

Nonparametric inference for ratios of densities via uniformly valid and powerful permutation tests
by: Bordino, Alberto, et al.
Published: (2025)

Detection of mean changes in partially observed functional data
by: Hudecová, Šárka, et al.
Published: (2025)

Mode-based estimation of the center of symmetry
by: Chacón, José E., et al.
Published: (2024)

Balancing the edge effect and dimension of spectral spatial statistics under irregular sampling with applications to isotropy testing
by: Eckle, Theresa, et al.
Published: (2024)

On the term "randomization test"
by: Hemerik, Jesse
Published: (2023)

Adaptation using spatially distributed Gaussian Processes
by: Szabo, Botond, et al.
Published: (2023)

A nonparametric test for elliptical distribution based on kernel embedding of probabilities
by: Tang, Yin, et al.
Published: (2023)

Statistical Inference for Bures-Wasserstein Flows
by: Santoro, Leonardo V., et al.
Published: (2023)

Power Analysis for Experiments with Clustered Data, Ratio Metrics, and Regression for Covariate Adjustment
by: Hesterberg, Tim, et al.
Published: (2024)

Some multivariate goodness of fit tests based on data depth
by: Singh, Rahul, et al.
Published: (2021)

Kernel-based independence and mean independence tests for weakly dependent data
by: Diz-Castro, Daniel, et al.
Published: (2026)

Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels
by: Genest, Christian, et al.
Published: (2024)

Parametric convergence rate of a non-parametric estimator in multivariate mixtures of power series distributions under conditional independence
by: Balabdaoui, Fadoua, et al.
Published: (2025)

On Stein's test of uniformity on the hypersphere
by: Axmann, Paul, et al.
Published: (2026)

On the Dirichlet-kernel Gasser--Müller estimator and its competitors for fixed design regression on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)

A robust Likelihood Ratio Test for high-dimensional MANOVA -- with excellent performance
by: Coelho, Carlos A.
Published: (2025)

High-dimensional Sobolev tests on hyperspheres
by: Ebner, Bruno, et al.
Published: (2025)

Likelihood Ratio test for Poisson graph
by: Shuyan, Chen, et al.
Published: (2025)