Cover Image

A nonparametric test for elliptical distribution based on kernel embedding of probabilities

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Tang, Yin, Li, Bing
Format:	Preprint
Published:	2023
Subjects:	Statistics Theory Methodology Primary 62G10, 62G20, secondary 62H10
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Goodness-of-fit testing from observations with multiplicative measurement error
by: Johannes, Jan, et al.
Published: (2025)

A kernel-based framework for covariate significance tests in nonparametric regression
by: Diz-Castro, Daniel, 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)

Azadkia-Chatterjee's dependence coefficient for infinite dimensional data
by: Hörmann, Siegfried, et al.
Published: (2024)

A two-sample test for symmetric positive definite matrix distributions using Wishart kernel density estimators
by: Ouimet, Frédéric
Published: (2026)

Simultaneous Detection and Localization of Mean and Covariance Changes in High Dimensions
by: Cui, Junfeng, et al.
Published: (2025)

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

Dirichlet kernel density estimation for strongly mixing sequences on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)

Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
by: Lyu, Guanjie, et al.
Published: (2026)

High-Dimensional Change-Point Detection via Angular Kernel Statistics
by: Choudhury, Jyotishka Ray, et al.
Published: (2026)

A uniform kernel trick for high-dimensional two-sample problems
by: Cárcamo, Javier, et al.
Published: (2022)

The empirical copula process in high dimensions: Stute's representation and applications
by: Bücher, Axel, et al.
Published: (2024)

Quantifying and testing dependence to categorical variables
by: Hörmann, Siegfried, et al.
Published: (2025)

The mosaic permutation test: an exact and nonparametric goodness-of-fit test for factor models
by: Spector, Asher, et al.
Published: (2024)

A unified framework for multivariate two-sample and k-sample kernel-based quadratic distance goodness-of-fit tests
by: Markatou, Marianthi, et al.
Published: (2024)

Efficiency of nonparametric e-tests
by: Vovk, Vladimir, et al.
Published: (2022)

Adaptive estimation for nonparametric circular regression with errors in variables
by: Nguyen, Tien Dat, et al.
Published: (2025)

A new and flexible class of sharp asymptotic time-uniform confidence sequences
by: Gnettner, Felix, et al.
Published: (2025)

Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
by: Mei, Tianxing, et al.
Published: (2024)

Estimation and Hypothesis Testing of Derivatives in Smoothing Spline ANOVA Models
by: Liu, Ruiqi, et al.
Published: (2023)

Integrated empirical measures and generalizations of classical goodness-of-fit statistics
by: Hwang, Hsien-Kuei, et al.
Published: (2024)

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

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

Alignment and matching tests for high-dimensional tensor signals via tensor contraction
by: Liu, Ruihan, et al.
Published: (2024)

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

Empirical tail dependence functions in high dimensions: uniform linearizations and inference
by: Bücher, Axel, et al.
Published: (2026)

Two-Sample Testing with Missing Data via Energy Distance: Weighting and Imputation Approaches
by: Aleksić, Danijel G., et al.
Published: (2025)

Even naive trees are consistent
by: Föge, Nico, et al.
Published: (2024)

Extension of the one-sample Kolmogorov-Smirnov test
by: Komaba, Atsushi, et al.
Published: (2024)

Regularised Canonical Correlation Analysis: graphical lasso, biplots and beyond
by: Wells, Lennie, et al.
Published: (2024)

Bootstrap tests for almost goodness-of-fit
by: Baíllo, Amparo, et al.
Published: (2024)

Frontiers to the learning of nonparametric hidden Markov models
by: Abraham, Kweku, et al.
Published: (2023)

Masking criteria for selecting an imputation model
by: Yang, Yanjiao, et al.
Published: (2025)

Robust Nonparametric Two-Sample Tests via Mutual Information using Extended Bregman Divergence
by: Pyne, Arijit
Published: (2026)

Asymptotic properties of goodness of fit tests based on higher order overlapping spacings
by: Mirakhmedov, Sherzod M.
Published: (2025)

Estimation of trace functionals and spectral measures of covariance operators in Gaussian models
by: Koltchinskii, Vladimir
Published: (2024)

On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
by: Verma, Victor, et al.
Published: (2024)

Independence Testing for Mixed Data
by: Jelić, Dana Bucalo, et al.
Published: (2025)

On uniformly consistent tests
by: Ermakov, Mikhail
Published: (2023)

A hypothesis test for the domain of attraction of a random variable
by: Olivero, Héctor, et al.
Published: (2022)