9 citations · 11 across the 3 of their papers we have counts for
3 papers
stat.ME2023
Change point analysis -- the empirical Hankel transform approach
Žikica Lukić, Bojana Milošević
In this study, we introduce the first-of-its-kind class of tests for detecting change points in the distribution of a sequence of independent matrix-valued random variables. The te…
stat.ME2023★ 2 cited
A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
Žikica Lukić, Bojana Milošević
This paper introduces a novel two-sample test for a broad class of orthogonally equivalent positive definite symmetric matrix distributions. Our test is the first of its kind and w…
stat.ME2023★ 9 cited
Characterization-based approach for construction of goodness-of-fit test for Lévy distribution
Žikica Lukić, Bojana Milošević
The Lévy distribution, alongside the Normal and Cauchy distributions, is one of the only three stable distributions whose density can be obtained in a closed form. However, there a…