• A
  • A
  • A
  • АБВ
  • АБВ
  • АБВ
  • A
  • A
  • A
  • A
  • A
Обычная версия сайта
  • RU
  • EN
  • HSE University
  • Publications
  • Articles
  • Tests based on characterizations, and their efficiencies: a survey
  • RU
  • EN
Расширенный поиск
Высшая школа экономики
Национальный исследовательский университет
Priority areas
  • business informatics
  • economics
  • engineering science
  • humanitarian
  • IT and mathematics
  • law
  • management
  • mathematics
  • sociology
  • state and public administration
by year
  • 2028
  • 2027
  • 2026
  • 2025
  • 2024
  • 2023
  • 2022
  • 2021
  • 2020
  • 2019
  • 2018
  • 2017
  • 2016
  • 2015
  • 2014
  • 2013
  • 2012
  • 2011
  • 2010
  • 2009
  • 2008
  • 2007
  • 2006
  • 2005
  • 2004
  • 2003
  • 2002
  • 2001
  • 2000
  • 1999
  • 1998
  • 1997
  • 1996
  • 1995
  • 1994
  • 1993
  • 1992
  • 1991
  • 1990
  • 1989
  • 1988
  • 1987
  • 1986
  • 1985
  • 1984
  • 1983
  • 1982
  • 1981
  • 1980
  • 1979
  • 1978
  • 1977
  • 1976
  • 1975
  • 1974
  • 1973
  • 1972
  • 1971
  • 1970
  • 1969
  • 1968
  • 1967
  • 1966
  • 1965
  • 1964
  • 1963
  • 1958
  • More
Subject
News
September 15, 2026
Immunity to Chaos: How Personal Resources Help Us Cope with the Challenges of a Turbulent World
International conflicts, crises and digital overload—the modern world puts our minds to the test every day. Traditional psychology often focuses on the consequences: anxiety, depression, and psychosomatic disorders. But what if we looked at the problem differently—through the lens of the resources that prevent us from breaking down? Psychological immunity is precisely this set of resources. Alena Zolotareva and her group, Psychological Immunity as a Resource for Positive Functioning, are developing an integrative model of this phenomenon, adapting diagnostic tools and preparing for large-scale empirical research. Why do psychologists need to collaborate with medical professionals, and how could their research transform preventive care in clinics and corporations?
September 11, 2026
How to Assess Students Knowledge in the Age of AI
A researcher at HSE University has proposed a flowchart to help lecturers decide how to assess students who use artificial intelligence. It shows where the use of AI should be restricted and where it can be incorporated into the learning process. The article has been published in IT Professional.
September 9, 2026
‘Balkan Hospitality Opens Doors: Studying Dialects on the Verge of Extinction
You cannot study spoken dialects from books. Instead, you need to go to a village, seek out its elders, and earn the trust of local residents before you can record hours of spontaneous stories. This is how Natalia Muravleva, Associate Professor at the Faculty of Humanities, conducts her research. Her internship in Serbia continued her long-standing study of dialects spoken by Macedonian settlers. In this interview, she discusses how diaspora cultural centres help researchers reach informants, why native speakers need to be interviewed only in their own language (otherwise, as she puts it, they may 'break'), and how a single field season helped her finalise her monograph. She also shares warm memories of autumn in Belgrade and of colleagues with whom grammar can be discussed in three languages at once.

 

Have you spotted a typo?
Highlight it, click Ctrl+Enter and send us a message. Thank you for your help!

Publications
  • Books
  • Articles
  • Chapters of books
  • Working papers
  • Report a publication
  • Research at HSE

?

Tests based on characterizations, and their efficiencies: a survey

Acta et Commentationes Universitatis Tartuensis de Mathematica. 2017. Vol. 21. No. 1. P. 3–24.
Nikitin Y. Y.

A survey of goodness-of-fit and symmetry tests based on the characterization properties of distributions is presented. This approach became popular in recent years. In most cases the test statistics are functionals of U-empirical processes. The limiting distributions and large deviations of new statistics under the null hypothesis are described. Their local Bahadur efficiency for various parametric alternatives is calculated and compared with each other as well as with diverse previously known tests. We also describe new directions of possible research in this domain.

