Copertina

Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Desgagné, Alain, Ouimet, Frédéric
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Methodology Statistics Theory Applications 62F03, 60F05, 62E20, 62F12, 62H10, 62H12, 62H15
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
di: Desgagné, Alain, et al.
Pubblicazione: (2024)

On noncentral Wishart mixtures of noncentral Wisharts and their use for testing random effects in factorial design models
di: Genest, Christian, et al.
Pubblicazione: (2025)

Deficiency bounds for the multivariate inverse hypergeometric distribution
di: Ouimet, Frédéric
Pubblicazione: (2023)

On the spherical cardioid distribution and its goodness-of-fit
di: García-Portugués, Eduardo
Pubblicazione: (2026)

Stein's method for the matrix normal distribution
di: Gaunt, Robert E., et al.
Pubblicazione: (2026)

Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
di: Belzile, Léo R., et al.
Pubblicazione: (2025)

Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on $d$-dimensional half-spaces
di: Belzile, Léo R., et al.
Pubblicazione: (2022)

Laplace Variational Inference for Bayesian Envelope Models
di: Kim, Seunghyeon, et al.
Pubblicazione: (2026)

On the Bernstein-smoothed lower-tail Spearman's rho estimator
di: Ouimet, Frédéric, et al.
Pubblicazione: (2025)

On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices
di: Genest, Christian, et al.
Pubblicazione: (2024)

Eigenstructure inference for high-dimensional covariance with generalized shrinkage inverse-Wishart prior
di: Kim, Seongmin, et al.
Pubblicazione: (2025)

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

Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
di: Kozubowski, Tomasz J., et al.
Pubblicazione: (2026)

Multivariate MM-estimators with auxiliary Scale for Linear Models with Structured Covariance Matrices
di: Lopuhaa, Hendrik Paul
Pubblicazione: (2025)

Inference in high-dimensional logistic regression under tensor network dependence
di: Miles, Josh, et al.
Pubblicazione: (2026)

Inference for overparametrized hierarchical Archimedean copulas
di: Perreault, Samuel, et al.
Pubblicazione: (2024)

Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels
di: Genest, Christian, et al.
Pubblicazione: (2024)

Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
di: Barczy, Matyas, et al.
Pubblicazione: (2021)

Finite mixture representations of zero-and-$N$-inflated distributions for count-compositional data
di: Menezes, André F. B., et al.
Pubblicazione: (2025)

On the spherical Laplace distribution
di: You, Kisung, et al.
Pubblicazione: (2022)

A General Bayesian Nonparametric Approach for Estimating Population-Level and Conditional Causal Effects
di: Hur, Yongseok, et al.
Pubblicazione: (2025)

Bivariate generalized autoregressive models for forecasting bivariate non-Gaussian times series
di: Ribeiro, Tatiane Fontana, et al.
Pubblicazione: (2025)

Functional $K$ Sample Problem via Multivariate Optimal Measure Transport-Based Permutation Test
di: Hudecová, Šárka, et al.
Pubblicazione: (2025)

Tests for the mean of high-dimensional data
di: Ferger, Dietmar
Pubblicazione: (2026)

Asymptotic Theory for Graphical SLOPE: Precision Estimation and Pattern Convergence
di: Hejný, Ivan, et al.
Pubblicazione: (2026)

Graphical lasso for extremes
di: Wan, Phyllis, et al.
Pubblicazione: (2023)

A Modified Bayesian Criterion for Model Selection in Mixed and Hierarchical Frameworks
di: Ramirez, Diogenes de Jesus, et al.
Pubblicazione: (2026)

Estimating probabilities of multivariate failure sets based on pairwise tail dependence coefficients
di: Kiriliouk, Anna, et al.
Pubblicazione: (2022)

Bayesian Analysis of Spiked Covariance Models: Correcting Eigenvalue Bias and Determining the Number of Spikes
di: Lee, Kwangmin, et al.
Pubblicazione: (2024)

Optimal parameter estimation for linear SPDEs from multiple measurements
di: Altmeyer, Randolf, et al.
Pubblicazione: (2022)

The nonexplosive solution of explosive autoregressions
di: Häusler, Erich, et al.
Pubblicazione: (2024)

$L$-estimation of Claim Severity Models Weighted by Kumaraswamy Density
di: Poudyal, Chudamani, et al.
Pubblicazione: (2024)

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

Subspace decompositions for association structure learning in multivariate categorical response regression
di: Zhao, Hongru, et al.
Pubblicazione: (2024)

Bivariate Frank Copula: Some More Results on Point Estimation of the Association Parameter from a Bayesian Perspective and Revisiting the Goodness of Fit Tests with an Application to Model Groundwater Data from Dong Thap, Vietnam
di: Pham, Thi-Yen-Anh, et al.
Pubblicazione: (2026)

Goodness-of-Fit Tests for High-Dimensional Gaussian Graphical Models via Exchangeable Sampling
di: Lin, Xiaotong, et al.
Pubblicazione: (2023)

High-Dimensional Invariant Tests of Multivariate Normality Based on Radial Concentration
di: Bing, Xin, et al.
Pubblicazione: (2025)

Statistical inference for extremal directions in high-dimensional spaces
di: Butsch, Lucas, et al.
Pubblicazione: (2026)

High dimensional convergence rates for sparse precision estimators for matrix-variate data
di: Sun, Hongqiang, et al.
Pubblicazione: (2025)

Vertex misalignment and changepoint localization in network time series
di: Chen, Tianyi, et al.
Pubblicazione: (2026)