Results 21 to 30 of about 106,270 (318)
Checking Heteroscedasticity in Partially Linear Single-Index Models Using Pairwise Distance
IEEE Access, 2020 In this article, a new test is proposed for partially linear single-index models (PLSIM) based on the pairwise distances of the sample points, to test heteroscedasticity.
Jian-Qiang Zhao +4 more
doaj +1 more source
On the combination of the sign and Maesono tests for simmetry and its efficiency
Statistica, 2007 We propose a new test for the simmetry hypothesis which is a combination of the sign statistic and the Wr Maesono statistic. The latter generalizes the Wilcoxon statistic and coincides with it for r = 2. The proposed statistic belongs to the class of non-
Giuseppe Burgio, Yakov Yu. Nikitin
doaj +1 more source
On normal approximations to U-statistics
The Annals of Probability, 2009 Published in at http://dx.doi.org/10.1214/09-AOP474 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Bentkus, Vidmantas +2 more
openaire +4 more sources
Evaluating Modeled Intra- to Multidecadal Climate Variability Using Running Mann–Whitney \u3cem\u3eZ\u3c/em\u3e Statistics [PDF]
, 2012 An analysis method previously used to detect observed intra- to multidecadal (IMD) climate regimes was adapted to compare observed and modeled IMD climate variations.
Brown, Patrick T. +2 more
core +2 more sources
The LIL for canonical U-statistics
The Annals of Probability, 2008 We give necessary and sufficient conditions for the (bounded) law of the iterated logarithm for canonical $U$-statistics of arbitrary order $d$, extending the previously known results for $d=2$. The nasc's are expressed as growth conditions on a parameterized family of norms associated with the $U$-statistics kernel.
Adamczak, Radosław, Latała, Rafał
openaire +3 more sources
Estimating invariant laws of linear processes by U-statistics [PDF]
, 2004 Suppose we observe an invertible linear process with independent mean-zero innovations and with coefficients depending on a finite-dimensional parameter, and we want to estimate the expectation of some function under the stationary distribution of the ...
Schick, Anton, Wefelmeyer, Wolfgang
core +2 more sources
Weighted bootstrap for U-statistics
Journal of Multivariate Analysis, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wang, QY, Jing, Bing Yi
openaire +3 more sources
PLoS ONE, 2014 BackgroundThe clinical benefit of guaiac fecal occult blood tests (FOBT) is now well established for colorectal cancer screening. Growing evidence has demonstrated that epigenetic modifications and fecal microbiota changes, also known as dysbiosis, are ...
Aurelien Amiot +9 more
doaj +1 more source
Journal of Mathematical Physics, 2010 The notion of a U-statistic for an n-tuple of identical quantum systems is introduced in analogy to the classical (commutative) case: given a self-adjoint “kernel” K acting on (Cd)⊗r with r<n, we define the symmetric operator Un=(nr)∑βK(β) with K(β) being the kernel acting on the subset β of {1,…,n}.
Madalin Guta, Christina Butucea
openaire +3 more sources
Anomaly-Background Separation and Geochemical Map Generation for Pb and Zn in Parkam District Based on U–Statistical Method, Kerman, Iran [PDF]
International Journal of Economic and Environment Geology, 2013 There are several statistical methodologies presented for separating anomalous values from background values leading to determination of anomalous areas.
S.S. Ghannadpour +2 more
doaj