Showing stat.MEShow all
2 papers · 1 filter
stat.ME2024
Conditional correlation estimation and serial dependence identification
Kewin Pączek, Damian Jelito, Marcin Pitera +1
It has been recently shown in Jaworski, P., Jelito, D. and Pitera, M. (2024), 'A note on the equivalence between the conditional uncorrelation and the independence of random variab…
stat.ME2023
Goodness-of-fit tests for the one-sided Lévy distribution based on quantile conditional moments
Kewin Pączek, Damian Jelito, Marcin Pitera +1
In this paper we introduce a novel statistical framework based on the first two quantile conditional moments that facilitates effective goodness-of-fit testing for one-sided Lévy d…