TY - JOUR A1 - Butenweg, Christoph A1 - Bursi, Oreste S. A1 - Paolacci, Fabrizio A1 - Marinković, Marko A1 - Lanese, Igor A1 - Nardin, Chiara A1 - Quinci, Gianluca ED - Yang, J. T1 - Seismic performance of an industrial multi-storey frame structure with process equipment subjected to shake table testing JF - Engineering Structures N2 - Past earthquakes demonstrated the high vulnerability of industrial facilities equipped with complex process technologies leading to serious damage of process equipment and multiple and simultaneous release of hazardous substances. Nonetheless, current standards for seismic design of industrial facilities are considered inadequate to guarantee proper safety conditions against exceptional events entailing loss of containment and related consequences. On these premises, the SPIF project -Seismic Performance of Multi-Component Systems in Special Risk Industrial Facilities- was proposed within the framework of the European H2020 SERA funding scheme. In detail, the objective of the SPIF project is the investigation of the seismic behaviour of a representative industrial multi-storey frame structure equipped with complex process components by means of shaking table tests. Along this main vein and in a performance-based design perspective, the issues investigated in depth are the interaction between a primary moment resisting frame (MRF) steel structure and secondary process components that influence the performance of the whole system; and a proper check of floor spectra predictions. The evaluation of experimental data clearly shows a favourable performance of the MRF structure, some weaknesses of local details due to the interaction between floor crossbeams and process components and, finally, the overconservatism of current design standards w.r.t. floor spectra predictions. KW - Multi-storey KW - Frame structure KW - Earthquake KW - Tank KW - Piping Y1 - 2021 U6 - http://dx.doi.org/10.1016/j.engstruct.2021.112681 SN - 0141-0296 VL - 243 IS - 15 PB - Elsevier CY - Amsterdam ER - TY - JOUR A1 - Baringhaus, Ludwig A1 - Gaigall, Daniel T1 - On Hotelling’s T² test in a special paired sample case JF - Communications in Statistics - Theory and Methods N2 - In a special paired sample case, Hotelling’s T² test based on the differences of the paired random vectors is the likelihood ratio test for testing the hypothesis that the paired random vectors have the same mean; with respect to a special group of affine linear transformations it is the uniformly most powerful invariant test for the general alternative of a difference in mean. We present an elementary straightforward proof of this result. The likelihood ratio test for testing the hypothesis that the covariance structure is of the assumed special form is derived and discussed. Applications to real data are given. KW - complete block symmetry KW - Hotelling’s T² test KW - likelihood ratio test KW - uniformly most powerful invariant test Y1 - 2017 U6 - http://dx.doi.org/10.1080/03610926.2017.1408828 SN - 1532-415X VL - 48 IS - 2 SP - 257 EP - 267 PB - Taylor & Francis CY - London ER - TY - JOUR A1 - Baringhaus, Ludwig A1 - Gaigall, Daniel T1 - Hotelling’s T² tests in paired and independent survey samples: An efficiency comparison JF - Journal of Multivariate Analysis N2 - Hotelling’s T² tests in paired and independent survey samples are compared using the traditional asymptotic efficiency concepts of Hodges–Lehmann, Bahadur and Pitman, as well as through criteria based on the volumes of corresponding confidence regions. Conditions characterizing the superiority of a procedure are given in terms of population canonical correlation type coefficients. Statistical tests for checking these conditions are developed. Test statistics based on the eigenvalues of a symmetrized sample cross-covariance matrix are suggested, as well as test statistics based on sample canonical correlation type coefficients. Y1 - 2017 U6 - http://dx.doi.org/10.1016/j.jmva.2016.11.004 SN - 0047-259X VL - 2017 IS - 154 SP - 177 EP - 198 PB - Elsevier CY - Amsterdam ER - TY - JOUR A1 - Baringhaus, Ludwig A1 - Gaigall, Daniel T1 - Efficiency