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 - https://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 - https://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 - 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 - https://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 - Rothman–Woodroofe symmetry test statistic revisited JF - Computational Statistics & Data Analysis N2 - The Rothman–Woodroofe symmetry test statistic is revisited on the basis of independent but not necessarily identically distributed random variables. The distribution-freeness if the underlying distributions are all symmetric and continuous is obtained. The results are applied for testing symmetry in a meta-analysis random effects model. The consistency of the procedure is discussed in this situation as well. A comparison with an alternative proposal from the literature is conducted via simulations. Real data are analyzed to demonstrate how the new approach works in practice. Y1 - 2020 U6 - https://doi.org/10.1016/j.csda.2019.106837 SN - 0167-9473 VL - 2020 IS - 142 SP - Artikel 106837 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 - https://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 - TY - JOUR A1 - Gaigall, Daniel T1 - Testing marginal homogeneity of a continuous bivariate distribution with possibly incomplete paired data JF - Metrika N2 - We discuss the testing problem of homogeneity of the marginal distributions of a continuous bivariate distribution based on a paired sample with possibly missing components (missing completely at random). Applying the well-known two-sample Crámer–von-Mises distance to the remaining data, we determine the limiting null distribution of our test statistic in this situation. It is seen that a new resampling approach is appropriate for the approximation of the unknown null distribution. We prove that the resulting test asymptotically reaches the significance level and is consistent. Properties of the test under local alternatives are pointed out as well. Simulations investigate the quality of the approximation and the power of the new approach in the finite sample case. As an illustration we apply the test to real data sets. KW - Marginal homogeneity test KW - Crámer–von-Mises distance KW - Paired sample KW - Incomplete data KW - Resampling test Y1 - 2019 U6 - https://doi.org/10.1007/s00184-019-00742-5 SN - 1435-926X VL - 2020 IS - 83 SP - 437 EP - 465 PB - Springer ER - TY - JOUR A1 - Gaigall, Daniel T1 - Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data JF - Communications in Statistics - Theory and Methods N2 - The established Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic is investigated for partly not identically distributed data. Surprisingly, it turns out that the statistic has the well-known distribution-free limiting null distribution of the classical criterion under standard regularity conditions. An application is testing goodness-of-fit for the regression function in a non parametric random effects meta-regression model, where the consistency is obtained as well. Simulations investigate size and power of the approach for small and moderate sample sizes. A real data example based on clinical trials illustrates how the test can be used in applications. KW - Brownian Pillow KW - Hoeffding-Blum-Kiefer-Rosenblatt independence test KW - not identically distributed KW - random effects meta-regression model Y1 - 2020 U6 - https://doi.org/10.1080/03610926.2020.1805767 SN - 1532-415X VL - 51 IS - 12 SP - 4006 EP - 4028 PB - Taylor & Francis CY - London ER - TY - JOUR A1 - Gaigall, Daniel A1 - Gerstenberg, Julian A1 - Trinh, Thi Thu Ha T1 - Empirical process of concomitants for partly categorial data and applications in statistics JF - Bernoulli N2 - On the basis of independent and identically distributed bivariate random vectors, where the components are categorial and continuous variables, respectively, the related concomitants, also called induced order statistic, are considered. The main theoretical result is a functional central limit theorem for the empirical process of the concomitants in a triangular array setting. A natural application is hypothesis testing. An independence test and a two-sample test are investigated in detail. The fairly general setting enables limit results under local alternatives and bootstrap samples. For the comparison with existing tests from the literature simulation studies are conducted. The empirical results obtained confirm the theoretical findings. KW - bootstrap KW - Categorial variable KW - Concomitant KW - Empirical process KW - Independence test Y1 - 2022 U6 - https://doi.org/10.3150/21-BEJ1367 SN - 1573-9759 VL - 28 IS - 2 SP - 803 EP - 829 PB - International