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Ratio of medians or other suitable quantiles of two distributions is widely used in medical research to compare treatment and control groups or in economics to compare various economic variables when repeated cross-sectional data are…

Methodology · Statistics 2017-10-26 Fabian Dunker , Stephan Klasen , Tatyana Krivobokova

This work proposes a new procedure for estimating the non-stationary spatial covariance function for Spatial-Temporal Deformation. The proposed procedure is based on a monotonic function approach. The deformation functions are expanded as a…

Methodology · Statistics 2023-05-05 Yangyang Chen , Pedro Alberto Morettin , Ronaldo Dias , Chang Chiann

This report compares two tests of second-order stationarity through simulation. It also provides several examples of localised autocovariances and their approximate confidence intervals on different real and simulated data sets. An…

Methodology · Statistics 2016-03-22 Guy Nason

In this paper, we investigate time-varying nonlinear time series regression for a broad class of locally stationary time series. First, we propose sieve nonparametric estimators for the time-varying regression functions that achieve uniform…

Methodology · Statistics 2025-07-01 Xiucai Ding , Zhou Zhou

Sample autocorrelograms typically come with significance bands (non-rejection regions) for the null hypothesis of no temporal correlation. These bands have two shortcomings. First, they build on pointwise intervals and suffer from joint…

Econometrics · Economics 2025-08-26 Uwe Hassler , Marc-Oliver Pohle , Tanja Zahn

Estimation of the covariance structure of spatial processes is of fundamental importance in spatial statistics. In the literature, several non-parametric and semi-parametric methods have been developed to estimate the covariance structure…

Methodology · Statistics 2016-11-06 Shu Yang , Zhengyuan Zhu

Quantile and quantile effect functions are important tools for descriptive and causal analyses due to their natural and intuitive interpretation. Existing inference methods for these functions do not apply to discrete random variables. This…

Methodology · Statistics 2018-09-03 Victor Chernozhukov , Iván Fernández-Val , Blaise Melly , Kaspar Wüthrich

The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimated by local smoothing methods, e.g. local linear estimator.…

Methodology · Statistics 2020-01-01 Heng Peng , Chuanlong Xie , Jingxin Zhao

Functional data analysis has attracted considerable interest and is facing new challenges, one of which is the increasingly available data in a streaming manner. In this article we develop an online nonparametric method to dynamically…

Methodology · Statistics 2021-11-05 Ying Yang , Fang Yao

This article improves on existing methods to estimate the spectral density of stationary and nonstationary time series assuming a Gaussian process prior. By optimising an appropriate eigendecomposition using a smoothing spline covariance…

Methodology · Statistics 2022-06-01 Nick James , Max Menzies

We propose a fast bivariate smoothing approach for symmetric surfaces that has a wide range of applications. We show how it can be applied to estimate the covariance function in longitudinal data as well as multiple additive covariances in…

Computation · Statistics 2016-09-23 Jona Cederbaum , Fabian Scheipl , Sonja Greven

This paper develops a simple method to construct confidence bands, centered at a principal component analysis (PCA) based estimator, for the slope function in a functional linear regression model with a scalar response variable and a…

Statistics Theory · Mathematics 2017-05-02 Masaaki Imaizumi , Kengo Kato

Ordinary differential equation (ODE) is an important tool to study the dynamics of a system of biological and physical processes. A central question in ODE modeling is to infer the significance of individual regulatory effect of one signal…

Methodology · Statistics 2024-02-06 Xiaowu Dai , Lexin Li

In this paper, we study a smoothness regularization method for a varying coefficient model based on sparse and irregularly sampled functional data which is contaminated with some measurement errors. We estimate the one-dimensional…

Methodology · Statistics 2017-11-28 Behdad Mostafaiy

In this paper we consider the construction of simultaneous confidence bands for the spectral density of a stationary time series using a Gaussian approximation for classical lag-window spectral density estimators evaluated at the set of all…

Statistics Theory · Mathematics 2025-02-25 Jens-Peter Kreiss , Anne Leucht , Efstathios Paparoditis

This paper develops a method to construct uniform confidence bands for a nonparametric regression function where a predictor variable is subject to a measurement error. We allow for the distribution of the measurement error to be unknown,…

Statistics Theory · Mathematics 2019-06-17 Kengo Kato , Yuya Sasaki

A crucial assumption to reduce computational complexity in spatial-temporal data analysis is separability, which factors the covariance structure into a purely spatial and a purely temporal component. In this paper, we develop statistical…

Statistics Theory · Mathematics 2026-03-30 Lujia Bai , Holger Dette , Zihao Yuan

Joint utilization of multiple discrete frequency bands can enhance the accuracy of delay estimation. Although some unique challenges of multiband fusion, such as phase distortion, oscillation phenomena, and high-dimensional search, have…

Signal Processing · Electrical Eng. & Systems 2025-07-09 Zhixiang Hu , An Liu , Minjian Zhao

Simultaneous confidence bands (SCBs) for percentiles in linear regression are valuable tools with many applications. In this paper, we propose a novel criterion for comparing SCBs for percentiles, termed the Minimum Area Confidence Set…

Methodology · Statistics 2023-09-15 Lingjiao Wang , Yang Han , Wei Liu , Frank Bretz

This paper provides a method to construct simultaneous confidence bands for quantile functions and quantile effects in nonlinear network and panel models with unobserved two-way effects, strictly exogenous covariates, and possibly discrete…

Econometrics · Economics 2020-06-09 Victor Chernozhukov , Iván Fernández-Val , Martin Weidner