comparison of the Wilcoxon tests in paired and independent survey samples JF - Metrika N2 - The efficiency concepts of Bahadur and Pitman are used to compare the Wilcoxon tests in paired and independent survey samples. A comparison through the length of corresponding confidence intervals is also done. Simple conditions characterizing the dominance of a procedure are derived. Statistical tests for checking these conditions are suggested and discussed. KW - Wilcoxon tests KW - Pitman efficiency KW - Bahadur efficiency KW - Length of confidence intervals KW - Kernel density estimator Y1 - 2018 U6 - http://dx.doi.org/10.1007/s00184-018-0661-4 SN - 1435-926X VL - 2018 IS - 81 SP - 891 EP - 930 PB - Springer CY - Berlin ER - TY - JOUR A1 - Baringhaus, Ludwig A1 - Gaigall, Daniel T1 - On an asymptotic relative efficiency concept based on expected volumes of confidence regions JF - Statistics - A Journal of Theoretical and Applied Statistic N2 - The paper deals with an asymptotic relative efficiency concept for confidence regions of multidimensional parameters that is based on the expected volumes of the confidence regions. Under standard conditions the asymptotic relative efficiencies of confidence regions are seen to be certain powers of the ratio of the limits of the expected volumes. These limits are explicitly derived for confidence regions associated with certain plugin estimators, likelihood ratio tests and Wald tests. Under regularity conditions, the asymptotic relative efficiency of each of these procedures with respect to each one of its competitors is equal to 1. The results are applied to multivariate normal distributions and multinomial distributions in a fairly general setting. KW - Volume of confidence regions KW - asymptotic relative efficiency KW - likelihood ratio test KW - multivariate normal distribution KW - multinomial distribution Y1 - 2019 U6 - http://dx.doi.org/10.1080/02331888.2019.1683560 SN - 1029-4910 VL - 53 IS - 6 SP - 1396 EP - 1436 PB - Taylor & Francis CY - London ER - TY - JOUR A1 - Gaigall, Daniel T1 - On a new approach to the multi-sample goodness-of-fit problem JF - Communications in Statistics - Simulation and Computation N2 - Suppose we have k samples X₁,₁,…,X₁,ₙ₁,…,Xₖ,₁,…,Xₖ,ₙₖ with different sample sizes ₙ₁,…,ₙₖ and unknown underlying distribution functions F₁,…,Fₖ as observations plus k families of distribution functions {G₁(⋅,ϑ);ϑ∈Θ},…,{Gₖ(⋅,ϑ);ϑ∈Θ}, each indexed by elements ϑ from the same parameter set Θ, we consider the new goodness-of-fit problem whether or not (F₁,…,Fₖ) belongs to the parametric family {(G₁(⋅,ϑ),…,Gₖ(⋅,ϑ));ϑ∈Θ}. New test statistics are presented and a parametric bootstrap procedure for the approximation of the unknown null distributions is discussed. Under regularity assumptions, it is proved that the approximation works asymptotically, and the limiting distributions of the test statistics in the null hypothesis case are determined. Simulation studies investigate the quality of the new approach for small and moderate sample sizes. Applications to real-data sets illustrate how the idea can be used for verifying model assumptions. KW - Goodness-of-fit test KW - Multi-sample problem KW - Parametric bootstrap Y1 - 2019 U6 - http://dx.doi.org/10.1080/03610918.2019.1618472 SN - 1532-4141 VL - 53 IS - 10 SP - 2971 EP - 2989 PB - Taylor & Francis CY - London ER - TY - JOUR A1 - Ditzhaus, Marc A1 - Gaigall, Daniel T1 - A consistent goodness-of-fit test for huge dimensional and functional data JF - Journal of Nonparametric Statistics N2 - A nonparametric goodness-of-fit test for random variables with values in a separable Hilbert space is investigated. To verify the null hypothesis that the data come from a specific distribution, an integral type test based on a Cramér-von-Mises statistic is suggested. The convergence in distribution of the test statistic under the null hypothesis is proved and the test's consistency is concluded. Moreover, properties under local alternatives are discussed. Applications are given for data of huge but finite dimension and for functional data in infinite dimensional spaces. A general approach