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Although there is an extensive literature on the eigenvalues of high-dimensional sample covariance matrices, much of it is specialized to independent components (IC) models -- in which observations are represented as linear transformations…

Statistics Theory · Mathematics 2023-05-05 Siyao Wang , Miles E. Lopes

In transformation regression models the response is transformed before fitting a regression model to covariates and transformed response. We assume such a model where the errors are independent from the covariates and the regression…

Statistics Theory · Mathematics 2020-02-17 Nick Kloodt , Natalie Neumeyer , Ingrid Van Keilegom

We consider semiparametric transformation models, where after pre-estimation of a parametric transformation of the response the data are modeled by means of nonparametric regression. We suggest subsequent procedures for testing lack-of-fit…

Methodology · Statistics 2019-01-25 Nick Kloodt , Natalie Neumeyer

We consider the problem of testing the mean of high-dimensional data when the dimension may grow without explicit rate restrictions relative to the sample size. The proposed procedure is based on the statistic V_n = n||Xn||^2, which avoids…

Statistics Theory · Mathematics 2026-05-18 Dietmar Ferger

A scalar-response functional model describes the association between a scalar response and a set of functional covariates. An important problem in the functional data literature is to test the nullity or linearity of the effect of the…

Methodology · Statistics 2017-10-17 Merve Yasemin Tekbudak , Marcela Alfaro Córdoba , Arnab Maity , Ana-Maria Staicu

The Full Bayesian Significance Test (FBST) possesses many desirable aspects, such as dismissing the need for hypotheses to have positive prior probability and providing a measure of evidence against $H_0$. Still, few attempts have been made…

Methodology · Statistics 2025-07-23 Rodrigo F. L. Lassance , Julio M. Stern , Rafael B. Stern

In this paper we consider the linear regression model $Y =S X+\varepsilon $ with functional regressors and responses. We develop new inference tools to quantify deviations of the true slope $S$ from a hypothesized operator $S_0$ with…

Statistics Theory · Mathematics 2021-08-17 Tim Kutta , Gauthier Dierickx , Holger Dette

We treat the problem of testing for association between a functional variable belonging to Hilbert space and a scalar variable. Particularly, we propose a distribution-free test statistic based on Kendall's Tau which is one of the most…

Methodology · Statistics 2019-12-10 Sneha Jadhav , Shuangge Ma

We take a different look at the problem of testing the independence of two metric-space-valued random variables using the distance correlation. Instead of testing if the distance correlation vanishes exactly, we are interested in the…

Statistics Theory · Mathematics 2025-11-19 Holger Dette , Marius Kroll

We study the constraints of crossing symmetry and unitarity for conformal field theories in the presence of a boundary, with a focus on the Ising model in various dimensions. We show that an analytic approach to the bootstrap is feasible…

High Energy Physics - Theory · Physics 2015-06-11 Pedro Liendo , Leonardo Rastelli , Balt C. van Rees

In this article, we present a nonparametric method for the general two-sample problem involving functional random variables modelled as elements of a separable Hilbert space ${\cal H}$. First, we present a general recipe based on linear…

Methodology · Statistics 2024-10-08 Bilol Banerjee

We consider marked empirical processes indexed by a randomly projected functional covariate to construct goodness-of-fit tests for the functional linear model with scalar response. The test statistics are built from continuous functionals…

Focusing on a high dimensional linear model $y = X\beta + \epsilon$ with dependent, non-stationary, and heteroskedastic errors, this paper applies the debiased and threshold ridge regression method that gives a consistent estimator for…

Statistics Theory · Mathematics 2021-10-27 Yunyi Zhang , Dimitris N. Politis

We introduce a general non-parametric independence test between right-censored survival times and covariates, which may be multivariate. Our test statistic has a dual interpretation, first in terms of the supremum of a potentially infinite…

Methodology · Statistics 2021-11-23 Tamara Fernandez , Arthur Gretton , David Rindt , Dino Sejdinovic

We propose a new testing procedure of heteroskedasticity in high-dimensional linear regression, where the number of covariates can be larger than the sample size. Our testing procedure is based on residuals of the Lasso. We demonstrate that…

Statistics Theory · Mathematics 2022-11-01 Akira Shinkyu

We develop non-asymptotically justified methods for hypothesis testing about the $p-$dimensional coefficients $\theta^{*}$ in (possibly nonlinear) regression models. Given a function $h:\,\mathbb{R}^{p}\mapsto\mathbb{R}^{m}$, we consider…

Statistics Theory · Mathematics 2019-07-01 Ying Zhu

In this article, we study whether the slope functions of two scalar-on-function regression models in two samples are associated with any arbitrary transformation along the vertical axis. The problem is formally stated as a statistical…

Methodology · Statistics 2025-12-09 Pratim Guha Niyogi , Subhra Sankar Dhar

A goodness-of-fit test for the Functional Linear Model with Scalar Response (FLMSR) with responses Missing at Random (MAR) is proposed in this paper. The test statistic relies on a marked empirical process indexed by the projected…

This paper studies the problem of testing whether a system of linear equality and inequality constraints admits a solution when the coefficients of that system may have to be estimated. We show that a wide range of inferential questions in…

Econometrics · Economics 2026-05-11 Leonard Goff , Eric Mbakop

The identification of the dependent components in multiple data sets is a fundamental problem in many practical applications. The challenge in these applications is that often the data sets are high-dimensional with few observations or…

Methodology · Statistics 2023-06-02 Martin Gölz , Tanuj Hasija , Michael Muma , Abdelhak M. Zoubir