5 papers
A unified approach for testing in Hilbert spaces on incomplete data
Daniel Gaigall, Philipp Wübbolding
We consider statistical testing on the basis of incomplete observations with values in a separable Hilbert space, where the dimension is possibly large or even infinite. The genera…
A BHEP test for multivariate normality on incomplete data
Daniel Gaigall, Philipp Wübbolding
A BHEP test for the null hypotesis of multivariate normality on the basis of incomplete data is introduced. Estimators for the underlying unknown parameters in this situation are s…
Jointly Exchangeable Collective Risk Models: Interaction, Structure, and Limit Theorems
Daniel Gaigall, Stefan Weber
We introduce a framework for systemic risk modeling in insurance portfolios using jointly exchangeable arrays, extending classical collective risk models to account for interaction…
Testing marginal homogeneity in Hilbert spaces with applications to stock market returns
Marc Ditzhaus, Daniel Gaigall
The paper considers a paired data framework and discuss the question of marginal homogeneity of bivariate high dimensional or functional data. The related testing problem can be en…
Testing hypotheses about mixture distributions using not identically distributed data
Daniel Gaigall
Testing hypotheses of goodness-of-fit about mixture distributions on the basis of independent but not necessarily identically distributed random vectors is considered. The hypothes…