38 citations · 138 across the 16 of their papers we have counts for
16 papers
A bootstrap approach for testing invariance under parameterized group actions: orthogonal reflections and axial symmetry
Alejandro Cholaquidis, Juan Cuesta-Albertos, Ricardo Fraiman +1
Testing whether a multivariate distribution is invariant under an orthogonal transformation is a classical problem when the transformation is fixed in advance. We address a harder…
The complex behaviour of Galton rank order statistic
E. del Barrio, J. A. Cuesta-Albertos, C. Matran
Galton's rank order statistic is one of the oldest statistical tools for two-sample comparisons. It is also a very natural index to measure departures from stochastic dominance. Ye…
On a projection-based class of uniformity tests on the hypersphere
Eduardo García-Portugués, Paula Navarro-Esteban, Juan A. Cuesta-Albertos
We propose a projection-based class of uniformity tests on the hypersphere using statistics that integrate, along all possible directions, the weighted quadratic discrepancy betwee…
A Cramér-von Mises test of uniformity on the hypersphere
Eduardo García-Portugués, Paula Navarro-Esteban, Juan A. Cuesta-Albertos
Testing uniformity of a sample supported on the hypersphere is one of the first steps when analysing multivariate data for which only the directions (and not the magnitudes) are of…
High-dimensional outlier detection using random projections
P. Navarro-Esteban, J. A. Cuesta-Albertos
There exist multiple methods to detect outliers in multivariate data in the literature, but most of them require to estimate the covariance matrix. The higher the dimension, the mo…
Center-Outward Distribution Functions, Quantiles, Ranks, and Signs in
Eustasio del Barrio, Juan A. Cuesta-Albertos, Marc Hallin +1
Univariate concepts as quantile and distribution functions involving ranks and signs, do not canonically extend to . Palliating that has generated an abundan…