Multivariate rank statistics for testing randomness concerning some marginal distributions

In the present paper there is proposed a rank statistic for multivariate testing of randomness conceriing some marginal distributions. The asymptotic distribution of this statistic under hypothesis and “near” alternatives is treated.     

Sub-Laplacians of Holomorphic L-type on Rank One AN-Groups and Related Solvable Groups

Consider a right-invariant sub-Laplacian L on an exponential solvable Lie group G, endowed with a left-invariant Haar measure. Depending on the structure of G and possibly also that of L, L may admit differentiable L^p-functional calculi, or may be of holomorphic L^p-type for a given p≠2, as recent studies of specific classes of groups G and sub-Laplacians L have revealed. By “holomorphic L^p-type” we mean that every L^p-spectral multiplier for L is necessarily holomorphic in a complex neighborhood of some point in the L²-spectrum of L. This can only arise if the group algebra L¹(G) is non-symmetric. In this article we prove that, for large classes of exponential groups, including all rank one AN-groups, a certain Lie algebraic condition, which characterizes the non-symmetry of L¹(G) [37], also suffices for L to be of holomorphic L¹-type. Moreover, if this condition, which was first introduced by J. Boidol [6] in a different context, holds for generic points in the dual * of the Lie algebra of G, then L is of holomorphic L^p-type for every p≠2. Besides the non-symmetry of L¹(G), also the closedness of coadjoint orbits plays a crucial role. We also discuss an example of a higher rank AN-group. This example and our results in the rank one case suggest that sub-Laplacians on exponential Lie groups may be of holomorphic L¹-type if and only if there exists a closed coadjoint orbit Ω * such that the points of Ω satisfy Boidol's condition. In the course of the proof of our main results, whose principal strategy is similar as in [8], we develop various tools which may be of independent interest and largely apply to more general Lie groups. Some of them are certainly known as “folklore” results. For instance, we study subelliptic estimates on representation spaces, the relation between spectral multipliers and unitary representations, and develop some “holomorphic” and “continuous” perturbation theory for images of sub-Laplacians under “smoothly varying” families of irreducible unitary representations.     

Test for a specified signal when the noise covariance matrix is unknown

In the univariate case it is well known that the one sided t test is uniformly most powerful for the null hypothesis against all one sided alternatives. Such a property does not easily extend to the multivariate case. In this paper, a test derived for the hypothesis that the mean of a vector random variable is zero against specified alternatives, when the covariance matrix is unknown. This test depends on the given alternatives and is more powerful than Hotelling's T². The results are derived both for real and complex vector observations and under normal and spherical distributions. The properties of the proposed tests are investigated in detail when a single alternative is specified.     

An everywhere convergent series representation of the distribution of Hotelling's generalized T0

A new series representation of the exact distribution of Hotelling's generalized T₀² statistic is obtained. Unlike earlier work, the series representation given here is everywhere convergent. Explicit formulae are given for both the null and the non-central distributions. Earlier results by [1], 215–225), which are convergent on the interval [0, 1), are also derived quite simply from our formulae. The paper therefore provides a solution to the long standing problem of the exact distribution of the T₀² statistic in the general case.     

Two-sample rank tests based on exceeding observations

Simple rank statistics are used to test that two samples come from the same distribution. Šidák’s E-test (Apl. Mat. 22 (1977), 166–175) is based on the number of observations from one sample that exceed all observations from the other sample. A similar test statistic is defined in Ann. Inst. Stat. Math. 52 (1970), 255–266. We study asymptotic behavior of the moments of both statistics.     

Competitors of the Wilcoxon signed rank test

Summary Distribution-free statistics are proposed for one-sample location test, and are compared with the Wilcoxon signed rank test. It is shown that one of the statistics is superior to the Wilcoxon test in terms of approximate Bahadur efficiency. And we compare that statistic with the Wilcoxon test from the viewpoint of asymptotic expansion of power function under contiguous alternatives.     

Note on multidimensional empirical processes for φ-mixing random vectors

In 1974, Sen proved weak convergence of the empirical processes (in the J₁-topology on D^p[0, 1]) for a stationary φ-mixing sequence of stochastic p( 1)-vectors. In this note, we show that Sen's theorem on weak convergence of the multidimensional empirical process for a stationary φ-mixing sequence of stochastic vectors remains true under a less restrictive condition on the mixing constants {φ_n}, i.e., φ_n = O(n^−1−δ) for some δ > 0.     

