Related papers: Testing power-law cross-correlations: Rescaled cov…

We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analysis, the height cross-correlation analysis, the averaged…

We study finite sample properties of estimators of power-law cross-correlations -- detrended cross-correlation analysis (DCCA), height cross-correlation analysis (HXA) and detrending moving-average cross-correlation analysis (DMCA) -- with…

We introduce equivalence testing procedures for linear regression analyses. Such tests can be very useful for confirming the lack of a meaningful association between a continuous outcome and a continuous or binary predictor. Specifically,…

Measures of association between cortical regions based on activity signals provide useful information for studying brain functional connectivity. Difficulties occur with signals of electric neuronal activity, where an observed signal is a…

Many data-science applications involve detecting a shared signal between two high-dimensional variables. Using random matrix theory methods, we determine when such signal can be detected and reconstructed from sample correlations, despite…

The strength of association between a pair of data vectors is represented by a nonnegative real number, called matching weight. For dimensionality reduction, we consider a linear transformation of data vectors, and define a matching error…

Cross-spectral analysis is a mathematical tool for extracting the power spectral density of a correlated signal from two time series in the presence of uncorrelated interfering signals. We demonstrate and explain a set of conditions where…

Estimating the covariance structure of multivariate time series is a fundamental problem with a wide-range of real-world applications -- from financial modeling to fMRI analysis. Despite significant recent advances, current state-of-the-art…

We introduce the concept of partial law invariance, generalizing the concepts of law invariance and probabilistic sophistication widely used in decision theory, as well as statistical and financial applications. This new concept is…

This paper proposes an overidentifying restriction test for high-dimensional linear instrumental variable models. The novelty of the proposed test is that it allows the number of covariates and instruments to be larger than the sample size.…

It is ubiquitous in natural and social sciences that two variables, recorded temporally or spatially in a complex system, are cross-correlated and possess multifractal features. We propose a new method called multifractal detrended…

Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…

The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in…

Asynchrony, overlaps and delays in sensory-motor signals introduce ambiguity as to which stimuli, actions, and rewards are causally related. Only the repetition of reward episodes helps distinguish true cause-effect relationships from…

Improvement in time resolution sometimes introduces short-range random noises into temporal data sequences. These noises affect the results of power-spectrum analyses and the Detrended Fluctuation Analysis (DFA). The DFA is one of useful…

Power-law distributions occur in wide variety of physical, biological, and social phenomena. In this paper, we propose a statistical hypothesis test based on the log-likelihood ratio to assess whether two samples of discrete data are drawn…

We develop a method for hybrid analyses that uses external controls to augment internal control arms in randomized controlled trials (RCT) where the degree of borrowing is determined based on similarity between RCT and external control…

Leveraging external controls -- relevant individual patient data under control from external trials or real-world data -- has the potential to reduce the cost of randomized controlled trials (RCTs) while increasing the proportion of trial…

Intermittency analysis of factorial moments is a promising method used for the detection of power-law scaling in high-energy collision data. In particular, it has been employed in the search of fluctuations characteristic of the critical…

A record is an entry in a time series that is larger or smaller than all previous entries. If the time series consists of independent, identically distributed random variables with a superimposed linear trend, record events are positively…