Related papers: A powerful test based on tapering for use in funct…
This paper studies John's test for sphericity of the error terms in large panel data models, where the number of cross-section units $n$ is large enough to be comparable to the number of times series observations $T$, or even larger. Based…
This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…
In this paper, we discuss tests for mean vector of high-dimensional data when the dimension $p$ is a function of sample size $n$. One of the tests, called the decomposite $T^{2}$-test, in the high-dimensional testing problem is constructed…
Many large-scale testing procedures learn signal structure from the data to boost power. Direct data reuse can inflate Type-I error ("double dipping"), so a common remedy is masking: withholding some information during learning and using it…
We investigate properties of a bootstrap-based methodology for testing hypotheses about equality of certain characteristics of the distributions between different populations in the context of functional data. The suggested testing…
Two-sample tests for multivariate data and especially for non-Euclidean data are not well explored. This paper presents a novel test statistic based on a similarity graph constructed on the pooled observations from the two samples. It can…
This note complements the paper "The quest for optimal sampling: Computationally efficient, structure-exploiting measurements for compressed sensing" [2]. Its purpose is to present a proof of a result stated therein concerning the recovery…
We develop a Fourier analysis for a generalization of the class of periodic functions, often referred to as $(\theta, T)$-periodic functions, and prove several properties and inequalities related to the Fourier transform, including a type…
We propose a new factor analysis framework and estimators of the factors and loadings that are robust to certain weak factors in a large $N$ and large $T$ setting. Our framework, by simultaneously considering all quantile levels of the…
The paper is devoted to tests for uniformity based on sum-functions of overlapping spacings, where the order of spacings can diverge to infinity as the sample size increases. In particular, it is shown that the asymptotic local power of…
A new time series bootstrap scheme, the time frequency toggle (TFT)-bootstrap, is proposed. Its basic idea is to bootstrap the Fourier coefficients of the observed time series, and then to back-transform them to obtain a bootstrap sample in…
Ordered testing procedures are multiple testing procedures that exploit a pre-specified ordering of the null hypotheses, from most to least promising. We analyze and compare the power of several recent proposals using the asymptotic…
Gaussian conditional realizations are routinely used for risk assessment and planning in a variety of Earth sciences applications. Conditional realizations can be obtained by first creating unconditional realizations that are then…
Factor analysis is a widely used statistical tool in many scientific disciplines, such as psychology, economics, and sociology. As observations linked by networks become increasingly common, incorporating network structures into factor…
For some variants of regression models, including partial, measurement error or error-in-variables, latent effects, semi-parametric and otherwise corrupted linear models, the classical parametric tests generally do not perform well. Various…
Assume that samples of a filtered version of a function in a shift-invariant space are avalaible. This work deals with the existence of a sampling formula involving these samples and having reconstruction functions with compact support.…
We present large sample properties and conditions for asymptotic normality of linear functionals of powers of the periodogram constructed with the use of tapered data.
Vast literature on experimental design extends from Fisher and Snedecor to the modern day. When data lies beyond the assumption of univariate normality, nonparametric methods including rank based statistics and permutation tests are…
In this paper, we survey some recent results on statistical inference (parametric and nonparametric statistical estimation, hypotheses testing) about the spectrum of stationary models with tapered data, as well as, a question concerning…
We consider the problem of hypothesis testing in the situation when the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of the Score Function test,…