All Stories

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