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math.ST2014
Accurate distribution of X^{T}X with singular, idempotent variance-covariance matrix
Hao Yuan Zhang, Jan Vrbik
Assume that X is a set of sample statistics which follow a special case Central Limit Theorem, namely: as the sample size n increases the corresponding distribution becomes multiva…
math.ST2014★ 1 cited
Improving Accuracy of Goodness-of-fit Test
Kris Duszak, Jan Vrbik
It is well known that the approximate distribution of the usual test statistic of a goodness-of-fit test is chi-square, with degrees of freedom equal to the number of categories mi…
math.ST2014
Finding an ARMA(p,q) model given its spectral density or its correlogram
Jan Vrbik
An ARMA model can be fully determined based on either its spectral density, or its correlogram, i.e. a formula for computing the corresponding k th serial correlation for any integ…