Improvements of goodness-of-fit statistics for sparse multinomials based on normalizing transformations

We consider multinomial goodness-of-fit tests for a specified simple hypothesis under the assumption of sparseness. It is shown that the asymptotic normality of the PearsonX ² statistic (X _k ² ) and the log-likelihood ratio statistic (G _k ² ) assuming sparseness. In this paper, we improve the asymptotic normality ofX _k ² andG _k ² statistics based on two kinds of normalizing transformation. The performance of the transformed statistics is numerically investigated.     

On Thompson's Theorem

Let p be a prime divisor of the order of a finite group G. Thompson (1970, J. Algebra14, 129–134) has proved the following remarkable result: a finite group G is p-nilpotent if the degrees of all its nonlinear irreducible characters are divisible by p (in fact, in that case G is solvable). In this note, we prove that a group G, having only one nonlinear irreducible character of p′-degree is a cyclic extension of Thompson's group. This result is a consequence of the following theorem: A nonabelian simple group possesses two nonlinear irreducible characters χ₁ and χ₂ of distinct degrees such that p does not divide χ₁(1)χ₂(1) (here p is arbitrary but fixed). Our proof depends on the classification of finite simple groups. Some properties of solvable groups possessing exactly two nonlinear irreducible characters of p′-degree are proved. Some open questions are posed.     

Model-theoretic complexity of automatic structures

We study the complexity of automatic structures via well-established concepts from both logic and model theory, including ordinal heights (of well-founded relations), Scott ranks of structures, and Cantor–Bendixson ranks (of trees). We prove the following results: (1) The ordinal height of any automatic well-founded partial order is bounded by ω^ω. (2) The ordinal heights of automatic well-founded relations are unbounded below , the first non-computable ordinal. (3) For any computable ordinal α, there is an automatic structure of Scott rank at least α. Moreover, there are automatic structures of Scott rank . (4) For any computable ordinal α, there is an automatic successor tree of Cantor–Bendixson rank α.     

On the Power of R/S-Type Tests under Contiguous and Semi-Long Memory Alternatives

The paper deals with the power and robustness of the R/S type tests under contiguous alternatives. We briefly review some long memory models in levels and volatility, and describe the R/S-type tests used to test for the presence of long memory. The empirical power of the tests is investigated when replacing the fractional difference operator (1–L) ^d by the operator (1–rL) ^d , with r<1 close to 1, in the FARIMA, LARCH and ARCH time series models. We also investigate the Gegenbauer process with a pole of the spectral density at frequency close to zero.     

Rates of convergence of quadratic rank statistics

The rates of convergence of the distribution function of quadratic rank statistics to the X²-distribution under hypothesis and near alternatives are investigated. The considered quadratic rank statistics are used for testing the multivariate hypothesis of randomness. The method suggested by Jure?ková [7] is applied.     

Closer asymptotic approximations for the distributions of the power divergence goodness-of-fit statistics

Summary The members of the power divergence family of statistics all have an asymptotically equivalent χ² distribution (Cressie and Read [1]). An asymptotic expansion for the distribution function is derived which shows that the speed of convergence to this asymptotic limit is dependent on λ. Known results for Pearson'sX ² statistic and the log-likelihood ratio statistic then appear as special cases in a continuum rather than as separate (unrelated) expansions.     

Transformations with Improved Chi-Squared Approximations

Suppose that a nonnegative statistic T is asymptotically distributed as a chi-squared distribution with f degrees of freedom, χ²_f, as a positive number n tends to infinity. Bartlett correction T was originally proposed so that its mean is coincident with the one of χ²_f up to the order O(n⁻¹). For log-likelihood ratio statistics, many authors have shown that the Bartlett corrections are asymptotically distributed as χ²_f up to O(n⁻¹), or with errors of terms of O(n⁻²). Bartlett-type corrections are an extension of Bartlett corrections to other statistics than log-likelihood ratio statistics. These corrections have been constructed by using their asymptotic expansions up to O(n⁻¹). The purpose of the present paper is to propose some monotone transformations so that the first two moments of transformed statistics are coincident with the ones of χ²_f up to O(n⁻¹). It may be noted that the proposed transformations can be applied to a wide class of statistics whether their asymptotic expansions are available or not. A numerical study of some test statistics that are not a log-likelihood ratio statistic is discribed. It is shown that the proposed transformations of these statistics give a larger improvement to the chi-squared approximation than do the Bartlett corrections. Further, it is seen that the proposed approximations are comparable with the approximation based on an Edgeworth expansion.     

