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UID:20250815T045242EDT-4001iXwT97@132.216.98.100
DTSTAMP:20250815T085242Z
DESCRIPTION:Title: Goodness-of-Fit Testing for the Wishart Distributions\n
 \nAbstract: The problem of testing that a random sample is drawn from a sp
 ecific probability distribution is an old one\, the most famous example pe
 rhaps being the problem of testing that a sequence of playing cards was dr
 awn from a fairly shuffled deck. In recent years\, random data consisting 
 of positive definite (symmetric) matrices have appeared in areas of applie
 d research such as factor analysis\, diffusion tensor imaging\, wireless c
 ommunication systems\, synthetic aperture radar\, and models of financial 
 volatility. Given a random sample of positive definite matrices\, we devel
 op a goodness-of-fit test for the Wishart distributions. We derive the asy
 mptotic distribution of the test statistic in terms of a certain Gaussian 
 random field\, and we obtain an explicit formula for the corresponding cov
 ariance operator. The eigenfunctions of the covariance operator are determ
 ined explicitly\, and the eigenvalues are shown to satisfy certain interla
 cing properties. As an application\, we carry out a test that a financial 
 data set has a Wishart distribution and\, finally\, we describe some recen
 t research and open problems on related goodness-of-fit tests.\n\nhttps://
 mcgill.zoom.us/j/81501161882\n\nMeeting ID: 815 0116 1882\n\nPasscode: Non
 e\n
DTSTART:20241213T203000Z
DTEND:20241213T213000Z
LOCATION:Room 1104\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue
  Sherbrooke Ouest
SUMMARY:Donald Richards (Pennsylvania State University)
URL:/mathstat/channels/event/donald-richards-pennsylva
 nia-state-university-362005
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