4 papers
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…
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…
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…
Likelihood-based Spacings Goodness-of-Fit Statistics for Univariate Shape-constrained Densities
Kwun Chuen Gary Chan, Hok Kan Ling, Chuan-Fa Tang +1
A variety of statistics based on sample spacings have been studied for testing goodness-of-fit to parametric distributions. To test the goodness-of-fit to a nonparametric class of…