Displaying similar documents to “Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations”

A homogeneity test of large dimensional covariance matrices under non-normality

M. Rauf Ahmad (2018)

Kybernetika

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A test statistic for homogeneity of two or more covariance matrices is presented when the distributions may be non-normal and the dimension may exceed the sample size. Using the Frobenius norm of the difference of null and alternative hypotheses, the statistic is constructed as a linear combination of consistent, location-invariant, estimators of trace functions that constitute the norm. These estimators are defined as U -statistics and the corresponding theory is exploited to derive...

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.

A comparison of cointegration tests

Petr Mariel (1996)

Applications of Mathematics

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In this paper some of the cointegration tests applied to a single equation are compared. Many of the existent cointegration tests are simply extensions of the unit root tests applied to the residuals of the cointegrating regression and the habitual H 0 is no cointegration. However, some non residual-based tests and some tests of the opposite null hypothesis have recently appeared in literature. Monte Carlo simulations have been used for the power comparison of the nine selected tests (...

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...