Latest

• Paul Axmann obtains a PhD grant from the STENED project
• Vinícius Litvinoff obtains a PhD grant from the STENED project
• Two open PhD positions in Mathematical Statistics with non-Euclidean data
• Project "Stein-based goodness-of-fit TEsts for Non-Euclidean Data" (STENED) gets funded
• A new flexible class of kernel-based tests of independence
• A unified approach to goodness-of-fit testing for spherical and hyperspherical data
• Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution
• Eigenvalues approximation of integral covariance operators with applications to weighted $L^2$ statistics
• A general maximal projection approach to uniformity testing on the hypersphere
• Goodness‑of‑fit tests for the Weibull distribution based on the Laplace transform and Stein's method
• Independent additive weighted bias distributions and associated goodness-of-fit tests
• Is the Gompertz family a good fit to your data?
• Logistic or not logistic?
• On the eigenvalues associated with the limit null distribution of the Epps--Pulley test of normality
• Stein's method meets computational statistics: A review of some recent developments
• Stein's method of moments
• The test of exponentiality based on the mean residual life function revisited
• A new omnibus test of fit based on a characterization of the uniform distribution
• Characterizations of non-normalized discrete probability distributions and their application in statistics
• On testing the adequacy of the inverse Gaussian distribution
• Testing normality in any dimension by Fourier methods in a multivariate Stein equation
• A new test of multivariate normality by a double estimation in a characterizing PDE
• Bahadur efficiencies of the Epps–Pulley test for normality
• Fixed point characterizations of continuous univariate probability distributions and their applications
• Minimum $L^q$-distance estimators for non-normalized parametric models
• On a new test of fit to the beta distribution
• On combining the zero bias transform and the empirical characteristic function to test normality
• Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces
• Testing multivariate uniformity based on random geometric graphs
• Testing normality via a distributional fixed point property in the Stein characterization
• Tests for multivariate normality – a critical review with emphasis on weighted $L^2$-statistics
• A new characterization of the Gamma distribution and associated goodness of fit tests
• Fourier inference for stochastic volatility models with heavy-tailed innovations
• Goodness-of-fit tests for complete spatial randomness based on Minkowski functionals of binary images
• Multivariate goodness-of-fit on flat and curved spaces via nearest neighbor distances
• The limit distribution of weighted $L^2$-goodness-of-fit statistics under fixed alternatives, with applications
• Runs in Bernoulli-Ketten
• Ramanujan theta functions and birth and death processes
• Asymptotic theory for the test on multivariate normality by Cox and Small
• Goodness-of-fit tests for the Gamma distribution based on the empirical Laplace transform
• Integral distribution-free statistics of $L_p$-type and their asymptotic comparison