This paper derives asymptotic power functions for Cramer-von Mises (CvM) style tests for inference on a finite dimensional parameter defined by conditional moment inequalities in the case where the parameter is set identified. Combined with power results for Kolmogorov-Smirnov (KS) tests, these results can be used to choose the optimal test statistic, weighting function and, for tests based on ...

A problem of goodness-of-fit test for ergodic diffusion processes is presented. In the null hypothesis the drift of the diffusion is supposed to be in a parametric form with unknown shift parameter. Two Cramer-Von Mises type test statistics are studied. The first one is based on local time estimator of the invariant density, the second one is based on the empirical distribution function. The un...

Misspecification Testing in a Class of Conditional Distributional Models We propose a specification test for a wide range of parametric models for the conditional distribution function of an outcome variable given a vector of covariates. The test is based on the Cramer-von Mises distance between an unrestricted estimate of the joint distribution function of the data, and a restricted estimate t...

1Interestingly, however influential Knight and Mises otherwise have been in shaping their respective schools, neither Knight nor Mises have been entirely successful in convincing their followers of this part of their doctrines. Similarly, while they were skeptical about the use of probability, Knight and Mises were also proponents of “a priori” economic theory, and in this regard, too, neither ...

The von Mises distribution is a continuous probability distribution on the circle used in directional statistics. In this paper, we introduce the undirected von Mises Graphical model and present an algorithm for structure learning using L1 regularization. We show that the learning algorithm is both consistent and efficient. We also introduce a simple inference algorithm based on Gibbs sampling....

A new two-parameter lifetime distribution is proposed and numerically studied. The model has a flflexible failure rate shapes such as “monotonically increasing” , decreasing” “bathtub” “constant” “upside down” “J-shape” . Various of its statistical properties are derived. numerical analysis skewness kurtosis presented. Many bivariate multivariate extensions also presented via Farlie Gumbel Morg...

We prove Edgeworth expansions for degenerate von Mises statistics like the Beran, Watson, and Cram er-von Mises goodness-of-t statistics. Furthermore, we show that the bootstrap approximation works up to an error of order O(N ?1=2) and that Bootstrap based conndence regions attain a prescribed conndence level up to the order O(n ?1).

The von Mises distribution is a continuous probability distribution on the circle used in directional statistics. In this paper, we introduce the undirected von Mises Graphical model and present an algorithm for structure learning using L1 regularization. We show that the learning algorithm is both consistent and efficient. We also introduce a simple inference algorithm based on Gibbs sampling....

The von Mises distribution is a continuous probability distribution on the circle used in directional statistics. In this paper, we introduce the undirected von Mises Graphical model and present an algorithm for parameter and structure learning using L1 regularization. We show that the learning algorithm is both consistent and statistically efficient. Additionally, we introduce a simple inferen...