Related papers: A Cram\'{e}r moderate deviation theorem for Hotell…
This paper considers the problem of model selection under domain shift. Motivated by principles from distributionally robust optimisation and domain adaptation theory, it is proposed that the training-validation split should maximise the…
We develop a maximum-likelihood based method for regression in a setting where the dependent variable is a random graph and covariates are available on a graph-level. The model generalizes the well-known $\beta$-model for random graphs by…
We consider the problem of estimating the mean of a random vector based on $N$ independent, identically distributed observations. We prove the existence of an estimator that has a near-optimal error in all directions in which the variance…
Let $(\xi_i,\mathcal{F}_i)_{i\geq1}$ be a sequence of martingale differences. Set $X_n=\sum_{i=1}^n \xi_i $ and $ \langle X \rangle_n=\sum_{i=1}^n \mathbf{E}(\xi_i^2|\mathcal{F}_{i-1}).$ We prove Cram\'er's moderate deviation expansions for…
A new test of normality based on a standardised empirical process is introduced in this article. The first step is to introduce a Cram\'er-von Mises type statistic with weights equal to the inverse of the standard normal density function…
Every probability distribution can be approximated up to a given precision by a phase-type distribution, i.e. a distribution encoded by a continuous time Markov chain (CTMC). However, an excessive number of states in the corresponding CTMC…
We study the problem of quickest detection of a change in the mean of an observation sequence, under the assumption that both the pre- and post-change distributions have bounded support. We first study the case where the pre-change…
A novel method is proposed for detecting changes in the covariance structure of moderate dimensional time series. This non-linear test statistic has a number of useful properties. Most importantly, it is independent of the underlying…
Inference in models where the parameter is defined by moment inequalities is of interest in many areas of economics. This paper develops a new method for improving the performance of generalized moment selection (GMS) testing procedures in…
This paper is aimed to study the ergodic short-term behaviour of discretizations of circle expanding maps. More precisely, we prove some asymptotics of the distance between the $t$-th iterate of Lebesgue measure by the dynamics $f$ and the…
We study two nonparametric tests of the hypothesis that a sequence of independent observations is identically distributed against the alternative that at a single change point the distribution changes. The tests are based on the Cramer-von…
Random effects meta-analysis model is an important tool for integrating results from multiple independent studies. However, the standard model is based on the assumption of normal distributions for both random effects and within-study…
Many scientific applications involve testing theories that are only partially specified. This task often amounts to testing the goodness-of-fit of a candidate distribution while allowing for reasonable deviations from it. The tolerant…
Motivated by differential co-expression analysis in genomics, we consider in this paper estimation and testing of high-dimensional differential correlation matrices. An adaptive thresholding procedure is introduced and theoretical…
In the framework of semiparametric distribution regression, we consider the problem of comparing the conditional distribution functions corresponding to two samples. In contrast to testing for exact equality, we are interested in the (null)…
Directional inference for vector parameters based on higher order approximations in likelihood inference has recently been developed in the literature. Here we explore examples of directional inference where the calculations can be…
We adapt Higher Criticism (HC) to the comparison of two frequency tables which may -- or may not -- exhibit moderate differences between the tables in some unknown, relatively small subset out of a large number of categories. Our analysis…
In this paper, we study the self-normalized Cram\a'{e}r-type moderate deviations for centered independent random variables $X_1, X_2,...$ with $0<E |X_i|^3 <\infty$. The main results refine Theorems 1.1 and 1.2 of Wang (2011), the…
Consider a random sample of $n$ independently and identically distributed $p$-dimensional normal random vectors. A test statistic for complete independence of high-dimensional normal distributions, proposed by Schott (2005), is defined as…
Various measures in two-way contingency table analysis have been proposed to express the strength of association between row and column variables in contingency tables. Tomizawa et al. (2004) proposed more general measures, including…