This paper improves a kernel-smoothed test of symmetry through combining it with a new class of asymmetric kernels called the generalized gamma kernels. It is demonstrated that the improved test statistic has a normal limit under the null of symmetry and is consistent under the alternative. A test-oriented smoothing parameter selection method is also proposed to implement the test. Monte Carlo ...

The two-parameter Birnbaum–Saunders distribution has been used succesfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data for this distribution. In this paper, we address the issue of performing testing inference on the two parameters of the Birnbaum–Saunders distribution under ty...

Given n independent, identically distributed random vectors in R, drawn from a common density f , one wishes to find out whether the support of f is convex or not. In this paper we describe a decision rule which decides correctly for sufficiently large n, with probability 1, whenever f is bounded away from zero in its compact support. We also show that the assumption of boundedness is necessary...

This paper discusses a program that calculates three estimates for making statistical inferences regarding the delta statistic. The delta statistic (Cliff, 1993) may be used when testing null hypotheses about group differences on ordinal level measurements. This statistic and the inferential methods associated with it are addressed by considering data arranged in a dominance matrix. The program...

We consider a zero mean discrete time series, and define its discrete Fourier transform at the canonical frequencies. It can be shown that the discrete Fourier transform is asymptotically uncorrelated at the canonical frequencies if and if only the time series is second order stationary. Exploiting this important property, we construct a Portmanteau type test statistic for testing stationarity ...

ABSTARCT Few studies have considered the modeling of a linear relationship between two cir-cular variables or circular regression model. However, the problem of outlier detection in these models has not received enough consideration. This paper extends the COVRATIO statistic which is originally used to identify outliers in linear regression model. It is our aim to further exploit this approach ...

Likelihood-based inference on a scalar fixed effect of interest in nonlinear mixed-effects models usually relies on first-order approximations. If the sample size is small, tests and confidence intervals derived from first-order solutions can be inaccurate. An improved test statistic based on a modification of the signed likelihood ratio statistic is presented which was recently suggested by Sk...

We consider a zero mean discrete time series, and define its discrete Fourier transform at the canonical frequencies. It is well known that the discrete Fourier transform is asymptotically uncorrelated at the canonical frequencies if and if only the time series is second order stationary. Exploiting this important property, we construct a Portmanteau type test statistic for testing stationarity...

This paper illustrates a sequential method to detect significant parameter changes for time series models. Rather than relying on an explicit state equation, the parameters’ dynamics are assessed as a change-point problem by combining Bayesian estimation with a nonparametric test of hypothesis. The Kullback-Leibler divergence between the posterior probability densities given two different sets ...

UNLABELLED We introduce REJECTOR, software for parameter estimation and comparison of alternate models of population history from genetic data via a rejection algorithm. Through coalescent simulation, REJECTOR generates numerous gene genealogies, and hence simulated data, under a model of population history specified by the user. Summary statistics derived from such simulated data are compared ...