3 papers
math.ST2020
Cramer-von Mises tests for Change Points
Rasmus Erlemann, Richard Lockhart, Rihan Yao
We study two nonparametric tests of the hypothesis that a sequence of independent observations is identically distributed against the alternative that at a single change point the…
stat.ME2020
Conditional Monte Carlo revisited
Bo Henry Lindqvist, Rasmus Erlemann, Gunnar Taraldsen
Conditional Monte Carlo refers to sampling from the conditional distribution of a random vector X given the value T(X) = t for a function T(X). Classical conditional Monte Carlo me…
math.ST2020
Conditional Goodness-of-Fit Tests for Discrete Distributions
Rasmus Erlemann, Bo Henry Lindqvist
In this paper, we address the problem of testing goodness-of-fit for discrete distributions, where we focus on the geometric distribution. We define new likelihood-based goodness-o…