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This paper proposes procedures for testing the equality hypothesis and the proportionality hypothesis involving a large number of $q$ covariance matrices of dimension $p\times p$. Under a limiting scheme where $p$, $q$ and the sample sizes from the $
Externí odkaz:
http://arxiv.org/abs/2409.06296
Autor:
Lopuhaä, Hendrik Paul
We show that the limiting variance of a sequence of estimators for a structured covariance matrix has a general form that appears as the variance of a scaled projection of a random matrix that is of radial type and a similar result is obtained for th
Externí odkaz:
http://arxiv.org/abs/2407.01974
Autor:
Ouimet, Frédéric
This paper presents a multivariate normal integral expression for the joint survival function of the cumulated components of any multinomial random vector. This result can be viewed as a multivariate analog of Equation (7) from Carter & Pollard (2004
Externí odkaz:
http://arxiv.org/abs/2406.18509
In this article, we introduce the novel concept of the second maximum of a Gaussian random field on a Riemannian submanifold. This second maximum serves as a powerful tool for characterizing the distribution of the maximum. By utilizing an ad-hoc Kac
Externí odkaz:
http://arxiv.org/abs/2406.18397
Autor:
Ouimet, Frédéric
In this short note, explicit formulas are developed for the central and noncentral moments of the multivariate hypergeometric distribution. A numerical implementation is provided in Mathematica for fast evaluations. This work complements the paper by
Externí odkaz:
http://arxiv.org/abs/2404.09118
Publikováno v:
Stat (2024), 13 (2), e706, 6 pp
In 1934, the American statistician Samuel S. Wilks derived remarkable formulas for the joint moments of embedded principal minors of sample covariance matrices in multivariate Gaussian populations, and he used them to compute the moments of sample st
Externí odkaz:
http://arxiv.org/abs/2403.06330
Autor:
Betken, Annika, Schnurr, Alexander
We establish a definition of ordinal patterns for multivariate time series data based on the concept of Tukey's halfspace depth. Given the definition of these \emph{depth patterns}, we are interested in the probabilities of observing specific pattern
Externí odkaz:
http://arxiv.org/abs/2401.13532
The large-sample behavior of non-degenerate multivariate $U$-statistics of arbitrary degree is investigated under the assumption that their kernel depends on parameters that can be estimated consistently. Mild regularity conditions are given which gu
Externí odkaz:
http://arxiv.org/abs/2401.11272
Autor:
Wang, Rui, Jiang, Dandan
Two-sample spiked model is an important issue in multivariate statistical inference. This paper focuses on testing the number of spikes in a high-dimensional generalized two-sample spiked model, which is free of Gaussian population assumption and the
Externí odkaz:
http://arxiv.org/abs/2401.03622
Autor:
He, Yinqiu
Nonparametric item response models provide a flexible framework in psychological and educational measurements. Douglas (2001) established asymptotic identifiability for a class of models with nonparametric response functions for long assessments. Nev
Externí odkaz:
http://arxiv.org/abs/2310.20165