Walsh-Type Wavelet Packet Expansions

We consider a family of basic nonstationary wavelet packets generated using the Haar filters except for a finite number of scales where we allow the use of arbitrary filters. Such a system, which we call a system of Walsh-type wavelet packets, can be considered as a smooth generalization of the Walsh functions. We show that the basic Walsh-type wavelet packets share a number of metric properties with the Walsh system. We prove that the system constitutes a Schauder basis for L^p( ), 1<p<∞, and we construct an explicit function in L¹( ) for which the expansion fails. Then we prove that expansions of L^p( )-functions, 1<p<∞, in the Walsh-type wavelet packets converge pointwise a.e. Finally, we prove that the analogous results are true for periodic Walsh-type wavelet packets in L^p[0,1).     

Self-intersection local time for Gaussian ′( )-processes: Existence, path continuity and examples

In this paper we develop a criterion for existence or non-existence of self-intersection local time (SILT) for a wide class of Gaussian ′( ^d)-valued processes, we show that quite generally the SILT process has continuous paths, and we give several examples which illustrate existence of SILT for different ranges of dimensions (e.g., d ≤ 3, d ≤ 7 and 5 ≤ d ≤ 11 in the Brownian case). Some of the examples involve branching and exhibit “dimension gaps”. Our results generalize the work of Adler and coauthors, who studied the special case of “density processes” and proved that SILT paths are cadlag in the Brownian case making use of a “particle picture” approximation (this technique is not available for our general formulation).     

Asymptotic properties of Cramér-Smirnov statistics—A new approach

Let Y₁,…, Y_n be independent identically distributed random variables with distribution function F(x, θ), θ = (θ′₁, θ′₂), where θ_i (i = 1, 2) is a vector of p_i components, p = p₁ + p₂ and for θI, an open interval in ^p, F(x, θ) is continuous. In the present paper the author shows that the asymptotic distribution of modified Cramér-Smirnov statistic under H_n: θ₁ = θ₁₀ + n^−1/2γ, θ₂ unspecified, where γ is a given vector independent of n, is the distribution of a sum of weighted noncentral χ₁² variables whose weights are eigenvalues of a covariance function of a Gaussian process and noncentrality parameters are Fourier coefficients of the mean function of the Gaussian process. Further, the author exploits the special form of the covariance function by using perturbation theory to obtain the noncentrality parameters and the weights. The technique is applicable to other goodness-of-fit statistics such as U² [G. S. Watson, Biometrika 48 (1961), 109–114].     

Finite Energy Solutions of Maxwell''s Equations and Constructive Hodge Decompositions on Nonsmooth Riemannian Manifolds

We consider two basic potential theoretic problems in Riemannian manifolds: Hodge decompositions and Maxwell's equations. Here we are concerned with smoothness and integrability assumptions. In the context of L^p forms in Lipschitz domains, we show that both are well posed provided that 2−<p<2+, for some >0, depending on the domain. Our approach is constructive (in the sense that we produce integral representation formulas for the solutions) and emphasizes the intimate connections between the two problems at hand. Applications to other related PDEs, such as boundary problems for the Hodge Dirac operator, are also presented.     

Implicit vector equilibrium problems with applications

Let X and Y be Hausdorff topological vector spaces, K a nonempty, closed, and convex subset of X, C : K → 2^Y a point-to-set mapping such that for any χ ε K, C(χ) is a pointed, closed, and convex cone in Y and int C(χ) ≠ 0. Given a mapping g : K → K and a vector valued bifunction f : K × K → Y, we consider the implicit vector equilibrium problem (IVEP) of finding χ^* ε K such that f g(χ^*), y) -int C(χ) for all y ε K. This problem generalizes the (scalar) implicit equilibrium problem and implicit variational inequality problem. We propose the dual of the implicit vector equilibrium problem (DIVEP) and establish the equivalence between (IVEP) and (DIVEP) under certain assumptions. Also, we give characterizations of the set of solutions for (IVP) in case of nonmonotonicity, weak C-pseudomonotonicity, C-pseudomonotonicity, and strict C-pseudomonotonicity, respectively. Under these assumptions, we conclude that the sets of solutions are nonempty, closed, and convex. Finally, we give some applications of (IVEP) to vector variational inequality problems and vector optimization problems.     

3-Designs from the Z 4-Goethals Codes via a New Kloosterman Sum Identity

Recently, active research has been performed on constructing t-designs from linear codes over Z ₄. In this paper, we will construct a new simple 3 – (2 ^m , 7, 14/3 (2 ^m – 8)) design from codewords of Hamming weight 7 in the Z ₄-Goethals code for odd m 5. For 3 arbitrary positions, we will count the number of codewords of Hamming weight 7 whose support includes those 3 positions. This counting can be simplified by using the double-transitivity of the Goethals code and divided into small cases. It turns out interestingly that, in almost all cases, this count is related to the value of a Kloosterman sum. As a result, we can also prove a new Kloosterman sum identity while deriving the 3-design.