Related papers: A new permutation test statistic for complete bloc…
An exact solution to the problem of parametric level statistics in non-Gaussian ensembles of N by N Hermitian random matrices with either soft or strong level confinement is formulated within the framework of the orthogonal polynomial…
We investigate the statistical stability of a class of dynamical systems semi-conjugate to pre-piecewise \textit{convex or expanding} maps with countably many branches. These systems naturally arise in the study of transformations with…
Over the past decade, characterizing the exact asymptotic risk of regularized estimators in high-dimensional regression has emerged as a popular line of work. This literature considers the proportional asymptotics framework, where the…
In this paper, we develop a simple non-parametric test for testing normal distribution based on the distance between empirical zero-bias transformation and empirical distribution. The asymptotic properties of the test statistic are studied.…
We propose a general method for constructing confidence intervals and statistical tests for single or low-dimensional components of a large parameter vector in a high-dimensional model. It can be easily adjusted for multiplicity taking…
Given samples from two non-negative random variables, we propose a family of tests for the null hypothesis that one random variable stochastically dominates the other at the second order. Test statistics are obtained as functionals of the…
In this paper, the Statistical Static Timing Analysis (SSTA) is considered within the block--based approach. The statistical model of the logic gate delay propagation is systematically studied and the exact analytical solution is obtained,…
We study how to sample paths of a random walk up to the first time it crosses a fixed barrier, in the setting where the step sizes are iid with negative mean and have a regularly varying right tail. We introduce a desirable property for a…
We investigate the effects of non-commutative geometry on the topological aspects of gauge theory using a non-perturbative formulation based on the twisted reduced model. The configuration space is decomposed into topological sectors…
We study the statistical mechanics of a general Hamiltonian system in the context of symplectic structure of the corresponding phase space. This covariant formalism reveals some interesting correspondences between properties of the phase…
Metrics for rigorously defining a distance between two events have been used to study the properties of the dataspace manifold of particle collider physics. The probability distribution of pairwise distances on this dataspace is unique with…
Many econometric models can be analyzed as finite mixtures. We focus on two-component mixtures and we show that they are nonparametrically point identified by a combination of an exclusion restriction and tail restrictions. Our…
This paper studies permutation tests for regression parameters in a time series setting, where the time series is assumed stationary but may exhibit an arbitrary (but weak) dependence structure. In such a setting, it is perhaps surprising…
Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…
Change point tests for abrupt changes in the mean of functional data, i.e., random elements in infinite-dimensional Hilbert spaces, are either based on dimension reduction techniques, e.g., based on principal components, or directly based…
A class of nonparametric two-sample tests has been proposed in this article. As a generalization of the original \v{S}id\'aks' test, the proposed test statistic is developed as the sum of the maximal precedence and maximal exceedance…
In statistics permutations typically arise in the context of rank plots for two-dimensional data. Such plots can also be interpreted as discrete copulas. In discrete mathematics, typically in the context of the description of large…
Motivated by a neuroscience question about synchrony detection in spike train analysis, we deal with the independence testing problem for point processes. We introduce non-parametric test statistics, which are rescaled general…
We propose using a permutation test to detect discontinuities in an underlying economic model at a known cutoff point. Relative to the existing literature, we show that this test is well suited for event studies based on time-series data.…
We present new families of goodness-of-fit tests of uniformity on a full-dimensional set $W\subset\R^d$ based on statistics related to edge lengths of random geometric graphs. Asymptotic normality of these statistics is proven under the…