2 papers
math.ST2026
Unrestricted conditional maximum likelihood estimation for a Fréchet regression model
Marcio Reverbel, Johan Segers
Heavy-tailed response variables are routinely modeled as a function of covariates, but the asymptotic theory available for the resulting maximum likelihood estimators sidesteps cer…
math.ST2026
Addressing parity blindness of data-driven Sobolev tests on the hypersphere
Marcio Reverbel
We study the asymptotic behavior of the data-driven Sobolev test for testing uniformity on the (hyper)sphere. We show that it can be blind to certain contiguous alternatives and pr…