1,720,976 research outputs found
Multivariate extensions of the Anderson-Darling process
No full textWe give the explicit Karhunen-Loeve expansion of a family of centered Gaussian processes including the Anderson-Darling process. An application is provided through the description of a Cramer-von Mises type test of independence.Anderson-Darling statistic Independence test Karhunen-Loeve expansion Legendre functions
On a generalization of Rényi-Srivastava characterizationof the Poisson law.
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On three families of Karhunen-Loève expansions associated with classical orthogonal polynomials
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On a Karhunen-Loève expansion based on Krawtchouk polynomials with application to Bahaduroptimality for the binomial location family
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On a Characterization of Poisson law with applications to the extended risk model in non-life insurance.
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A discrete Cramer-von Mises statistic related to Hahn polynomials with application to goodness-of-fit testing for hypergeometricdistributions
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New Karhunen-Loeve expansions based on Hahn polynomials with application to a Sobolev test for uniformity on Johnson graphs
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On a Characterization of Poisson law with applications to the extended risk model in non-life insurance.
No full textInternational audienc
A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions
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Decompositions of stochastic processes based on irreducible group representations
No full text27 pagesLet G be a topological compact group acting on some space Y. We study a decomposition of Y-indexed stochastic processes, based on the orthogonality relations between the characters of the irreducible representations of G. In the particular case of a Gaussian process with a G-invariant law, such a decomposition gives a very general explanation of a classic identity in law - between quadratic functionals of a Brownian bridge - due to Watson (1961). Several relations with Karhunen-Loève expansions are discussed, and some applications and extensions are given - in particular related to Gaussian processes indexed by a torus
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