3 papers
math.ST2025
Generalized Taylor's Law for Dependent and Heterogeneous Heavy-Tailed Data
Pok Him Cheng, Joel E. Cohen, Hok Kan Ling +1
Taylor's law, also known as fluctuation scaling in physics and the power-law variance function in statistics, is an empirical pattern widely observed across fields including ecolog…
stat.ME2024
Distance Correlation in Multiple Biased Sampling Models
Yuwei Ke, Hok Kan Ling, Yanglei Song
Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for t…
stat.ME2023
An Effective Multivariate Normality Test via Hessians of Empirical Cumulant Generating Functions
Kwun Chuen Gary Chan, Hok Kan Ling, Chuan-Fa Tang +1
In this article, we propose a new class of consistent tests for -variate normality. These tests are based on the characterization of the standard multivariate normal distributio…