Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
Dependence Modeling, 2021 Given a d-dimensional random vector X = (X1, . . ., Xd), if the standard uniform vector U obtained by the component-wise probability integral transform (PIT) of X has the same distribution of its point reflection through the center of the unit hypercube,
Billio Monica +2 more
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Detecting departures from meta-ellipticity for multivariate stationary time series
Dependence Modeling, 2021 A test for detecting departures from meta-ellipticity for multivariate stationary time series is proposed. The large sample behavior of the test statistic is shown to depend in a complicated way on the underlying copula as well as on the serial ...
Bücher Axel, Jaser Miriam, Min Aleksey
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Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates. [PDF]
J Appl Stat, 2022 Opheim T, Roy A.
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BOUNDS ON THE CONDITIONAL AND AVERAGE TREATMENT EFFECT WITH UNOBSERVED CONFOUNDING FACTORS. [PDF]
Ann Stat, 2022 Yadlowsky S +4 more
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Null-free False Discovery Rate Control Using Decoy Permutations. [PDF]
Acta Math Appl Sin, 2022 He K, Li MJ, Fu Y, Gong FZ, Sun XM.
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Finite sample t-tests for high-dimensional means. [PDF]
J Multivar Anal, 2023 Li J.
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Statistical Inference for High-Dimensional Pathway Analysis with Multiple Responses. [PDF]
Comput Stat Data Anal, 2022 Liu Y, Sun W, Hsu L, He Q.
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Inference in Functional Linear Quantile Regression. [PDF]
J Multivar Anal, 2022 Li M, Wang K, Maity A, Staicu AM.
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Homogeneity tests for one-way models with dependent errors under correlated groups. [PDF]
Test (Madr), 2023 Goto Y, Arakaki K, Liu Y, Taniguchi M.
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Bayes factor testing of equality and order constraints on measures of association in social research. [PDF]
J Appl Stat, 2023 Mulder J, Gelissen JPTM.
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