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Testing uniformity on high-dimensional spheres against monotone rotationally symmetric alternatives
We consider the problem of testing uniformity on high-dimensional unit spheres. We are primarily interested in nonnull issues. We show …
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The limit distribution of weighted $L^2$-goodness-of-fit statistics under fixed alternatives, with applications
We present a general result on the limit distribution of weighted one- and two-sample $L^2$-goodness-of-fit test statistics of some …
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A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with applications to portfolio selection
A Bayesian non-parametric approach for modeling the distribution of multiple returns is proposed. More specifically, an asymmetric …
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Functional outlier detection by a local depth with application to NOx levels
This paper proposes methods to detect outliers in functional data sets and the task of identifying atypical curves is carried out using …
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Monitoring multivariate variance changes
We propose a model-independent multivariate sequential procedure to monitor changes in the vector of componentwise unconditional …
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On high-dimensional sign tests
Sign tests are among the most successful procedures in multivariate nonparametric statistics. In this paper, we consider several …
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Runs in Bernoulli-Ketten
Es seien $X$ und $Y$ die Längen des ersten bzw. zweiten Runs in einer Bernoulli-Kette mit Trefferwahrscheinlichkeit $p$. Dabei ist ein …
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Testing parametric models in linear-directional regression
This paper presents a goodness-of-fit test for parametric regression models with scalar response and directional predictor, that is, a …
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A population background for nonparametric density-based clustering
Despite its popularity, it is widely recognized that the investigation of some theoretical aspects of clustering has been relatively …
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Bayesian inference methods for univariate and multivariate GARCH models: A survey
This survey reviews the existing literature on the most relevant Bayesian inference methods for univariate and multivariate GARCH …
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