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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.
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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