Imagen de Portada

On goodness-of-fit testing for self-exciting point processes

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Kling, José C. F., Vetter, Mathias
Formato:	Preprint
Publicado:	2024
Materias:	Statistics Theory Methodology
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

On goodness‐of‐fit testing for self‐exciting point processes
por: José Carlos Fontanesi Kling, et al.
Publicado: (2025)

A goodness-of-fit test for testing exponentiality based on normalized dynamic survival extropy
por: Kandpal, Gaurav, et al.
Publicado: (2024)

Nonparametric goodness of fit tests for Pareto type-I distribution with complete and censored data
por: Vishnu, Avhad Ganesh, et al.
Publicado: (2024)

A goodness-of-fit test for the logistic propensity score model under nonignorable missing data
por: Cheng, Manli, et al.
Publicado: (2026)

Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule
por: Woźny, Jakub, et al.
Publicado: (2024)

Censored and extreme losses: functional convergence and applications to tail goodness-of-fit
por: Bladt, Martin, et al.
Publicado: (2024)

On the statistical analysis of grouped data: when Pearson $χ^2$ and other divisible statistics are not goodness-of-fit tests
por: Algeri, Sara, et al.
Publicado: (2024)

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

Non-asymptotic goodness-of-fit tests and model selection in valued stochastic blockmodels
por: Almendra-Hernández, Félix, et al.
Publicado: (2025)

Monte Carlo goodness-of-fit tests for degree corrected and related stochastic blockmodels
por: Karwa, Vishesh, et al.
Publicado: (2016)

Fourier analysis of spatial point processes
por: Yang, Junho, et al.
Publicado: (2024)

Carefree multiple testing with e-processes
por: Tavyrikov, Yury, et al.
Publicado: (2025)

Stochastic Taylor expansion via Poisson point processes
por: Wu, Weichao, et al.
Publicado: (2025)

On minimum contrast method for multivariate spatial point processes
por: Zhu, Lin, et al.
Publicado: (2022)

Robust mean change point testing in high-dimensional data with heavy tails
por: Li, Mengchu, et al.
Publicado: (2023)

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

Spatio-temporal point process intensity estimation using zero-deflated subsampling applied to a lightning strikes dataset in France
por: Coeurjolly, Jean-François, et al.
Publicado: (2024)

Quantification and cross-fitting inference of asymmetric relations under generative exposure mapping models
por: Purkayastha, Soumik, et al.
Publicado: (2023)

Residual permutation test for regression coefficient testing
por: Wen, Kaiyue, et al.
Publicado: (2022)

Cost-Aware Optimized Front-Door Experimental Design
por: Mareis, Leopold, et al.
Publicado: (2026)

Marked point processes intensity estimation using sparse group Lasso method applied to locations of lucrative and cooperative banks in mainland France
por: Artis, Amélie, et al.
Publicado: (2025)

New density/likelihood representations for Gibbs models based on generating functionals of point processes
por: Cronie, Ottmar
Publicado: (2024)

A new set of tools for goodness-of-fit validation
por: Ducharme, Gilles R., et al.
Publicado: (2022)

Generalized projection tests for function-valued parameters with applications to testing structural causal assumptions
por: Wang, Rui, et al.
Publicado: (2026)

Hypothesis testing with e-values
por: Ramdas, Aaditya, et al.
Publicado: (2024)

Kernel Smoothing for Bounded Copula Densities
por: Muia, Mathias N., et al.
Publicado: (2025)

Asymptotic and bootstrap tests for subspace dimension
por: Nordhausen, Klaus, et al.
Publicado: (2016)

Optimal heteroskedasticity testing in nonparametric regression
por: Kotekal, Subhodh, et al.
Publicado: (2023)

Interaction tests with covariate-adaptive randomization
por: Zhang, Likun, et al.
Publicado: (2023)

On admissibility in post-hoc hypothesis testing
por: Chugg, Ben, et al.
Publicado: (2025)

Differentially private hypothesis testing in survival analysis
por: Hung, Elly K. H., et al.
Publicado: (2026)

Empirical Bayes factors for common hypothesis tests
por: Dudbridge, Frank
Publicado: (2023)

Fixed-level calibration of the Cauchy combination test
por: Ota, Hirofumi
Publicado: (2026)

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

Statistical tests based on Renyi entropy estimation
por: Cadirci, Mehmet Siddik, et al.
Publicado: (2025)

Adaptive L-statistics for high dimensional test problem
por: Ma, Huifang, et al.
Publicado: (2024)

Mitigating dimensionality effects with robust graph constructions for testing
por: Zhu, Yejiong, et al.
Publicado: (2023)

Asymptotic testing of covariance separability for matrix elliptical data
por: Virta, Joni, et al.
Publicado: (2026)

Visual tests using several safe confidence intervals
por: Mathieu, Timothée
Publicado: (2025)

The empirical discrete copula process
por: Geenens, Gery, et al.
Publicado: (2025)