enables the treatment of incomplete data. In simulation studies the test competes with alternative proposals. KW - Cramér-von-Mises statistic KW - separable Hilbert space KW - huge dimensional data KW - functional data Y1 - 2018 U6 - http://dx.doi.org/10.1080/10485252.2018.1486402 SN - 1029-0311 VL - 30 IS - 4 SP - 834 EP - 859 PB - Taylor & Francis CY - Abingdon ER - TY - JOUR A1 - Baringhaus, Ludwig A1 - Gaigall, Daniel A1 - Thiele, Jan Philipp T1 - Statistical inference for L²-distances to uniformity JF - Computational Statistics N2 - The paper deals with the asymptotic behaviour of estimators, statistical tests and confidence intervals for L²-distances to uniformity based on the empirical distribution function, the integrated empirical distribution function and the integrated empirical survival function. Approximations of power functions, confidence intervals for the L²-distances and statistical neighbourhood-of-uniformity validation tests are obtained as main applications. The finite sample behaviour of the procedures is illustrated by a simulation study. KW - Integrated empirical distribution (survival) function KW - Goodness-of-fit tests for uniformity KW - Numerical inversion of Laplace transforms KW - Coverage probability KW - Equivalence test Y1 - 2018 U6 - http://dx.doi.org/10.1007/s00180-018-0820-0 SN - 1613-9658 VL - 2018 IS - 33 SP - 1863 EP - 1896 PB - Springer CY - Berlin ER - TY - JOUR A1 - Baringhaus, Ludwig A1 - Gaigall, Daniel T1 - On an independence test approach to the goodness-of-fit problem JF - Journal of Multivariate Analysis N2 - Let X₁,…,Xₙ be independent and identically distributed random variables with distribution F. Assuming that there are measurable functions f:R²→R and g:R²→R characterizing a family F of distributions on the Borel sets of R in the way that the random variables f(X₁,X₂),g(X₁,X₂) are independent, if and only if F∈F, we propose to treat the testing problem H:F∈F,K:F∉F by applying a consistent nonparametric independence test to the bivariate sample variables (f(Xᵢ,Xⱼ),g(Xᵢ,Xⱼ)),1⩽i,j⩽n,i≠j. A parametric bootstrap procedure needed to get critical values is shown to work. The consistency of the test is discussed. The power performance of the procedure is compared with that of the classical tests of Kolmogorov–Smirnov and Cramér–von Mises in the special cases where F is the family of gamma distributions or the family of inverse Gaussian distributions. KW - Goodness-of-fit test KW - Independence test KW - Parametric bootstrap KW - Vapnik–Čhervonenkis class KW - Gamma distribution Y1 - 2015 U6 - http://dx.doi.org/10.1016/j.jmva.2015.05.013 SN - 0047-259X VL - 2015 IS - 140 SP - 193 EP - 208 PB - Elsevier CY - Amsterdam ER - TY - JOUR A1 - Gaigall, Daniel T1 - Test for Changes in the Modeled Solvency Capital Requirement of an Internal Risk Model JF - ASTIN Bulletin N2 - In the context of the Solvency II directive, the operation of an internal risk model is a possible way for risk assessment and for the determination of the solvency capital requirement of an insurance company in the European Union. A Monte Carlo procedure is customary to generate a model output. To be compliant with the directive, validation of the internal risk model is conducted on the basis of the model output. For this purpose, we suggest a new test for checking whether there is a significant change in the modeled solvency capital requirement. Asymptotic properties of the test statistic are investigated and a bootstrap approximation is justified. A simulation study investigates the performance of the test in the finite sample case and confirms the theoretical results. The internal risk model and the application of the test is illustrated in a simplified example. The method has more general usage for inference of a broad class of law-invariant and coherent risk measures on the basis of a paired sample. KW - Bootstrap KW - Empirical process KW - Functional Delta Method KW - Hadamard differentiability KW - Paired sample Y1 - 2021 U6 - http://dx.doi.org/10.1017/asb.2021.20 SN - 1783-1350 VL - 51 IS - 3 SP - 813 EP - 837 PB - Cambridge Univ. Press CY - Cambridge ER -