• Conditional Goodness-of-Fit Tests for Discrete Distributions 

      Erlemann, Rasmus; Lindqvist, Bo Henry (Journal article; Peer reviewed, 2022)
      In this paper, we address the problem of testing goodness-of-fit for discrete distributions, where we focus on the geometric distribution. We define new likelihood-based goodness-of-fit tests using the beta-geometric ...
    • Conditional Monte Carlo revisited 

      Lindqvist, Bo Henry; Erlemann, Rasmus; Taraldsen, Gunnar (Peer reviewed; Journal article, 2021)
      Conditional Monte Carlo refers to sampling from the conditional distribution of a random vector X given the value T ( X ) = t for a function T ( X ) . Classical conditional Monte Carlo methods were designed for estimating ...
    • Cramér-von Mises tests for change points 

      Erlemann, Rasmus; Lockhart, Richard; Yao, Rihan (Journal article; Peer reviewed, 2021)
      We study two nonparametric tests of the hypothesis that a sequence of independent observations is identically distributed against the alternative that at a single change point the distribution changes. The tests are based ...