Statistical Institute CY - Den Haag, NL ER - TY - JOUR A1 - Ditzhaus, Marc A1 - Gaigall, Daniel T1 - Testing marginal homogeneity in Hilbert spaces with applications to stock market returns JF - Test N2 - This paper considers a paired data framework and discusses the question of marginal homogeneity of bivariate high-dimensional or functional data. The related testing problem can be endowed into a more general setting for paired random variables taking values in a general Hilbert space. To address this problem, a Cramér–von-Mises type test statistic is applied and a bootstrap procedure is suggested to obtain critical values and finally a consistent test. The desired properties of a bootstrap test can be derived that are asymptotic exactness under the null hypothesis and consistency under alternatives. Simulations show the quality of the test in the finite sample case. A possible application is the comparison of two possibly dependent stock market returns based on functional data. The approach is demonstrated based on historical data for different stock market indices. Y1 - 2022 U6 - https://doi.org/10.1007/s11749-022-00802-5 SN - 1863-8260 VL - 2022 IS - 31 SP - 749 EP - 770 PB - Springer ER - TY - JOUR A1 - Marinković, Marko A1 - Flores Calvinisti, Santiago A1 - Butenweg, Christoph T1 - Numerical analysis of reinforced concrete frame buildings with decoupled infill walls T1 - Numerička analiza armiranobe tonskih okvirnih zgrada sa izolovanom zidanom ispunom JF - Building Materials and Structures JF - Građevinski materijali i konstrukcije N2 - Reinforced concrete (RC) buildings with masonry infill walls are widely used in many countries all over the world. Although infills are considered as non-structural elements, they significantly change dynamic characteristics of RC frame structures during earthquake excitation. Recently, significant effort was spent on studying decoupled infills, which are isolated from the surrounding frame usually by adding a gap between frame and infill. In this case, the frame deformation does not activate infill wall, thus infills are not influencing the behaviour of the frame. This paper presents the results of the investigation of the behaviour of RC frame buildings with the INODIS system that decouples masonry infills from the surrounding frame. Effect of masonry infill decoupling was investigated first on the one-bay onestorey frame. This was used as a base for parametric study on the frames with more bays and storeys, as well as on the building level. Change of stiffness and dynamic characteristics was analysed as well as response under earthquake loading. Comparison with the bare frame and traditionally infilled frame was performed. The results show that behaviour of the decoupled infilled frames is similar to the bare frame, whereas behaviour of frames with traditional infills is significantly different and demands complex numerical models. This means that if adequate decoupling is applied, design of N2 - Armiranobetonske (AB) zgrade sa zidanom ispunom se izvode u mnogim zemljama širom sveta. Iako se zidana ispuna posmatra kao nekonstruktivni element, ona značajno utiče na promenu dinamičkih karakteristika AB ramovskih konstrukcija u toku zemljotresnog dejstva. Odskora, značajan napor je utrošen na istraživanje izolovanih ispuna, koje su odvojene od okolnog rama obično ostavljanjem prostora između rama i ispune. U ovom slučaju deformacija rama ne aktivira ispunu i na taj način ispuna ne utiče na ponašanje rama. Ovaj rad predstavlja rezultate istraživanja ponašanja AB ramovskih zgrada sa INODIS sistemom koji izoluje ispunu u odnosu na okolni ram. Uticaj izolovane ispune je prvo ispitan na jednospratnim i jednobrodnim ramovima. Ovo je iskorišćeno kao osnova za parametarsku analizu na višespratnim i višebrodnim ramovima, kao i na primeru zgrade. Promena krutosti i dinamičkih karakteristika je analizirano kao i odgovor pri zemljotresnom dejstvu. Izvršeno je poređenje sa praznom ramovskom konstrukcijom kao i ramovima ispunjenim ispunom na tradicionalni način. Rezultati pokazuju da je ponašanje ramova sa izolovanom ispunom slično ponašanju praznih ramova, dok je ponašanje ramova sa tradicionalnom ispunom daleko drugačije i zahteva kompleksne numeričke modele. Ovo znači da ukoliko se primeni adekvatna konstruktivna mera izolacije ispune, proračun ramovskim zgrada sa zidanom ispunom se može značajno pojednostaviti. KW - masonry infill KW - seismic KW - INODIS KW - in-plane behaviour KW - out-of-plane behaviour Y1 - 2020 U6 - https://doi.org/10.5937/GRMK2004013M SN - 2217-8139 N1 - Text serbisch, ab 2011 serbisch und englisch VL - 63 IS - 4 SP - 13 EP - 48 PB - Society for Materials and Structures Testing of Serbia CY - Belgrad ER -