Language: English
Full text
DOI
Text on another site
Keywords: symmetryBahadur efficiency U-statisticsCharacterization of distributiongoodness-of-fit
Similar publications
On Non-Symmetric Forms of Time-Varying Autocorrelation Function in the Analysis of Cyclostationary Processes
Shevgunov T., , in: 2024 Systems of signals generating and processing in the field of on board communications.: IEEE, 2024. P. 1–5.
The paper is aimed at investigating the difference between different forms of time-varying autocorrelation function (TVACF) used for the quantitative expression of the second-order statistical properties exhibiting by non-stationary random processes. The generalized form of TVACF is proposed where the position of the current time moment can be set by means of additional parameter. The ...
Added: February 25, 2026
Лингвосинергетика: Quo vadis?
Милостивая А. И., В кн.: Теория и практика коммуникации: Материалы I Международной научно-практической конференции, Тирасполь, Приднестровский государственный университет им. Т. Г. Шевченко, 27-28 февраля 2023 г.: том 1Т. 1.: Тирасполь: [б.и.], 2023. С. 26–36.
This article analyzes modern linguistic synergetics’ concepts to identify this discipline's main ways and prospects in scientific episteme. The author focuses on the paradigm status and explanatory potential of lingua-synergetic studies. Data for this investigation consists of scientific articles, dissertations and monographs, which set out various versions of the synergistic interpretation of speech activity.  As ...
Added: February 11, 2024
NEW GOODNESS-OF-FIT TESTS FOR PARETO I TYPE DISTRIBUTION, BASED ON SOME CHARACTERIZATION
I. A. Ragozin, Journal of Mathematical Sciences 2022 Vol. 268 No. 5 P. 684–692
Based on a new characterization, two new goodness-of-fit tests for Pareto I type distribution family with arbitrary shape-parameter λ are constructed. For these tests, the limiting distributions are described, the local Bahadur efficiencies for natural alternatives are calculated, and the asymptotic comparison of test statistics is performed. ...
Added: December 13, 2022
Отцы и дети, потомки и пращуры. Эволюционное измерение справедливости
Анисимов В. А., МЕТОД: Московский ежегодник трудов из обществоведческих дисциплин 2021 № 11 С. 286–298
This article provides an overview of the theoretical foundations of intergenerational justice. It is shown that the theory of intergenerational justice has two foundations: a symmetric and an asymmetric approach. It also includes the positions of John Rawls and his symmetric concept of justice; Terence Ball and his idea of radical asymmetry; and Ken Binmore ...
Added: June 1, 2022
Новые критерии согласия для семейства распределений Рэлея, основанные на некотором специальном свойстве и некоторой характеризации
Ragozin I. A., Записки научных семинаров ПОМИ РАН 2021 Т. 505 С. 230–243
In this paper we construct new goodness-of-fit tests for Rayleigh distribution family with an arbitrary scale-parameter σ, based on some property and some characterization. We describe their limiting distributions, calculate local Bahadur efficiencies under close alternatives and perform asymptotic comparison of our test statistics. ...
Added: November 29, 2021
КАК ЛЮДИ ИСКУССТВА И НАУКИ ИЗУЧАЮТ ЭТОТ МИР
Оганов А. Р., Konson G., В кн.: Art History in the Context of Other Sciences in Modern World: Parallels and Interaction.: M.: Information and Publishing House Filin, 2020. С. 278–291.
An interview by Grigoriy Konson with Artem R. Oganov, PhD, FRSC MAE, Professor at the Skolkovo Institute of Science and Technology, Professor at the Russian Academy of Sciences, is devoted to crystallography—the science of solid crystalline substances surrounding us, containing an ordered periodic system of atomic positions. Crystallography is at the forefront of the science ...
Added: May 9, 2021
Specification tests for nonlinear dynamic models
Igor L. Kheifets, The Econometrics Journal, by the Royal Economic Society 2015 Vol. 18 No. 1 P. 67–94
We propose a new adequacy test and a graphical evaluation tool for nonlinear dynamic models. The proposed techniques can be applied in any set‐up where parametric conditional distribution of the data is specified and, in particular, to models involving conditional volatility, conditional higher moments, conditional quantiles, asymmetry, Value at Risk models, duration models, diffusion models, ...
Added: February 23, 2021
Новые критерии согласия для распределения Парето I типа, основанные на некоторой характеризации
И. А. Рагозин, Записки научных семинаров ПОМИ РАН 2020 Т. 495 С. 237–249
In this paper we construct two new goodness-of-fit tests for Pareto Itype distribution family with an arbitrary shape-parameter λ, based on anew characterization. We describe their limit distributions, calculate thelocal Bahadur efficiencies under close alternatives and provide asymptoticcomparison of our test statistics. ...
Added: December 14, 2020
Simple Asymptotic Bounds on Statistical Decoder Error Rate
