Abstract We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those estimated functions are more challenging in...

We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those estimated functions are more challenging in models with...

Many estimators of the variance of the well-known unbiased and uniform most powerful estimator of the Mann–Whitney effect, are considered in the literature. Some of these estimators are only valid in cases of no ties or are biased in small sample sizes where the amount of bias is not...

Stepwise multiple testing procedures have attracted several statisticians for decades and are also quite popular with statistics users because of their technical simplicity. The Bonferroni procedure has been one of the earliest and most prominent testing rules for controlling the familywise...

The size of the effect of the difference in two groups with respect to a variable of interest may be estimated by the classical Cohen’s d . A recently proposed generalized estimator allows conditioning on further independent variables within the framework of a linear regression model. In this...

In this paper we deal with parametric estimation of the copula in the case of missing data. The data items with the same pattern of complete and missing data are combined into a subset. This approach corresponds to the MCAR model for missing data. We construct a specific Cramér–von Mises...

Equivalence tests are statistical hypothesis testing procedures that aim to establish practical equivalence rather than the usual statistical significant difference. These testing procedures are frequent in “bioequivalence studies," where one would wish to show that, for example, an existing...

For a sample X1,X2,…XNof independent identically distributed copies of a log-logistically distributed random variable X the maximum likelihood estimation is analysed in detail if a left-truncation point xL0is introduced. Due to scaling properties it is sufficient to investigate the case xL=1....

We propose a general and relatively simple method to construct goodness-of-fit tests on the sphere and the hypersphere. The method is based on the characterization of probability distributions via their characteristic function, and it leads to test criteria that are convenient regarding...

Many estimators of the variance of the well-known unbiased and uniform most powerful estimator of the Mann–Whitney effect, are considered in the literature. Some of these estimators are only valid in cases of no ties or are biased in small sample sizes where the amount of bias is not...