Copertina

Testing for latent structure via the Wilcoxon--Wigner random matrix of normalized rank statistics

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Liao, Jonquil Z., Cape, Joshua
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Methodology Probability Statistics Theory Machine Learning 62E20, 62H12, 62G35
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Robust spectral clustering with rank statistics
di: Cape, Joshua, et al.
Pubblicazione: (2024)

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

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

Extreme value theory for singular subspace estimation in the matrix denoising model
di: Chang, Junhyung, et al.
Pubblicazione: (2025)

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)

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)

Normal integral representation for the joint survival function of the cumulative sums of the components of multinomial random vectors
di: Ouimet, Frédéric
Pubblicazione: (2024)

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

Shrinkage for Extreme Partial Least-Squares
di: Arbel, Julyan, et al.
Pubblicazione: (2024)

Dirichlet kernel density estimation on the simplex with missing data
di: Daayeb, Hanen, et al.
Pubblicazione: (2026)

A new adaptive local polynomial density estimation procedure on complicated domains
di: Bertin, Karine, et al.
Pubblicazione: (2023)

Minimum Covariance Determinant Estimator and Outlier Detection for Interval-valued Data
di: Loureiro, Catarina P., et al.
Pubblicazione: (2026)

Asymptotic comparison of negative multinomial and multivariate normal experiments
di: Genest, Christian, et al.
Pubblicazione: (2023)

Multivariate Distribution-Free Nonparametric Testing: Generalizing Wilcoxon's Tests via Optimal Transport
di: Huang, Zhen, et al.
Pubblicazione: (2025)

A two-sample test for symmetric positive definite matrix distributions using Wishart kernel density estimators
di: Ouimet, Frédéric
Pubblicazione: (2026)

Asymptotic confidence bands for the histogram regression estimator
di: Neumeyer, Natalie, et al.
Pubblicazione: (2025)

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

Location and scatter halfspace median under α-symmetric distributions
di: Bočinec, Filip, et al.
Pubblicazione: (2025)

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

Independence Testing for Mixed Data
di: Jelić, Dana Bucalo, et al.
Pubblicazione: (2025)

Estimation of Shannon differential entropy: An extensive comparative review
di: Madukaife, Mbanefo S., et al.
Pubblicazione: (2024)

Statistical Inference for Quasi-Infinitely Divisible Distributions via Fourier Methods
di: Panov, Vladimir, et al.
Pubblicazione: (2025)

L-Estimation Approach to Tobit Models with Endogeneity and Weakly Dependent Errors
di: Shukla, Swati, et al.
Pubblicazione: (2024)

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

Large dimensional Spearman's rank correlation matrices: The central limit theorem and its applications
di: Chen, Hantao, et al.
Pubblicazione: (2024)

W-transforms: Uniformity-preserving transformations and induced dependence structures
di: Hofert, Marius, et al.
Pubblicazione: (2025)

Spectral embedding and the latent geometry of multipartite networks
di: Modell, Alexander, et al.
Pubblicazione: (2022)

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
di: Pumi, Guilherme, et al.
Pubblicazione: (2026)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
di: Pumi, Guilherme, et al.
Pubblicazione: (2025)

Unit-Weibull Autoregressive Moving Average Models
di: Pumi, Guilherme, et al.
Pubblicazione: (2022)

Stochastic approximation method for kernel sliced average variance estimation
di: Nkou, Emmanuel De Dieu
Pubblicazione: (2024)

Spatio-temporal patterns of diurnal temperature: a random matrix approach I-case of India
di: Bhattacharjee, Madhuchhanda, et al.
Pubblicazione: (2024)

Eliciting core spatial association from spatial time series: a random matrix approach
di: Bhattacharjee, Madhuchhanda, et al.
Pubblicazione: (2026)

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

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

Shiha Distribution: Statistical Properties and Applications to Reliability Engineering and Environmental Data
di: Shiha, F. A.
Pubblicazione: (2026)

Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
di: Desgagné, Alain, et al.
Pubblicazione: (2025)

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

Multiple Imputation Methods under Extreme Values
di: Brasil, Enzo Porto
Pubblicazione: (2026)

Small area estimation of dependent extreme value indices
di: Momoki, Koki, et al.
Pubblicazione: (2026)