activity
20042026
most citedMartingale transforms goodness-of-fit tests in regression models

116 citations · 208 across the 10 of their papers we have counts for

collaborators

11 papers

math.ST2026

Goodness-of-Fit Testing for Point Processes in Large Populations

Sami Umut Can, Estate V. Khmaladze, Roger J. A. Laeven

Suppose we have an observed path from a point process counting event occurrences in a large population. Based on the observed path, we would like to test the null hypothesis that t…

stat.ME2024

On the statistical analysis of grouped data: when Pearson and other divisible statistics are not goodness-of-fit tests

Sara Algeri, Estate V. Khmaladze

Thousands of experiments are analyzed, and papers are published each year involving the statistical analysis of grouped data. While this area of statistics is often perceived -- so…

stat.ME2020

Distribution free testing for linear regression. Extension to general parametric regression

Estate V. Khmaladze

Recently a distribution free approach for testing parametric hypotheses based on unitary transformations has been suggested in \cite{Khm13, Khm16, Khm17} and further studied in \ci…

math.ST2018

Asymptotic hypothesis testing for the colour blind problem

Laura Dumitrescu, Estate V. Khmaladze

In the classical two-sample problem, the conventional approach for testing distributions equality is based on the difference between the two marginal empirical distribution functio…

math.ST2016★ 17 cited

Unitary transformations, empirical processes and distribution free testing

Estate Khmaladze

The main message in this paper is that there are surprisingly many different Brownian bridges, some of them - familiar, some of them - less familiar. Many of these Brownian bridges…

math.ST2015★ 12 cited

Asymptotically distribution-free goodness-of-fit testing for tail copulas

Sami Umut Can, John H. J. Einmahl, Estate V. Khmaladze +1

Let be an i.i.d. sample from a bivariate distribution function that lies in the max-domain of attraction of an extreme value distribution. The asymptot…