Related papers: Functional delta-method for the bootstrap of unifo…
In the context of principal components analysis (PCA), the bootstrap is commonly applied to solve a variety of inference problems, such as constructing confidence intervals for the eigenvalues of the population covariance matrix $\Sigma$.…
Density-corrected density functional theory (DC-DFT) is enjoying substantial success in improving semilocal DFT calculations in a wide variety of chemical problems. This paper provides the formal theoretical framework and assumptions for…
The problem of comparing the entire second order structure of two functional processes is considered and a $L^2$-type statistic for testing equality of the corresponding spectral density operators is investigated. The test statistic…
For a multidimensional It\^o semimartingale, we consider the problem of estimating integrated volatility functionals. Jacod and Rosenbaum (2013) studied a plug-in type of estimator based on a Riemann sum approximation of the integrated…
Functional data have been the subject of many research works over the last years. Functional regression is one of the most discussed issues. Specifically, significant advances have been made for functional linear regression models with…
Functional data analysis has been a growing field of study in recent decades, and one fundamental task in functional data analysis is estimating the sample location. A notion called statistical depth has been extended from multivariate data…
We consider the problem of estimating smooth integrated functionals of a monotone nonincreasing density $f$ on $[0,\infty)$ using the nonparametric maximum likelihood based plug-in estimator. We find the exact asymptotic distribution of…
We provide a MATLAB toolbox, BFDA, that implements a Bayesian hierarchical model to smooth multiple functional data with the assumptions of the same underlying Gaussian process distribution, a Gaussian process prior for the mean function,…
We propose a double bootstrap procedure for reducing coverage error in the confidence intervals of descriptive statistics for independent and identically distributed functional data. Through a series of Monte Carlo simulations, we compare…
Consider a sequence of estimators $\hat \theta_n$ which converges almost surely to $\theta_0$ as the sample size $n$ tends to infinity. Under weak smoothness conditions, we identify the asymptotic limit of the last time $\hat \theta_n$ is…
Violation of the assumptions underlying classical (Gaussian) limit theory often yields unreliable statistical inference. This paper shows that the bootstrap can detect such violations by delivering simple and powerful diagnostic tests that…
We propose a novel test statistic for testing exogeneity in the functional linear regression model. In contrast to Hausman-type tests in finite dimensional linear regression setups, a direct extension to the functional linear regression…
In this paper, we investigate the (in)-consistency of different bootstrap methods for constructing confidence intervals in the class of estimators that converge at rate $n^{1/3}$. The Grenander estimator, the nonparametric maximum…
We construct and apply an exchange-correlation functional for the one-dimensional Hubbard model. This functional has built into it the Luttinger-liquid and Mott-insulator correlations, present in the Hubbard model, in the same way in which…
This paper introduces a copula-based model for independent but non-identically distributed data with heteroscedastic extremes marginal and changing tail dependence structures. We establish a unified framework for inference by proving the…
Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…
We propose an estimator of a concave cumulative distribution function under the measurement error model, where the non-negative variables of interest are perturbed by additive independent random noise. The estimator is defined as the least…
The problem of testing equality of the entire second order structure of two independent functional linear processes is considered. A fully functional $L^2$-type test is developed which evaluates, over all frequencies, the Hilbert-Schmidt…
The bootstrap variance estimate is widely used in semiparametric inferences. However, its theoretical validity is a well known open problem. In this paper, we provide a {\em first} theoretical study on the bootstrap moment estimates in…
A general notion of bootstrapped $\phi$-divergence estimates constructed by exchangeably weighting sample is introduced. Asymptotic properties of these generalized bootstrapped $\phi$-divergence estimates are obtained, by mean of the…