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Manole T, Balakrishnan S, Wasserman L. Minimax confidence intervals for the Sliced Wasserstein distance. Electron J Stat 2022. [DOI: 10.1214/22-ejs2001] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- Tudor Manole
- Department of Statistics and Data Science, Carnegie Mellon University
| | | | - Larry Wasserman
- Department of Statistics and Data Science, Carnegie Mellon University
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Affiliation(s)
- Changbo Zhu
- Department of Statistics, University of Illinois at Urbana-Champaign, Champaign, IL, 61820, USA
| | - Xiaofeng Shao
- Department of Statistics, University of Illinois at Urbana-Champaign, Champaign, IL, 61820, USA
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Ebner B, Henze N. Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$-statistics. TEST-SPAIN 2020. [DOI: 10.1007/s11749-020-00740-0] [Citation(s) in RCA: 13] [Impact Index Per Article: 3.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
Abstract
AbstractThis article gives a synopsis on new developments in affine invariant tests for multivariate normality in an i.i.d.-setting, with special emphasis on asymptotic properties of several classes of weighted $$L^2$$
L
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-statistics. Since weighted $$L^2$$
L
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-statistics typically have limit normal distributions under fixed alternatives to normality, they open ground for a neighborhood of model validation for normality. The paper also reviews several other invariant tests for this problem, notably the energy test, and it presents the results of a large-scale simulation study. All tests under study are implemented in the accompanying -package .
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Berthet P, Fort JC, Klein T. A Central Limit Theorem for Wasserstein type distances between two distinct univariate distributions. ANNALES DE L'INSTITUT HENRI POINCARÉ, PROBABILITÉS ET STATISTIQUES 2020. [DOI: 10.1214/19-aihp990] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Sommerfeld M, Munk A. Inference for empirical Wasserstein distances on finite spaces. J R Stat Soc Series B Stat Methodol 2017. [DOI: 10.1111/rssb.12236] [Citation(s) in RCA: 47] [Impact Index Per Article: 6.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 02/05/2023]
Affiliation(s)
| | - Axel Munk
- University of Göttingen; Germany
- Max Planck Institute for Biophysical Chemistry; Göttingen Germany
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Baringhaus L, Henze N. Cramér–von Mises distance: probabilistic interpretation, confidence intervals, and neighbourhood-of-model validation. J Nonparametr Stat 2017. [DOI: 10.1080/10485252.2017.1285029] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/20/2022]
Affiliation(s)
- L. Baringhaus
- Institut für Mathematische Stochastik, Leibniz Universität Hannover, Hannover, Germany
| | - N. Henze
- Karlsruher Institut für Technologie (KIT), Institut für Stochastik, Karlsruhe, Germany
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On Wasserstein Two-Sample Testing and Related Families of Nonparametric Tests. ENTROPY 2017. [DOI: 10.3390/e19020047] [Citation(s) in RCA: 94] [Impact Index Per Article: 13.4] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/16/2022]
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Martínez-Camblor P, Carleos C, Corral N. Cramér-Von Mises Statistic for Repeated Measures. REVISTA COLOMBIANA DE ESTADÍSTICA 2014. [DOI: 10.15446/rce.v37n1.44357] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/09/2022] Open
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Quessy JF, Éthier F. Cramér–von Mises and characteristic function tests for the two and -sample problems with dependent data. Comput Stat Data Anal 2012. [DOI: 10.1016/j.csda.2011.12.021] [Citation(s) in RCA: 10] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/14/2022]
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Álvarez-Esteban PC, del Barrio E, Cuesta-Albertos JA, Matrán C. Trimmed Comparison of Distributions. J Am Stat Assoc 2012. [DOI: 10.1198/016214508000000274] [Citation(s) in RCA: 22] [Impact Index Per Article: 1.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/21/2022]
Affiliation(s)
- Pedro César Álvarez-Esteban
- Pedro César Álvarez-Esteban is Associate Professor , Eustasio del Barrio is Associate Professor, and Carlos Matrán is Professor, Department of Statistics and Operations Research, University of Valladolid, Valladolid, Spain. Juan Antonio Cuesta-Albertos is Professor, Department of Mathematics, Statistics, and Computation, University of Cantabria, Santander, Spain. This research was supported in part by the Spanish Ministry of Science and Technology and FEDER (grant BFM2005-04430-C02-01 and 02) and by the
| | - Eustasio del Barrio
- Pedro César Álvarez-Esteban is Associate Professor , Eustasio del Barrio is Associate Professor, and Carlos Matrán is Professor, Department of Statistics and Operations Research, University of Valladolid, Valladolid, Spain. Juan Antonio Cuesta-Albertos is Professor, Department of Mathematics, Statistics, and Computation, University of Cantabria, Santander, Spain. This research was supported in part by the Spanish Ministry of Science and Technology and FEDER (grant BFM2005-04430-C02-01 and 02) and by the
| | - Juan Antonio Cuesta-Albertos
- Pedro César Álvarez-Esteban is Associate Professor , Eustasio del Barrio is Associate Professor, and Carlos Matrán is Professor, Department of Statistics and Operations Research, University of Valladolid, Valladolid, Spain. Juan Antonio Cuesta-Albertos is Professor, Department of Mathematics, Statistics, and Computation, University of Cantabria, Santander, Spain. This research was supported in part by the Spanish Ministry of Science and Technology and FEDER (grant BFM2005-04430-C02-01 and 02) and by the
| | - Carlos Matrán
- Pedro César Álvarez-Esteban is Associate Professor , Eustasio del Barrio is Associate Professor, and Carlos Matrán is Professor, Department of Statistics and Operations Research, University of Valladolid, Valladolid, Spain. Juan Antonio Cuesta-Albertos is Professor, Department of Mathematics, Statistics, and Computation, University of Cantabria, Santander, Spain. This research was supported in part by the Spanish Ministry of Science and Technology and FEDER (grant BFM2005-04430-C02-01 and 02) and by the
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Pereira LM. Bioequivalence testing by statistical shape analysis. J Pharmacokinet Pharmacodyn 2007; 34:451-84. [PMID: 17554610 DOI: 10.1007/s10928-007-9055-3] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/22/2006] [Accepted: 03/13/2007] [Indexed: 10/23/2022]
Abstract
Bioequivalence testing has been traditionally centered in summary variables such as AUC, C (max) and t (max) which filter out the intrinsic information conveyed by discrete sequential concentration-time observations. Comparing entire concentration-time profiles between test and reference formulations for bioequivalence purposes provides stronger evidence about either their similarity or their discrepancy. The Kullback-Leibler information criterion (KLIC) may be computed for each concentration-time across all subjects between formulations of the same drug, with a standard crossover study design. It has been shown that if properly scaled it follow a chi-squared distribution and dependent p-values may be computed in order to construct a bioequivalence criterion. Extensive simulations and real data were used to compare it with the current standard procedures. This statistical shape analysis method may provide important clinical and regulatory advantages.
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Affiliation(s)
- Luis Marcelo Pereira
- Pharmaceutical Sciences Department, Massachusetts College of Pharmacy and Health Sciences, 179 Longwood Avenue, Boston, MA 02115, USA.
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