Smirnov domains with non-smooth boundaries do admit non-trivial functions of Smirnov class with real boundary values. We will show that the existance of functions in Smirnov classes with real boundary values is directly dependent on the boundary characteristics of a Smirnov domain. Mathematics Subject Classification (2000). 30H10, 30H15.

We explore in depth the validity of a recently proposed scaling law for earthquake interevent time distributions in the case of the Southern California, using the waveform cross-correlation catalog of Shearer et al. Two statistical tests are used: on the one hand, the standard two-sample Kolmogorov-Smirnov test is in agreement with the scaling of the distributions. On the other hand, the one-sa...

Let ~o denote an arbitrary non-parametric unbiased test for a Gaussian shift given by an infinite dimensional parameter space. Then it is shown that the curvature of its power function has a principal component decomposition based on a Hilbert Schmidt operator. Thus every test has reasonable curvature only for a finite number of orthogonal directions of alternatives. As application the two-side...

We propose non-nested hypotheses tests for conditional moment restriction models based on the method of generalized empirical likelihood (GEL). By utilizing the implied GEL probabilities from a sequence of unconditional moment restrictions that contains equivalent information of the conditional moment restrictions, we construct Kolmogorov-Smirnov and Cramér-von Mises type moment encompassing te...

This paper introduces speci"cation tests of parametric mean-regression models. The null hypothesis of interest is that the parametric regression function is correctly speci"ed. The proposed tests are generalizations of the Kolmogorov}Smirnov and Cramer}von Mises tests to the regression framework. They are consistent against all alternatives to the null hypothesis, powerful against 1/Jn local al...

We propose new tests of the martingale hypothesis based on generalized versions of the Kolmogorov– Smirnov and Cramér–von Mises tests. The tests are distribution-free and allow for a weak drift in the null model. The methods do not require either smoothing parameters or bootstrap resampling for their implementation and so are well suited to practical work. The article develops limit theory for ...

Specific statistical tests are used when the null hypothesis (H0) is to be tested using nonparametric nominal or ordinal data. With nominal data, experimental results are expressed by proportions or frequencies. Chi-square or related tests (the Fisher's exact test or the rows by columns test) are appropriate for testing H0 with nominal data. Ordinal data permit arrangement of statistical result...

The paper mainly focuses on the statistical dependence/independence relationship existing in the Rössler map and on the possibility to sample the chaotic system to obtain experimental data complying with the i.i.d. model (data coming out from independent and identically distributed random variables). The overall investigation relies on Smirnov tests on two experimental data sets, a Monte Carlo ...