Related papers: Consistent testing for a constant copula under str…
Partial quorum systems are widely used in distributed key-value stores due to their latency benefits at the expense of providing weaker consistency guarantees. The probabilistically bounded staleness framework (PBS) studied the…
Econometric applications with multi-way clustering often feature a small number of effective clusters or heavy-tailed data, making standard cluster-robust and bootstrap inference unreliable in finite samples. In this paper, we develop a…
Statistically equivalent blocks are not frequently considered in the context of nonparametric two-sample hypothesis testing. Despite the limited exposure, this paper shows that a number of classical nonparametric hypothesis tests can be…
Given observations from a stationary time series, permutation tests allow one to construct exactly level $\alpha$ tests under the null hypothesis of an i.i.d. (or, more generally, exchangeable) distribution. On the other hand, when the null…
The class of index-mixed copulas is introduced and its properties are investigated. Index-mixed copulas are constructed from given base copulas and a random index vector, and show a rather remarkable degree of analytical tractability. The…
This paper considers the problem of testing temporal homogeneity of $p$-dimensional population mean vectors from the repeated measurements of $n$ subjects over $T$ times. To cope with the challenges brought by high-dimensional longitudinal…
Mixing a passive scalar field by stirring can be measured in a variety of ways including tracer particle dispersion, via the flux-gradient relationship, or by suppression of scalar concentration variations in the presence of inhomogeneous…
Many scientific and engineering challenges -- ranging from pharmacokinetic drug dosage allocation and personalized medicine to marketing mix (4Ps) recommendations -- require an understanding of the unobserved heterogeneity in order to…
The Multiplicative Error Model (Engle (2002)) for nonnegative valued processes is specified as the product of a (conditionally autoregressive) scale factor and an innovation process with nonnegative support. A multivariate extension allows…
Parametric copula families have been known to flexibly capture various dependence patterns, e.g., either positive or negative dependence in either the lower or upper tails of bivariate distributions. In this paper, our objective is to…
This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and…
Dynamic multipliers can be used to guarantee the stability of Lurye systems with slope-restricted nonlinearities, but give no guarantee that the closed-loop system has finite incremental gain. We show that multipliers guarantee the…
Continuum Monte-Carlo simulations at constant pressure are performed on short chain molecules at surfaces. The rodlike chains, consisting of seven effective monomers, are attached at one end to a flat twodimensional substrate. It is found…
Boosting techniques from the field of statistical learning have grown to be a popular tool for estimating and selecting predictor effects in various regression models and can roughly be separated in two general approaches, namely gradient…
We give a hybrid two stage design which can be useful to estimate the reliability of a parallel-series and/or by duality a series-parallel system, when the component reliabilities are unknown as well as the total numbers of units allowed to…
We investigate the validity of two resampling techniques when carrying out inference on the underlying unknown copula using a recently proposed class of smooth, possibly data-adaptive nonparametric estimators that contains empirical…
The mixing efficiency of a flow advecting a passive scalar sustained by steady sources and sinks is naturally defined in terms of the suppression of bulk scalar variance in the presence of stirring, relative to the variance in the absence…
A common method to reduce the uncertainty of causal inferences from experiments is to assign treatments in fixed proportions within groups of similar units: blocking. Previous results indicate that one can expect substantial reductions in…
A stepped wedge design is a unidirectional crossover design where clusters are randomized to distinct treatment sequences. While model-based analysis of stepped wedge designs is standard practice to evaluate treatment effects accounting for…
Cluster analysis has proved to be an invaluable tool for the exploratory and unsupervised analysis of high dimensional datasets. Among methods for clustering, hierarchical approaches have enjoyed substantial popularity in genomics and other…