Copertina

rSRD: An R package for the Sum of Ranking Differences statistical procedure

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Sziklai, Balázs R., Gere, Attila, Héberger, Károly, Staudacher, Jochen
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Statistics Theory 62-04 G.3
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Standardization of Weighted Ranking Correlation Coefficients
di: Lombardo, Pierangelo
Pubblicazione: (2025)

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

Estimation of the incubation time distribution in the singly and doubly interval censored model
di: Groeneboom, Piet
Pubblicazione: (2023)

A novel statistical approach for two-sample testing based on the overlap coefficient
di: Komaba, Atsushi, et al.
Pubblicazione: (2022)

Hypothesis testing on invariant subspaces of non-diagonalizable matrices with applications to network statistics
di: Simons, Jérôme R.
Pubblicazione: (2023)

rquest: An R package for hypothesis tests and confidence intervals for quantiles and summary measures based on quantiles
di: Prendergast, Luke A., et al.
Pubblicazione: (2024)

A note on the asymptotic distribution of the Likelihood Ratio Test statistic under boundary conditions
di: Salucci, Clara Bertinelli, et al.
Pubblicazione: (2025)

Robust statistical inference for accelerated life-tests with one-shot devices under log-logistic distributions
di: González-Calderón, María, et al.
Pubblicazione: (2025)

U-statistic based on overlapping sample spacings
di: Singh, Rahul, et al.
Pubblicazione: (2021)

Convergence of SMACOF
di: De Leeuw, Jan
Pubblicazione: (2024)

Noise-resilient penalty operators based on statistical differentiation schemes
di: Vidal, Marc, et al.
Pubblicazione: (2026)

Estimation in linear high dimensional Hawkes processes: a Bayesian approach
di: Rousseau, Judith, et al.
Pubblicazione: (2025)

On Fisher Consistency of Surrogate Losses for Optimal Dynamic Treatment Regimes with Multiple Categorical Treatments per Stage
di: Laha, Nilanjana, et al.
Pubblicazione: (2025)

On the Identifiability of Tensor Ranks via Prior Predictive Matching
di: da Silva, Eliezer, et al.
Pubblicazione: (2025)

Highest Posterior Density Intervals of Unimodal Distributions As Analogues to Profile Likelihood Ratio Confidence Intervals
di: Venu, A. X.
Pubblicazione: (2024)

On uniformly consistent tests
di: Ermakov, Mikhail
Pubblicazione: (2023)

On kernel mode estimation under RLT and WOD model
di: Alem, Mohamed Kaber El, et al.
Pubblicazione: (2024)

The Bernstein-von Mises theorem and efficiency for semiparametric inference in multivariate Hawkes processes
di: Duverger, Mael, et al.
Pubblicazione: (2026)

Tikhonov regularization with oversmoothing penalty for nonlinear statistical inverse problems
di: Rastogi, Abhishake
Pubblicazione: (2020)

Nonparametric f-Modeling for Empirical Bayes Inference with Unequal and Unknown Variances
di: Zhao, Zhigen, et al.
Pubblicazione: (2026)

Adaptation to inhomogeneous smoothness for densities with irregularities
di: Duval, Céline, et al.
Pubblicazione: (2024)

Global Minima by Penalized Full-dimensional Scaling
di: de Leeuw, Jan
Pubblicazione: (2024)

Sparse Anomaly Detection Across Referentials: A Rank-Based Higher Criticism Approach
di: Stoepker, Ivo V., et al.
Pubblicazione: (2023)

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

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

Quantifying spike train synchrony and directionality: Measures and Applications
di: Kreuz, Thomas
Pubblicazione: (2025)

Adversarial Robust Low Rank Matrix Estimation: Compressed Sensing and Matrix Completion
di: Sasai, Takeyuki, et al.
Pubblicazione: (2020)

A generalization of a U-statistics-based MCAR Test: Utilizing Partially Observed Variables
di: Aleksić, Danijel
Pubblicazione: (2025)

Robust tests for log-logistic models based on minimum density power divergence estimators
di: Felipe, A., et al.
Pubblicazione: (2025)

Long Memory in Intrinsically Dynamic Factor Models
di: Wen, Qin, et al.
Pubblicazione: (2026)

Advances in Bayesian model selection consistency for high-dimensional generalized linear models
di: Lee, Jeyong, et al.
Pubblicazione: (2024)

Posterior Consistency in Parametric Models via a Tighter Notion of Identifiability
di: Bariletto, Nicola, et al.
Pubblicazione: (2025)

Regret-based budgeted decision rules under severe uncertainty
di: Nakharutai, Nawapon, et al.
Pubblicazione: (2024)

On A Necessary Condition For Posterior Inconsistency: New Insights From A Classic Counterexample
di: Bariletto, Nicola, et al.
Pubblicazione: (2025)

Statistical inference of partially linear time-varying coefficients spatial autoregressive panel data model
di: Tian, Lingling, et al.
Pubblicazione: (2024)

Detecting relevant deviations from the white noise assumption for non-stationary time series
di: Bastian, Patrick
Pubblicazione: (2024)

Robust estimators for the log-logistic model based on ranked set sampling
di: Felipe, Ángel, et al.
Pubblicazione: (2024)

Efficiency of pattern-based independence test
di: Baringhaus, L., et al.
Pubblicazione: (2026)

A Simple Bootstrap for Chatterjee's Rank Correlation
di: Dette, Holger, et al.
Pubblicazione: (2023)

Adjust Pearson's $r$ to Measure Arbitrary Monotone Dependence
di: Ai, Xinbo
Pubblicazione: (2022)