Related papers: Testing uniformity on high-dimensional spheres aga…
This paper introduces a quasi-likelihood ratio testing procedure for diffusion processes observed under nonsynchronous sampling schemes. High-frequency data, particularly in financial econometrics, are often recorded at irregular time…
When we use the normal mixture model, the optimal number of the components describing the data should be determined. Testing homogeneity is good for this purpose; however, to construct its theory is challenging, since the test statistic…
We prove new one-dimensional symmetry results for non-negative solutions, possibly unbounded, to the semilinear equation $ -\Delta u= f(u)$ in the upper half-space $\mathbb{R}^{N}_{+}$. Some Liouville-type theorems are also proven in the…
Asymptotics of maximum likelihood estimation for $\alpha$-stable law are analytically investigated with a continuous parameterization. The consistency and asymptotic normality are shown on the interior of the whole parameter space. Although…
In this paper, we propose corrections to the likelihood ratio test and John's test for sphericity in large-dimensions. New formulas for the limiting parameters in the CLT for linear spectral statistics of sample covariance matrices with…
We analyse the local geometric structure of self-similar sets with open set condition through the study of the properties of a distinguished family of spherical neighbourhoods, the typical balls. We quantify the complexity of the local…
Given observations from a circular random variable contaminated by an additive measurement error, we consider the problem of minimax optimal goodness-of-fit testing in a non-asymptotic framework. We propose direct and indirect testing…
We consider positive one-dimensional solutions of a Lane-Emden relative Dirichlet problem in a cylinder and study their stability/instability properties as the energy varies with respect to domain perturbations. This depends on the exponent…
We review observational tests for the homogeneity of the Universe on large scales. Redshift and peculiar velocity surveys, radio sources, the X-Ray Background, the Lyman-alpha forest and the Cosmic Microwave Background are used to set…
This paper considers unit-root tests in large n and large T heterogeneous panels with cross-sectional dependence generated by unobserved factors. We reconsider the two prevalent approaches in the literature, that of Moon and Perron (2004)…
Central limit theorems for the log-volume of a class of random convex bodies in $\mathbb{R}^n$ are obtained in the high-dimensional regime, that is, as $n\to\infty$. In particular, the case of random simplices pinned at the origin and…
This paper aims to address the issue of semiparametric efficiency for cointegration rank testing in finite-order vector autoregressive models, where the innovation distribution is considered an infinite-dimensional nuisance parameter. Our…
We study testing of local properties in one-dimensional and multi-dimensional arrays. A property of $d$-dimensional arrays $f:[n]^d \to \Sigma$ is $k$-local if it can be defined by a family of $k \times \ldots \times k$ forbidden…
This paper examines the global convergence problem of SLAM algorithms, an issue that faces topological obstructions. This is because the state-space of attitude dynamics is defined on a non-contractible manifold: the special orthogonal…
In this paper, we investigate the Rayleigh-Taylor instability problem for two compressible, immiscible, inviscid flows rotating with an constant angular velocity, and evolving with a free interface in the presence of a uniform gravitational…
This paper considers the problem of testing the equality of two unspecified distributions. The classical omnibus tests such as the Kolmogorov-Smirnov and Cram\`er-von Mises are known to suffer from low power against essentially all but…
It is, by now, classical that lattices in higher rank semisimple groups have various rigidity properties. In this work, we add another such rigidity property to the list: uniform stability with respect to the family of unitary operators on…
In this paper we investigate gravitationally bound, spherically symmetric equilibrium configurations consisting of ordinary (polytropic) matter nonminimally coupled to an external chameleon scalar field. We show that this system has static,…
This paper is concerned with testing normality in a Hilbert space based on the maximum mean discrepancy. Specifically, we discuss the behavior of the test from two standpoints: asymptotics and practical aspects. Asymptotic normality of the…
We consider the Rayleigh-Taylor problem for two compressible, immiscible, inviscid, barotropic fluids evolving with a free interface in the presence of a uniform gravitational field. After constructing Rayleigh-Taylor steady-state solutions…