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math.ST2022
Nonparametric testing via partial sorting
Krzysztof Bisewski, H. M. Jansen, Yoni Nazarathy
In this paper we introduce the idea of partially sorting data to design nonparametric tests. This approach gives rise to tests that are sensitive to both the order and the underlyi…
math.PR2022
Lower bound for the expected supremum of fractional Brownian motion using coupling
Krzysztof Bisewski
We derive a new theoretical lower bound for the expected supremum of drifted fractional Brownian motion with Hurst index over (in)finite time horizon. Extensive simulat…