2 citations · 2 across the 9 of their papers we have counts for
10 papers
Testing independence in the presence of missing data: high-dimensional case
Marija Cuparić, Bojana Milošević, Jelena Radojević
In this paper, we consider the problem of testing independence in high-dimensional settings with missing data. Building upon a recently proposed Kendall-based statistic, we introdu…
Two-Sample Testing with Missing Data via Energy Distance: Weighting and Imputation Approaches
Danijel G. Aleksić, Bojana Milošević
In this paper, we address the problem of two-sample testing in the presence of missing data under a variety of missingness mechanisms. Our focus is on the well-known energy distanc…
On the application of Jammalamadaka-Jiménez Gamero-Meintanis test for circular regression model assessment
Katarina Halaj, Bernhard Klar, Bojana Milošević +1
We study a circular-circular multiplicative regression model, characterized by an angular error distribution assumed to be wrapped Cauchy. We propose a specification procedure for…
Nonparametric estimation on the circle based on Fejér polynomials
Bernhard Klar, Bojana Milošević, Marko Obradović
This paper presents a comprehensive study of nonparametric estimation techniques on the circle using Fejér polynomials, which are analogues of Bernstein polynomials for periodic fu…
To impute or not to? Testing multivariate normality on incomplete dataset: Revisiting the BHEP test
Danijel Aleksić, Bojana Milošević
In this paper, we focus on testing multivariate normality using the BHEP test with data that are missing completely at random. Our objective is twofold: first, to gain insight into…
A new flexible class of kernel-based tests of independence
Marija Cuparić, Bruno Ebner, Bojana Milošević
Spherical and hyperspherical data are commonly encountered in diverse applied research domains, underscoring the vital task of assessing independence within such data structures. I…
Change point analysis -- the empirical Hankel transform approach
Žikica Lukić, Bojana Milošević
In this study, we introduce the first-of-its-kind class of tests for detecting change points in the distribution of a sequence of independent matrix-valued random variables. The te…
Bahadur efficiency of EDF based normality tests when parameters are estimated
Bojana Milošević, Ya. Yu. Nikitin, Marko Obradović
In this paper some well-known tests based on empirical distribution functions (EDF) with estimated parameters for testing composite normality hypothesis are revisited, and some new…
Asymptotic distribution of certain degenerate V- and U-statistics with estimated parameters
Marija Cuparić, Bojana Milošević, Marko Obradović
The asymptotic distribution of a wide class of V- and U-statistics with estimated parameters is derived in the case when the kernel is not necessarily differentiable along the para…
Asymptotic Efficiency of New Exponentiality Tests Based on a Characterization
Bojana Milošević
Two new tests for exponentiality, of integral and Kolmogorov type, are proposed. They are based on a recent characterization and formed using appropriate V-statistics. Their asympt…