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We propose a method for constructing confidence intervals that account for many forms of spatial correlation. The interval has the familiar `estimator plus and minus a standard error times a critical value' form, but we propose new methods…

Econometrics · Economics 2021-02-19 Ulrich K. Müller , Mark W. Watson

In this paper, we review the impact of small sample statistics on detection thresholds and corresponding confidence levels (CLs) in high contrast imaging at small angles. When looking close to the star, the number of resolution elements…

Standard inference about a scalar parameter estimated via GMM amounts to applying a t-test to a particular set of observations. If the number of observations is not very large, then moderately heavy tails can lead to poor behavior of the…

Econometrics · Economics 2020-07-15 Ulrich K. Mueller

We propose a new approach for clustering DNA features using array CGH data from multiple tumor samples. We distinguish data-collapsing: joining contiguous DNA clones or probes with extremely similar data into regions, from clustering:…

Applications · Statistics 2010-12-21 Kyung In Kim , Etienne Roquain , Mark Van De Wiel

The generalized Laplace (GL) distribution, which falls in the larger family of generalized hyperbolic distributions, provides a versatile model to deal with a variety of applications thanks to its shape parameters. The elliptically…

Methodology · Statistics 2025-04-15 Marco Geraci

In this paper, we study the joint detection and angle estimation problem for beamspace multiple-input multiple-output (MIMO) systems with multiple random jamming targets. An iterative low-complexity generalized likelihood ratio test (GLRT)…

Signal Processing · Electrical Eng. & Systems 2025-01-10 Pengguang Du , Cheng Zhang , Changwei Zhang , Zhilei Zhang , Yongming Huang

Digital constellations formed by hexagonal or other non-square two-dimensional lattices are often used in advanced digital communication systems. The integrals required to evaluate the symbol error rate (SER) of these constellations in the…

Information Theory · Computer Science 2019-02-20 Víctor Elvira , Ignacio Santamaría

Recently, global pulsar timing arrays have released results from searching for a nano-Hertz gravitational wave background signal. Although there has not been any definite evidence of the presence of such a signal in residuals of pulsar…

General Relativity and Quantum Cosmology · Physics 2022-10-12 A. Samajdar , G. Shaifullah , A. Sesana , J. Antoniadis , M. Burgay , D. J. Champion , S. Chen , M. Kramer , J. W. McKee , M. B. Mickaliger , E. Van der Wateren

A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In this way, the temporal signal properties -- harmonicity,…

Signal Processing · Electrical Eng. & Systems 2020-07-29 Bruno Scalzo , Ljubisa Stankovic , Danilo P. Mandic

Conventional statistics begins with a model, and assigns a likelihood of obtaining any particular set of data. The opposite approach, beginning with the data and assigning a likelihood to any particular model, is explored here for the case…

Data Analysis, Statistics and Probability · Physics 2009-10-30 Timothy E. Holy

So-called linear rank statistics provide a means for distribution-free (even in finite samples), yet highly flexible, two-sample testing in the setting of univariate random variables. Their flexibility derives from a choice of weights that…

Methodology · Statistics 2023-10-03 Dan D. Erdmann-Pham

In consensus clustering, a clustering algorithm is used in combination with a subsampling procedure to detect stable clusters. Previous studies on both simulated and real data suggest that consensus clustering outperforms native algorithms.…

Linear regression with normally distributed errors - including particular cases such as ANOVA, Student's t-test or location-scale inference - is a widely used statistical procedure. In this case the ordinary least squares estimator…

Methodology · Statistics 2019-09-18 Alain Desgagné

If the accelerated expansion of the universe is due to a modification of general relativity at late times, it is likely that the growth of structure on large scales would also display deviations from the standard cosmology. We investigate…

Cosmology and Nongalactic Astrophysics · Physics 2022-05-27 Marcell Howard , Arthur Kosowsky , Georgios Valogiannis

We develop a nonparametric extension of the sequential generalized likelihood ratio (GLR) test and corresponding time-uniform confidence sequences for the mean of a univariate distribution. By utilizing a geometric interpretation of the GLR…

Statistics Theory · Mathematics 2021-05-17 Jaehyeok Shin , Aaditya Ramdas , Alessandro Rinaldo

Clustered standard errors and approximate randomization tests are popular inference methods that allow for dependence within observations. However, they require researchers to know the cluster structure ex ante. We propose a procedure to…

Econometrics · Economics 2022-01-14 Yong Cai

We test general relativity (GR) at the effective redshift $\bar{z} \sim 1.5$ by estimating the statistic $E_G$, a probe of gravity, on cosmological scales $19 - 190\,h^{-1}{\rm Mpc}$. This is the highest-redshift and largest-scale…

INTRODUCTION: Wald's, the likelihood ratio (LR) and Rao's score tests and their corresponding confidence intervals (CIs), are the three most common estimators of parameters of Generalized Linear Models. On finite samples, these estimators…

Methodology · Statistics 2021-03-19 André Gillibert , Jacques Bénichou , Bruno Falissard

Strong gravitational lensing by irregular mass distributions, such as galaxy clusters, is generally not well quantified by cross sections of analytic mass models. Computationally expensive ray-tracing methods have so far been necessary for…

Astrophysics · Physics 2016-08-30 C. Fedeli , M. Meneghetti , M. Bartelmann , K. Dolag , L. Moscardini

In this review, we address the use of Monte Carlo methods for approximating definite integrals of the form $Z = \int L(x) d P(x)$, where $L$ is a target function (often a likelihood) and $P$ a finite measure. We present vertical-likelihood…

Computation · Statistics 2015-06-24 Nicholas G. Polson , James G. Scott