All Stories

  1. Independence Testing for Mixed Data
  2. Flexible independence testing for hyperspherical data: a kernel approach for vectors of different dimensions
  3. Efficient eigenvalue approximation in covariance operators via Rayleigh–Ritz with statistical applications
  4. On the application of Ferguson characterization for the construction of a goodness-of-fit test for the geometric distribution
  5. Goodness-of-fit testing in the presence of cured data: IPCW approach
  6. Goodness-of-fit tests for generalized Poisson distributions
  7. Change-point analysis for matrix data: the empirical Hankel transform approach
  8. Testing independence: count data case
  9. A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
  10. On the estimation of fuzzy stress–strength reliability parameter
  11. Fractal Parameters as Independent Biomarkers in the Early Diagnosis of Pediatric Onset Inflammatory Bowel Disease
  12. Goodness‐of‐fit tests for the multivariate Student‐tdistribution based on i.i.d. data, and for GARCH observations
  13. Characterization-based approach for construction of goodness-of-fit test for Lévy distribution
  14. Correlation-type goodness-of-fit tests based on independence characterizations
  15. To impute or to adapt? Model specification tests’ perspective
  16. IPCW approach for testing independence
  17. Non‐degenerate U‐statistics for data missing completely at random with application to testing independence
  18. Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function
  19. A test for normality and independence based on characteristic function
  20. Modelling participation in road accidents of drivers with disabilities who use hand controls
  21. New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies
  22. New characterization-based exponentiality tests for randomly censored data
  23. Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization
  24. Quantifying the ratio-plot for the geometric distribution
  25. Inference on reliability of stress-strength model with Peng-Yan extended Weibull distributions
  26. Estimation of stress-strength probability in a multicomponent model based on geometric distribution
  27. Exponentiality tests based on Basu characterization
  28. Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations
  29. Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting
  30. New non-parametric tests for independence
  31. Asymptotic efficiency of goodness-of-fit tests based on Too–Lin characterization
  32. Comparison of efficiencies of some symmetry tests around an unknown centre
  33. New Characterization-Based Symmetry Tests
  34. Goodness-of-fit tests in conditional duration models
  35. Characterization based symmetry tests and their asymptotic efficiencies
  36. New class of exponentiality tests based on U-empirical Laplace transform
  37. Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies
  38. Some characterization based exponentiality tests and their Bahadur efficiencies
  39. Some characterizations of the exponential distribution based on order statistics
  40. Tests of exponentiality based on Arnold–Villasenor characterization and their efficiencies
  41. Asymptotic efficiency of new exponentiality tests based on a characterization
  42. Estimation of P(X Y) for Geometric-Poisson Model
  43. Goodness-of-fit tests for Pareto distribution based on a characterization and their asymptotics