Related papers: Functional delta-method for the bootstrap of unifo…

Bootstrap methods for estimating the long-run covariance of stationary functional time series are considered. We introduce a versatile bootstrap method that relies on functional principal component analysis, where principal component scores…

Bootstrap methods are widely used for distribution estimation, although in some problems they are applicable only with difficulty. A case in point is that of estimating the distributions of eigenvalue estimators, or of functions of those…

Empirical likelihood is an attractive inferential framework that respects natural parameter boundaries, but existing approaches typically require smoothness of the functional and miscalibrate substantially when these assumptions are…

Tests for structural breaks in time series should ideally be sensitive to breaks in the parameter of interest, while being robust to nuisance changes. Statistical analysis thus needs to allow for some form of nonstationarity under the null…

The block maxima method is a standard approach for analyzing the extremal behavior of a potentially multivariate time series. It has recently been found that the classical approach based on disjoint block maxima may be universally improved…

The standard model of classical Density Functional Theory for pair potentials consists of a hard-sphere functional plus a mean-field term accounting for long ranged attraction. However, most implementations using sophisticated Fundamental…

Bootstrapping is often applied to get confidence limits for semiparametric inference of a target parameter in the presence of nuisance parameters. Bootstrapping with replacement can be computationally expensive and problematic when…

Irregular functional data in which densely sampled curves are observed over different ranges pose a challenge for modeling and inference, and sensitivity to outlier curves is a concern in applications. Motivated by applications in…

We provide theoretical results for the estimation and inference of a class of welfare and value functionals of the nonparametric conditional average treatment effect (CATE) function under optimal treatment assignment, i.e., treatment is…

In recent years, bootstrap methods have drawn attention for their ability to approximate the laws of "max statistics" in high-dimensional problems. A leading example of such a statistic is the coordinate-wise maximum of a sample average of…

The requirement of uncertainty quantification for anomaly detection systems has become increasingly important. In this context, effectively controlling Type I error rates ($\alpha$) without compromising the statistical power ($1-\beta$) of…

We propose a methodology for constructing confidence regions with partially identified models of general form. The region is obtained by inverting a test of internal consistency of the econometric structure. We develop a dilation bootstrap…

We consider strictly stationary stochastic processes of Hilbert space-valued random variables and focus on fully functional tests for the equality of the lag-zero autocovariance operators of several independent functional time series. A…

This paper introduces a generalized fractional Halanay-type coupled inequality, which serves as a robust tool for characterizing the asymptotic stability of diverse time fractional functional differential equations, particularly those…

This article explores combinations of weighted bootstraps, like the Bayesian bootstrap, with the bootstrap $t$ method for setting approximate confidence intervals for the mean of a random variable in small samples. For this problem the…

In this paper, we propose a new test for the equality of several covariance functions for functional data. Its test statistic is taken as the supremum value of the sum of the squared differences between the estimated individual covariance…

In this paper we show several connections between special functions arising from generalized COM-Poisson-type statistical distributions and integro-differential equations with varying coefficients involving Hadamard-type operators. New…

A fixed-design residual bootstrap method is proposed for the two-step estimator of Francq and Zako\"ian (2015) associated with the conditional Value-at-Risk. The bootstrap's consistency is proven for a general class of volatility models and…

We use a smoothed version of the explicit formula to find an approximation to the Riemann zeta function as a product over its nontrivial zeros multiplied by a product over the primes. We model the first product by characteristic polynomials…

For testing hypothesis on the covariance operator of functional time series, we suggest to use the full functional information and to avoid dimension reduction techniques. The limit distribution follows from the central limit theorem of the…