Image de couverture de livre

On new tests for the Poisson distribution based on empirical weight functions

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Kirui, Winnie, Bothma, Elzanie, Smuts, Marius, Steyn, Anke, Visagie, Jaco
Format:	Preprint
Publié:	2024
Sujets:	Methodology Statistics Theory
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Jackknife empirical likelihood ratio test for log symmetric distribution using probability weighted moments
par: S, Anjana, et autres
Publié: (2024)

Revisiting the memoryless property -- testing for the Pareto type I distribution
par: Ndwandwe, Lethani, et autres
Publié: (2024)

A nonparametric Bayesian analysis of independent and identically distributed observations of covariate-driven Poisson processes
par: Dolmeta, Patric, et autres
Publié: (2025)

Sign and signed rank tests for paired functions
par: Meyer, Mark J.
Publié: (2025)

Generalized projection tests for function-valued parameters with applications to testing structural causal assumptions
par: Wang, Rui, et autres
Publié: (2026)

On importance sampling and independent Metropolis-Hastings with an unbounded weight function
par: Deligiannidis, George, et autres
Publié: (2024)

The empirical discrete copula process
par: Geenens, Gery, et autres
Publié: (2025)

Asymptotic theory for nonparametric testing of $k$-monotonicity in discrete distributions
par: Balabdaoui, Fadoua, et autres
Publié: (2024)

Testing distributional equality for functional random variables
par: Banerjee, Bilol
Publié: (2023)

Exact distribution-free tests of spherical symmetry applicable to high dimensional data
par: Banerjee, Bilol, et autres
Publié: (2024)

Local empirical Bayes correction for Bayesian modeling
par: Hayashi, Yoshiko
Publié: (2025)

A goodness-of-fit test for testing exponentiality based on normalized dynamic survival extropy
par: Kandpal, Gaurav, et autres
Publié: (2024)

Optimal estimation in private distributed functional data analysis
par: Xue, Gengyu, et autres
Publié: (2024)

Testing for changes in the error distribution in functional linear models
par: Neumeyer, Natalie, et autres
Publié: (2024)

On unbiased estimators for functions of the rate parameter of the exponential distribution
par: Vila, Roberto, et autres
Publié: (2025)

Nonparametric goodness of fit tests for Pareto type-I distribution with complete and censored data
par: Vishnu, Avhad Ganesh, et autres
Publié: (2024)

The Poisson tensor completion parametric estimator
par: Dunlavy, Daniel M., et autres
Publié: (2025)

Statistical tests based on Renyi entropy estimation
par: Cadirci, Mehmet Siddik, et autres
Publié: (2025)

Modelling pairs of Poissons and binomials with negative correlation
par: Hjort, Nils Lid
Publié: (2026)

On a new PGDUS transformed model using Inverse Weibull distribution
par: Gauthami, P, et autres
Publié: (2025)

A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags
par: Bai, Lujia, et autres
Publié: (2024)

Simultaneous hypothesis testing for comparing many functional means
par: Decker, Colin, et autres
Publié: (2025)

Residual permutation test for regression coefficient testing
par: Wen, Kaiyue, et autres
Publié: (2022)

Geometric quantile-based measures of multivariate distributional characteristics
par: Shin, Ha-Young, et autres
Publié: (2024)

Statistical Inference in High-dimensional Poisson Regression with Applications to Mediation Analysis
par: Rakshit, Prabrisha, et autres
Publié: (2024)

Anytime-Valid Continuous-Time Confidence Processes for Inhomogeneous Poisson Processes
par: Lindon, Michael, et autres
Publié: (2024)

Poisson Empirical Bayes via Gamma-Smoothed Nonparametric Maximum Likelihood
par: Kim, Taehyun
Publié: (2026)

A Bivariate Poisson-Gamma Distribution: Statistical Properties and Practical Applications
par: Ghosh, Indranil, et autres
Publié: (2025)

Estimating a distribution function for discrete data subject to random truncation with an application to structured finance
par: Lautier, Jackson P., et autres
Publié: (2021)

Impact of existence and nonexistence of pivot on the coverage of empirical best linear prediction intervals for small areas
par: Chen, Yuting, et autres
Publié: (2024)

Cumulant-based approximation for fast and efficient prediction for species distribution
par: Komori, Osamu, et autres
Publié: (2024)

Difference-based covariance matrix estimate in time series nonparametric regression with applications to specification tests
par: Bai, Lujia, et autres
Publié: (2023)

Subscedastic weighted least squares estimates
par: Bryan, Jordan, et autres
Publié: (2024)

Optimally weighted average derivative effects
par: Hines, Oliver, et autres
Publié: (2023)

Unbiased Test Error Estimation in the Poisson Means Problem via Coupled Bootstrap Techniques
par: Oliveira, Natalia L., et autres
Publié: (2022)

Poisson-response Tensor-on-Tensor Regression and Applications
par: Llosa-Vite, Carlos, et autres
Publié: (2026)

Closed-form empirical Bernstein confidence sequences for scalars and matrices
par: Chugg, Ben, et autres
Publié: (2025)

Variance estimation after matching or re-weighting
par: Meng, Xiang, et autres
Publié: (2025)

Robustifying likelihoods by optimistically re-weighting data
par: Dewaskar, Miheer, et autres
Publié: (2023)

Multi-class classification of biomechanical data: A functional LDA approach based on multi-class penalized functional PLS
par: Aguilera-Morillo, M Carmen, et autres
Publié: (2024)