Cover Image

Evaluating Randomness Assumption: A Novel Graph Theoretic Approach

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Gehlot, Shriya, Laha, Arnab Kumar
Format:	Preprint
Published:	2025
Subjects:	Methodology 62A09 (Primary) 62G99 (Secondary)
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

New Tests of Randomness for Circular Data
by: Gehlot, Shriya, et al.
Published: (2025)

Inference for competing risks based on area between curves statistics
by: Mack, Simon, et al.
Published: (2026)

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

A kernel-based framework for covariate significance tests in nonparametric regression
by: Diz-Castro, Daniel, et al.
Published: (2025)

Flatness-Robust Critical Bandwidth
by: Kostyshak, Scott
Published: (2025)

Parameter estimation for the generalized extreme value distribution: a method that combines bootstrapping and r largest order statistics
by: Soto, Juan L. P.
Published: (2024)

Quadratic inference with dense functional responses
by: Niyogi, Pratim Guha, et al.
Published: (2024)

Nonparametric geostatistical risk mapping
by: Fernández-casal, Rubén, et al.
Published: (2024)

Nonparametric conditional risk mapping under heteroscedasticity
by: Fernández-Casal, Rubén, et al.
Published: (2024)

Seasonal and Periodic Patterns in US COVID-19 Mortality using the Variable Bandpass Periodic Block Bootstrap
by: Valachovic, Edward, et al.
Published: (2024)

Periodicity in New York State COVID-19 Hospitalizations Leveraged from the Variable Bandpass Periodic Block Bootstrap
by: Ahmad, Asmaa, et al.
Published: (2024)

Martingale Posterior Distributions for Log-concave Density Functions
by: Cui, Fuheng, et al.
Published: (2024)

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

A Bayesian Bootstrap for Mixture Models
by: Cui, Fuheng, et al.
Published: (2023)

ODC and ROC curves, comparison curves, and stochastic dominance
by: Ledwina, Teresa, et al.
Published: (2024)

Causal tail coefficient for compound extremes in multivariate time series
by: Yin, Cathy, et al.
Published: (2025)

Independent vector analysis -- an introduction for statisticians
by: Arvila, Miro, et al.
Published: (2025)

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

Unifying small area estimators based on area-level and unit-level models through calibration
by: Acero, William, et al.
Published: (2024)

Confounder selection via iterative graph expansion
by: Guo, F. Richard, et al.
Published: (2023)

On the Validity of Isotropic Covariance Functions for Set-indexed Random Fields
by: Godoy, Lucas da Cunha, et al.
Published: (2025)

Bootstrapping not under the null?
by: Derumigny, Alexis, et al.
Published: (2025)

A model and method for analyzing the precision of binary measurement methods based on beta-binomial distributions, and related statistical tests
by: Takeshita, Jun-ichi, et al.
Published: (2020)

Simultaneous Inference for Multiple Proportions: A Multivariate Beta-Binomial Model
by: Westphal, Max
Published: (2019)

Proper Correlation Coefficients for Nominal Random Variables
by: Wermuth, Jan-Lukas
Published: (2025)

Information Criterion for the Gaussian and/or Laplace Distribution Models
by: Kitagawa, Genshiro
Published: (2025)

Gaussian Process State-Space Modeling and Particle Filtering for Time Series Decomposition and Nonlinear Signal Extraction
by: Kitagawa, Genshiro
Published: (2025)

A goodness-of-fit test for regression models with spatially correlated errors
by: Meilán-Vila, Andrea, et al.
Published: (2024)

A two-way heterogeneity model for dynamic networks
by: Jiang, Binyan, et al.
Published: (2023)

On the super-efficiency and robustness of the least squares of depth-trimmed regression estimator
by: Zuo, Yijun, et al.
Published: (2025)

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

Bayesian nonparametric inference on a Fréchet class
by: Dreassi, Emanuela, et al.
Published: (2025)

True and false discoveries with independent and sequential e-values
by: Vovk, Vladimir, et al.
Published: (2020)

Non-asymptotic analysis of the performance of the penalized least trimmed squares in sparse models
by: Zuo, Yijun
Published: (2025)

Large sample behavior of the least trimmed squares estimator
by: Zuo, Yijun
Published: (2022)

Projection predictive variable selection for discrete response families with finite support
by: Weber, Frank, et al.
Published: (2023)

Choosing observation operators to mitigate model error in Bayesian inverse problems
by: Cvetković, Nada, et al.
Published: (2023)

Bagging cross-validated bandwidths with application to Big Data
by: Barreiro-Ures, Daniel, et al.
Published: (2024)

Rejoinder to the discussion of "Mode-based estimation of the center of symmetry"
by: Chacón, José E., et al.
Published: (2025)

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