Nonparametric tests for Cox processes

Nonparametric Survival Analysis: Cox-Mantel tests and Permutation tests

Nonparametric Tests for Independence

Glossary Hypothesis A hypothesis is a statement concerning the (joint) distribution underlying the observed data. Nonparametric test In contrast to a parametric test, a nonparametric test does not presume a particular parametric structure concerning the data generating process. Serial dependence Statistical dependence among time series observations.

Nonparametric Tests for Interchangeability

Some nonparametric tests for the hypothesis of interchangeability of the elements of a (stochastic) 2-vector under competing risks model are proposed and studied here. Both fixed sample and sequential procedures are studied. The case of progressively censored nonparametric procedures is also presented. Along with some martingale theorems on allied rank statistics, their weak convergence results...

Nonparametric Tests for Randomness

To decide whether a given sequence is “truely” random, or independent and identically distributed, we need to resort to nonparametric tests for randomness. Six tests: the ordinary run test, the sign test, the runs up and down test, the Mann-Kendall test, the Bartels’ rank test and the test based on entropy estimators are introduced in this report and their weaknesses are analyzed. Combining the...

Nonparametric entropy-based tests of independence between stochastic processes

This paper develops nonparametric tests of independence between two stationary stochastic processes. The testing strategy boils down to gauging the closeness between the joint and the product of the marginal stationary densities. For that purpose, I take advantage of a generalized entropic measure so as to build a class of nonparametric tests of independence. Asymptotic normality and local powe...