arXiv subjects

Toshiya Iwashita

Publications and source records attributed to Toshiya Iwashita.

2 recordsLinked to original sources

arXiv2026

Multivariate normality test based on the uniform distribution on the Stiefel manifold

This study presents a new procedure for necessary tests of multivariate normality based on the uniform distribution on the Stiefel manifold. We demonstrate that the test statistic, which is formed by the product of the scaled residual matrix and the symmetric square root of a Wishart matrix, is exactly distributed as a matrix-variate normal distribution under the null hypothesis. Monte Carlo simulations are conducted to assess the Type I error rate and power in non-asymptotic settings.

math.ST↗

arXiv2023

A gamma tail statistic and its asymptotics

Asmussen and Lehtomaa [Distinguishing log-concavity from heavy tails. Risks 5(10), 2017] introduced an interesting function $g$ which is able to distinguish between log-convex and log-concave tail behaviour of distributions, and proposed a randomized estimator for $g$. In this paper, we show that $g$ can also be seen as a tool to detect gamma distributions or distributions with gamma tail. We construct a more efficient estimator $\hat{g}_n$ based on $U$-statistics, propose several estimators of the (asymptotic) variance of $\hat{g}_n$, and study their performance by simulations. Finally, the methods are applied to several data sets of daily precipitation.

stat.ME↗