5 citations · 6 across the 6 of their papers we have counts for
4 papers · 1 filter
Testing for Stochastic Order in Interval-Valued Data
Hyejeong Choi, Johan Lim, Minjung Kwak +1
We construct a procedure to test the stochastic order of two samples of interval-valued data. We propose a test statistic which belongs to U-statistic and derive its asymptotic dis…
Covariate-dependent control limits for the detection of abnormal price changes in scanner data
Youngrae Kim, Sangkyun Kim, Johan Lim +3
Currently, large-scale sales data for consumer goods, called scanner data, are obtained by scanning the bar codes of individual products at the points of sale of retail outlets. Ma…
An Invariant Test for Equality of Two Large Scale Covariance Matrices
Taehyeon Koo, Seonghun Cho, Johan Lim
In this work, we are motivated by the recent work of Zhang et al. (2019) and study a new invariant test for equality of two large scale covariance matrices. Two modified likelihood…
Note on Mean Vector Testing for High-Dimensional Dependent Observations
Seonghun Cho, Johan Lim, Deepak Nag Ayyala +2
For the mean vector test in high dimension, Ayyala et al.(2017,153:136-155) proposed new test statistics when the observational vectors are M dependent. Under certain conditions, t…