In this article we propose two consistent hypothesis tests of L2-type for weakly dependent observations based on the empirical characteristic function. We consider a symmetry test and a goodness-of-fit test for the marginal distribution of a time series. The asymptotic behaviour under the null...

We propose a test for shape constraints which can be expressed by transformations of the coordinates of multivariate regression functions. The method is motivated by the constraint of symmetry with respect to some unknown hyperplane but can easily be generalized to other shape constraints of...

We consider two hypothesis testing problems with N independent observations on a single m-vector, when mN, and the N observations on the random m-vector are independently and identically distributed as multivariate normal with mean vector μ and covariance matrix Σ, both unknown. In the first...

The size-and-shape and shape distributions based on non-central and non-isotropic elliptical distributions are derived in this paper by using the singular value decomposition (SVD). The general densities require the computation of new integrals involving zonal polynomials. The invariance of the...

The receiver operating characteristic (ROC) curve of a likelihood-ratio function has been shown to be the highest among all transformations of continuous markers. For any sampling scheme with the same likelihoods, the induced conditional probability is derived to have the same ROC curve and is...

For the statistical analysis of multiway contingency tables, we propose modeling interaction terms in each maximal compact component of a hierarchical model. By this approach we can search for parsimonious models with smaller degrees of freedom than the usual hierarchical model, while preserving...

An important model in handling the multivariate data is the partially linear single-index regression model with a very flexible distribution--beta distribution, which is commonly used to model data restricted to some open intervals on the line. In this paper, the score test is extended to the...

The main goal of this article is to introduce a new notion of qualitative robustness that applies also to tail-dependent statistical functionals and that allows us to compare statistical functionals in regards to their degree of robustness. By means of new versions of the celebrated Hampel...

General formulas of the asymptotic cumulants of a studentized parameter estimator are given up to the fourth order with the added higher-order asymptotic variance. Using the sample counterparts of the asymptotic cumulants, formulas for the Cornish-Fisher expansions with third-order accuracy are...