The Mann-Kendall test is a commonly-used nonparametric test for time trend. However, the standard P-values obtained from it are based on an assumption of independence between observations (since the theory is that of the Kendall correlation). However, observations in time series are often autocorrelated: knowing that one observation is larger than the mean may tell you that the next observation...

This article introduces testforDEP, a portmanteau R package containing several tests and visualization tools to examine independence between two variables. This new package combines classical tests including Pearson’s product moment correlation coefficient method, Kendall’s τ rank correlation coefficient method and Spearman’s ρ rank correlation coefficient method with modern tests consisting of...

Gaussian graphical lasso is a tool for estimating sparse graphs using a Gaussian log-likelihood with an 1 penalty on the inverse covariance matrix. This paper proposes a generalization to meta-elliptical distributions. Conditional uncorrelatedness is characterized in meta-elliptical families. The proposed metaelliptical and re-weighted Kendall graphical lassos are computed from pseudo-observati...

Invented in the 1960’s, permutation codes have reemerged in recent years as a topic of great interest because of properties making them attractive for certain modern technological applications. In 2011 a decoding method called LP (linear programming) decoding was introduced for a class of permutation codes with a Euclidean distance induced metric. In this paper we comparatively analyze the Eucl...

An analogy between celebrated Kendall equation for busy periods in the system M |GI|1 and analytical results for busy periods in the priority systemsMr|GIr |1 is drawn. These results can be viewed as generalizations of the functional Kendall equation. The methodology and algorithms of numerical solution of recurrent functional equations which appear in the analysis of such queueing systems are ...