During the Oxford Conference of the Econometric Society in 1936, Ragnar Frisch proposed a problem of characterization of distributions based on the property of linear regression of one linear function ...
Some existing nonparametric two-sample tests for equality of multivariate distributions perform unsatisfactorily when the two sample sizes are unbalanced. In particular, the power of these tests tends ...
Extreme Value Theory (EVT) offers a rigorous framework for the statistical analysis of rare, high-impact events by focusing on the tail behaviour of distributions. This theory underpins methodologies ...