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Displaying similar documents to “A homogeneity test of large dimensional covariance matrices under non-normality”

Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations

Marija Cuparić, Bojana Milošević, Yakov Yu. Nikitin, Marko Obradović (2020)

Applications of Mathematics

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We present new goodness-of-fit tests for the exponential distribution based on equidistribution type characterizations. For the construction of the test statistics, we employ an L 2 -distance between the corresponding V-empirical distribution functions. The resulting test statistics are V-statistics, free of the scale parameter. The quality of the tests is assessed through local Bahadur efficiencies as well as the empirical power for small and moderate sample sizes. According to both criteria,...

The multisample version of the Lepage test

František Rublík (2005)

Kybernetika

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The two-sample Lepage test, devised for testing equality of the location and scale parameters against the alternative that at least for one of the parameters the equality does not hold, is extended to the general case of k > 1 sampled populations. It is shown that its limiting distribution is the chi-square distribution with 2 ( k - 1 ) degrees of freedom. This k -sample statistic is shown to yield consistent test and a formula for its noncentrality parameter under Pitman alternatives is derived. For...

A one-way ANOVA test for functional data with graphical interpretation

Tomáš Mrkvička, Mari Myllymäki, Milan Jílek, Ute Hahn (2020)

Kybernetika

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A new functional ANOVA test, with a graphical interpretation of the result, is presented. The test is an extension of the global envelope test introduced by Myllymäki et al. (2017, Global envelope tests for spatial processes, J. R. Statist. Soc. B 79, 381-404, doi: 10.1111/rssb.12172). The graphical interpretation is realized by a global envelope which is drawn jointly for all samples of functions. If a mean function computed from the empirical data is out of the given envelope, the...

Tables for the two-sample Haga test of location

Stanislav Hojek (1978)

Aplikace matematiky

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The rank statistic H based on the number of exceeding observations in two samples is suitable for testing difference in location of two samples. This paper contains tables of one-sides significance levels P { H ≥ k } for k = 7 , 8 , ... , 11 ; m a x ( 2 , n - 10 ) < m ≤ n ≤ 25 , k = 9 , 10 , ... , 13 ; m a x ( 2 , n - 15 ) < m ≤ n - 10 ; 13 ≤ n ≤ 25 ; k = 11 , 12 , ... , 15 ; 2 < m ≤ n - 15 , 18 ≤ n ≤ 25 , which includes almost all practically used significance levels for 3 ≤ m ≤ n ≤ 25 , where m , n are the sample sizes.

Stress-strength based on m -generalized order statistics and concomitant for dependent families

Filippo Domma, Abbas Eftekharian, Mostafa Razmkhah (2019)

Applications of Mathematics

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The stress-strength model is proposed based on the m -generalized order statistics and the corresponding concomitant. For the dependency between m -generalized order statistics and its concomitant, a bivariate copula expansion is considered and the stress-strength model is obtained for two special cases of order statistics and upper record values. In the particular case of copula function, the generalized Farlie-Gumbel-Morgenstern bivariate distribution function is considered with proportional...

A quantile goodness-of-fit test for Cauchy distribution, based on extreme order statistics

František Rublík (2001)

Applications of Mathematics

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A test statistic for testing goodness-of-fit of the Cauchy distribution is presented. It is a quadratic form of the first and of the last order statistic and its matrix is the inverse of the asymptotic covariance matrix of the quantile difference statistic. The distribution of the presented test statistic does not depend on the parameter of the sampled Cauchy distribution. The paper contains critical constants for this test statistic, obtained from 50 000 simulations for each sample size...

Rank theory approach to ridge, LASSO, preliminary test and Stein-type estimators: Comparative study

A. K. Md. Ehsanes Saleh, Radim Navrátil (2018)

Kybernetika

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In the development of efficient predictive models, the key is to identify suitable predictors for a given linear model. For the first time, this paper provides a comparative study of ridge regression, LASSO, preliminary test and Stein-type estimators based on the theory of rank statistics. Under the orthonormal design matrix of a given linear model, we find that the rank based ridge estimator outperforms the usual rank estimator, restricted R-estimator, rank-based LASSO, preliminary...