Kreshchuk A., Journal of Communications Technology and Electronics 2020 Vol. 20 No. 2 P. 127–132
Statistical decoders are one of the most robust decoders for positional modulations like FSK and PPM. As we show in this work they are applicable to any (unknown) channels that have non-zero distance between received signals. This makes it possible to use statistical decoders in NOMA random access communication systems with bad Channel State Information. ...
Added: October 6, 2020
Symmetry in large-scale socio-economic systems and the implications for management
Rasskazov, S.V., Rasskazova, A.N., Koroleva, E.V., , in: 2019 Twelfth International Conference "Management of large-scale system development" (MLSD).: M.: IEEE, 2019. P. 1–5.
The paper provides a methodology for identifying and analyzing group-theoretical symmetry in socio-economic applications. Symmetry is disclosed in the tasks of estimating contingent claims, the main hypotheses of financial markets, time series of stock indexes, including pre-crisis periods, the distribution of urban population and the duration of historical periods. The connection of solutions based on ...
Added: January 23, 2020
New Characterization-Based Symmetry Tests
Bozin V., Milošević B., Nikitin Y. Y. et al., Bulletin of the Malaysian Mathematical Sciences Society 2020 Vol. 43 No. 1 P. 297–320
Two new symmetry tests, of integral and Kolmogorov type, based on the characterization by squares of linear statistics are proposed. The test statistics are related to the family of degenerate U-statistics. Their asymptotic properties are explored. The maximal eigenvalue, needed for the derivation of their logarithmic tail behavior, was calculated or approximated using techniques from ...
Added: January 4, 2020
Goodness-of-Fit Tests Based on a Characterization of Logistic Distribution
Nikitin Y. Y., Ragozin I. A., Vestnik St. Petersburg University: Mathematics 2019 Vol. 52 No. 2 P. 169–177
The logistic family of distributions belongs to the class of important families in the theory of probability and mathematical statistics. However, the goodness-of-fit tests for the composite hypothesis of belonging to the logistic family with unknown location parameter against the general alternatives have not been sufficiently explored. We propose two new goodness-of-fit tests: the integral ...
Added: October 1, 2019
Information Security Methods—Modern Research Directions
Шелупанов А. А., Evsyutin O., Конев А. А. et al., Symmetry 2019 Vol. 11 No. 2 P. 1–33
In Tomsk University of Control Systems and Radioelectronics (TUSUR) one of the main areas of research is information security. The work is carried out by a scientific group under the guidance of Professor Shelupanov. One of the directions is the development of a comprehensive approach to assessing the security of the information systems. This direction ...
Added: September 3, 2019
Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization.
Ya. Yu. Nikitin, Metrika 2018 Vol. 81 No. 6 P. 609–618
We consider two scale-free tests of normality based on the characterization of the symmetric normal law by  Ahsanullah, Kibria and Shakil (2014). Both tests have an $U$-empirical structure, but the first one is of integral type, while the second one is of Kolmogorov type. We discuss the limiting behavior of the test statistics and calculate their local ...
Added: October 27, 2018
Better goodness-of-fit statistics for coded FSK decoding
Alexey Kreshchuk, Potapov V., Electronic Notes in Discrete Mathematics 2017 Vol. 57 P. 139–145
In previous papers we have considered fast-frequency hopping frequency shift keying. We have proposed a decoder with low error rate in channels with low signal to interference ratio. This decoder uses the Kolmogorov-Smirnov criterion statistics to differentiate transmitted codeword from others. In this paper we consider different goodness-of-fit criterion to improve the decoder error rate. ...
Added: December 18, 2017
  • About
  • About
  • Key Figures & Facts
  • Sustainability at HSE University
  • Faculties & Departments
  • International Partnerships
  • Faculty & Staff
  • HSE Buildings
  • HSE University for Persons with Disabilities
  • Public Enquiries
  • Studies
  • Admissions
  • Programme Catalogue
  • Undergraduate
  • Graduate
  • Exchange Programmes
  • Summer University
  • Summer Schools
  • Semester in Moscow
  • Business Internship
  • Research
  • International Laboratories
  • Research Centres
  • Research Projects
  • Monitoring Studies
  • Conferences & Seminars
  • Academic Jobs
  • Yasin (April) International Academic Conference on Economic and Social Development
  • Media & Resources
  • Publications by staff
  • HSE Journals
  • Publishing House
  • iq.hse.ru: commentary by HSE experts
  • Library
  • Economic & Social Data Archive
  • Video
  • HSE Repository of Socio-Economic Information
  • HSE1993–2026
  • Contacts
  • Copyright
  • Privacy Policy
  • Site Map
Edit