A new spatial-sign test statistic based on coordinatewise pairwise-difference quantile scales for high-dimensional two-sample location under elliptical symmetry, with explicit stochastic expansion, weighted chi-square null limit under arbitrary correlations, diagonal-deletion correction, and Rademac
Statistica Sinica , year =
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An adaptive jump test for discretely observed high-frequency semimartingales is constructed by merging the Aït-Sahalia-Jacod ratio statistic and Lee-Mykland extreme-return statistic with the Cauchy combination rule, yielding asymptotic independence and closed-form power under the continuous null.
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High-Dimensional Two-Sample Test for Elliptical Symmetry Distribution
A new spatial-sign test statistic based on coordinatewise pairwise-difference quantile scales for high-dimensional two-sample location under elliptical symmetry, with explicit stochastic expansion, weighted chi-square null limit under arbitrary correlations, diagonal-deletion correction, and Rademac
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Adaptive Test for Jump
An adaptive jump test for discretely observed high-frequency semimartingales is constructed by merging the Aït-Sahalia-Jacod ratio statistic and Lee-Mykland extreme-return statistic with the Cauchy combination rule, yielding asymptotic independence and closed-form power under the continuous null.