Directional differentiability for supremum-type functionals: statistical applications

DOI10.3150/19-BEJ1188zbMath1442.62110arXiv1902.01136OpenAlexW3019987585MaRDI QIDQ2174996

Luis-Alberto Rodríguez, Javier Cárcamo, Antonio Cuevas

Publication date: 27 April 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.01136

zbMATH Keywords

copulasempirical processesKolmogorov distanceDelta methodHadamard directional derivativemaximum mean discrepancyKolmogorov-Smirnov statisticBerk-Jones statisticKuiper statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Foundations and philosophical topics in statistics (62A01)

Related Items

Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach, Box-constrained monotone approximations to Lipschitz regularizations, with applications to robust testing, On approximate validation of models: a Kolmogorov-Smirnov-based approach, Uniform inference for value functions, Testing equivalence of multinomial distributions -- a constrained bootstrap approach, Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology, Measuring non-exchangeable tail dependence using tail copulas, Central limit theorems for semi-discrete Wasserstein distances, On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results

Uses Software

• EMD

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the optimal estimation of probability measures in weak and strong topologies
• Similarity of samples and trimming
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• On tests of radial symmetry for bivariate copulas
• Supremum norm differentiability
• Functional analysis, Sobolev spaces and partial differential equations
• Essential supremum norm differentiability
• Asymptotic analysis of stochastic programs
• On nondifferentiable functions and the bootstrap
• Limiting distributions of Kolmogorov-Smirnov type statistics under the alternative
• A general limit theorem for recursive algorithms and combinatorial structures
• Tests of stochastic monotonicity with improved power
• On concepts of directional differentiability
• The earth mover's distance as a metric for image retrieval
• On the contraction method with degenerate limit equation.
• Weak convergence and empirical processes. With applications to statistics
• On the empirical estimation of integral probability metrics
• A continuous mapping theorem for the smallest argmax functional
• New distance measures for classifying X-ray astronomy data into stellar classes
• Functional data analysis in the Banach space of continuous functions
• A contamination model for the stochastic order
• Integrated empirical processes in \(L^{p}\) with applications to estimate probability metrics
• Weak convergence of the least concave majorant of estimators for a concave distribution function
• Goodness-of-fit tests via phi-divergences
• Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type
• An Overview of the Goodness-of-Fit Test Problem for Copulas
• The Methods of Distances in the Theory of Probability and Statistics
• Probability Metrics
• Mathematical Foundations of Infinite-Dimensional Statistical Models
• Linear Interpolation With a Nonparametric Accelerated Failure-Time Model
• Goodness-of-fit test statistics that dominate the Kolmogorov statistics
• Uniform Central Limit Theorems
• Asymptotic Statistics
• Integral Probability Metrics and Their Generating Classes of Functions
• Inference for Empirical Wasserstein Distances on Finite Spaces
• Inference on Directionally Differentiable Functions
• Equivalence of Regression Curves
• NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING
• On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Convergence de la répartition empirique vers la répartition théorique
• Robust Statistics
• Optimal Transport
• A dual approach to inference for partially identified econometric models