arXiv subjects

Daniel Hlubinka

Publications and source records attributed to Daniel Hlubinka.

5 recordsLinked to original sources

arXiv2025

A goodness-of-fit test for the Zeta distribution with unknown parameter

We introduce a new goodness-of-fit test for count data on $\mathbb{N}$ for the Zeta distribution with unknown parameter. The test is built on a Stein-type characterization that uses, as Stein operator, the infinitesimal generator of a birth-death process whose stationary distribution is Zeta. The resulting $L^2$-type statistic is shown to be omnibus consistent, and we establish the limit null behavior as well as the validity of the associated parametric bootstrap procedure. In a Monte Carlo simulation study, we compare the proposed test with the only existing Zeta-specific procedure of Meintanis (2009), as well as with more general competitors based on empirical distribution functions, kernel Stein discrepancies and other Stein-type characterizations.

math.ST↗

arXiv2025

One-sample location tests based on center-outward signs and ranks

A multivariate one-sample location test based on the center-outward ranks and signs is considered, and two different testing procedures are proposed for centrally symmetric distributions. The first test is based on a random division of the data into two samples, while the second one uses a symmetrized sample. The asymptotic distributions of the proposed tests are provided. For univariate data, two variants of the symmetrized test statistic are shown to be equivalent to the standard sign and Wilcoxon test respectively. The small sample behavior of the proposed techniques is illustrated by a simulation study that also provides a power comparison for various transportation grids.

math.ST↗

arXiv2025

Functional $K$ Sample Problem via Multivariate Optimal Measure Transport-Based Permutation Test

The null hypothesis of equality of distributions of functional data coming from $K$ samples is considered. The proposed test statistic is multivariate and its components are based on pairwise Cramér von Mises comparisons of empirical characteristic functionals. The significance of the test statistic is evaluated via the novel multivariate permutation test, where the final single $p$-value is computed using the discrete optimal measure transport. The methodology is illustrated by real data on cumulative intraday returns of Bitcoin.

math.ST↗

arXiv2023

Multivariate quantile-based permutation tests with application to functional data

Permutation tests enable testing statistical hypotheses in situations when the distribution of the test statistic is complicated or not available. In some situations, the test statistic under investigation is multivariate, with the multiple testing problem being an important example. The corresponding multivariate permutation tests are then typically based on a suitableone-dimensional transformation of the vector of partial permutation p-values via so called combining functions. This paper proposes a new approach that utilizes the optimal measure transportation concept. The final single p-value is computed from the empirical center-outward distribution function of the permuted multivariate test statistics. This method avoids computation of the partial p-values and it is easy to be implemented. In addition, it allows to compute and interpret contributions of the components of the multivariate test statistic to the non-conformity score and to the rejection of the null hypothesis. Apart from this method, the measure transportation is applied also to the vector of partial p-values as an alternative to the classical combining functions. Both techniques are compared with the standard approaches using various practical examples in a Monte Carlo study. An application on a functional data set is provided as well.

stat.ME↗

arXiv2021

Fully distribution-free center-outward rank tests for multiple-output regression and MANOVA

Extending rank-based inference to a multivariate setting such as multiple-output regression or MANOVA with unspecified d-dimensional error density has remained an open problem for more than half a century. None of the many solutions proposed so far is enjoying the combination of distribution-freeness and efficiency that makes rank-based inference a successful tool in the univariate setting. A concept of center-outward multivariate ranks and signs based on measure transportation ideas has been introduced recently. Center-outward ranks and signs are not only distribution-free but achieve in dimension d > 1 the (essential) maximal ancillarity property of traditional univariate ranks, hence carry all the "distribution-free information" available in the sample. We derive here the Hájek representation and asymptotic normality results required in the construction of center-outward rank tests for multiple-output regression and MANOVA. When based on appropriate spherical scores, these fully distribution-free tests achieve parametric efficiency in the corresponding models.

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