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We introduce a continuous-time random walk model on an infinite multilayer structure inspired by transportation networks. Each layer is a copy of $\mathbb{R}^d$, indexed by a non-negative integer. A walker moves within a layer by means of…
This article is concerned with proving the consistency of Efron's (1981) bootstrap for the Kaplan-Meier estimator on the whole support of a survival function. While other works address the asymptotic Gaussianity of the estimator itself…
The bootstrap is a popular method of constructing confidence intervals due to its ease of use and broad applicability. Theoretical properties of bootstrap procedures have been established in a variety of settings. However, there is limited…
Cross-validation is a widely used technique for evaluating the performance of prediction models, ranging from simple binary classification to complex precision medicine strategies. It helps correct for optimism bias in error estimates,…
Recently, novel numerical computation on quantum mechanics by using a bootstrap method was proposed by Han, Hartnoll, and Kruthoff. We consider whether this method works in systems with a $\theta$-term, where the standard Monte-Carlo…
In unit root testing, a piecewise locally stationary process is adopted to accommodate nonstationary errors that can have both smooth and abrupt changes in second- or higher-order properties. Under this framework, the limiting null…
Learning from non-independent and non-identically distributed data poses a persistent challenge in statistical learning. In this study, we introduce data-dependent Bernstein inequalities tailored for vector-valued processes in Hilbert…
In this paper we study the applicability of the bootstrap to do inference on Manski's maximum score estimator under the full generality of the model. We propose three new, model-based bootstrap procedures for this problem and show their…
We study independent and identically distributed random iterations of continuous maps defined on a connected closed subset $S$ of the Euclidean space $\mathbb{R}^{k}$. We assume the maps are monotone (with respect to a suitable partial…
This study develops an asymptotic theory for estimating the time-varying characteristics of locally stationary functional time series (LSFTS). We investigate a kernel-based method to estimate the time-varying covariance operator and the…
In competing risks models, cumulative incidence functions are commonly compared to infer differences between groups. Many existing inference methods, however, struggle when these functions cross during the time frame of interest. To address…
We investigate the accuracy of two general non-parametric methods for estimating optimal block lengths for block bootstraps with time series - the first proposed in the seminal paper of Hall, Horowitz and Jing (Biometrika 82 (1995) 561-574)…
Wasserstein barycenters and variance-like criteria based on the Wasserstein distance are used in many problems to analyze the homogeneity of collections of distributions and structural relationships between the observations. We propose the…
We study statistical inferences for a class of modulated stationary processes with time-dependent variances. Due to non-stationarity and the large number of unknown parameters, existing methods for stationary, or locally stationary, time…
In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…
We introduce a novel method to bootstrap crossing equations in Conformal Field Theory and apply it to finite temperature theories on $S^1\times \mathbb{R}^{d-1}$. The proposed approach does not rely on positivity constraints and does not…
In many modern applications, a dependent functional response is observed for each subject over repeated time, leading to longitudinal functional data. In this paper, we propose a novel statistical procedure to test whether the mean function…
This paper studies the problem of nonparametric testing for the effect of a random functional covariate on a real-valued error term. The covariate takes values in $L^2[0,1]$, the Hilbert space of the square-integrable real-valued functions…
In modern experimental science, there is a common problem of estimating the coefficients of a linear regression in a context where the variables of interest cannot be observed simultaneously. When there is a categorical variable that is…
To address the difficult problem of multi-step ahead prediction of non-parametric autoregressions, we consider a forward bootstrap approach. Employing a local constant estimator, we can analyze a general type of non-parametric time series…