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Goodness-of-fit tests based on the empirical Wasserstein distance are proposed for simple and composite null hypotheses involving general multivariate distributions. For group families, the procedure is to be implemented after preliminary…

Methodology · Statistics 2021-01-28 Marc Hallin , Gilles Mordant , Johan Segers

In the context of nonparametric regression, we study conditions under which the consistency (and rates of convergence) of estimators built from discretely sampled curves can be derived from the consistency of estimators based on the…

Statistics Theory · Mathematics 2017-05-29 Forzani Liliana , Fraiman Ricardo , Llop Pamela

We propose a new adaptive hypothesis test for inequality (e.g., monotonicity, convexity) and equality (e.g., parametric, semiparametric) restrictions on a structural function in a nonparametric instrumental variables (NPIV) model. Our test…

Econometrics · Economics 2024-11-08 Christoph Breunig , Xiaohong Chen

In statistics permutations typically arise in the context of rank plots for two-dimensional data. Such plots can also be interpreted as discrete copulas. In discrete mathematics, typically in the context of the description of large…

Statistics Theory · Mathematics 2026-05-14 L. Baringhaus , R. Grübel

We study distribution-free property testing and learning problems where the unknown probability distribution is a product distribution over $\mathbb{R}^d$. For many important classes of functions, such as intersections of halfspaces,…

Data Structures and Algorithms · Computer Science 2021-11-17 Nathaniel Harms , Yuichi Yoshida

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…

Statistics Theory · Mathematics 2026-03-03 Mohammed Es-Salih Benjrada , Cecile Durot , Tommaso Lando

We derive strong approximations to the supremum of the non-centered empirical process indexed by a possibly unbounded VC-type class of functions by the suprema of the Gaussian and bootstrap processes. The bounds of these approximations are…

Statistics Theory · Mathematics 2015-09-08 Victor Chernozhukov , Denis Chetverikov , Kengo Kato

Deriving the time evolution of a distribution of probability (or a probability density matrix) is a problem encountered frequently in a variety of situations: for physical time, it could be a kinetic reaction study, while identifying time…

Probability · Mathematics 2010-11-16 Razvan Teodorescu

This paper is concerned with a shape optimization problem governed by a non-smooth PDE, i.e., the nonlinearity in the state equation is not necessarily differentiable. We follow the functional variational approach of [40] where the set of…

Optimization and Control · Mathematics 2025-02-10 Livia Betz

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not…

Probability · Mathematics 2021-01-21 Fabien Brosset , Thierry Klein , Agnès Lagnoux , Pierre Petit

Fragment-based shape signature techniques have proven to be powerful tools for computer-aided drug design. They allow scientists to search for target molecules with some similarity to a known active compound. They do not require reference…

Artificial Intelligence · Computer Science 2022-01-05 Thierry Petit , Randy J. Zauhar

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

Applications · Statistics 2015-12-10 Timothy B. Armstrong , Hock Peng Chan

Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…

Probability · Mathematics 2013-08-02 Mark Rudelson

A Bayesian non-parametric framework for studying time-to-event data is proposed, where the prior distribution is allowed to depend on an additional random source, and may update with the sample size. Such scenarios are natural, for…

Methodology · Statistics 2025-05-06 Martin Bladt , Jorge González Cázares

M-estimation, aka empirical risk minimization, is at the heart of statistics and machine learning: Classification, regression, location estimation, etc. Asymptotic theory is well understood when the loss satisfies some smoothness…

Statistics Theory · Mathematics 2025-12-16 Victor-Emmanuel Brunel

This paper examines the problem of nonparametric testing for the no-effect of a random covariate (or predictor) on a functional response. This means testing whether the conditional expectation of the response given the covariate is almost…

Statistics Theory · Mathematics 2014-11-25 Valentin Patilea , Cesar Sanchez-Sellero , Matthieu Saumard

In this paper, we propose a new test for checking the parametric form of the conditional variance based on distance covariance in nonlinear and nonparametric regression models. Inherit from the nice properties of distance covariance, our…

Methodology · Statistics 2022-05-19 Yue Hu , Haiqi Li , Falong Tan

We consider the convolution model where i.i.d. random variables $X_i$ having unknown density $f$ are observed with additive i.i.d. noise, independent of the $X$'s. We assume that the density $f$ belongs to either a Sobolev class or a class…

Statistics Theory · Mathematics 2009-09-29 Cristina Butucea

In this paper, we study the asymptotic distribution of some U-statistics whose entries are functions of empirical moments computed from non-overlapping consecutive blocks of an underlying weakly dependent process. The length of these blocks…

Probability · Mathematics 2024-08-27 Herold G. Dehling , Davide Giraudo , Sara K. Schmidt

We consider spatially homogeneous marked point patterns in an unboundedly expanding convex sampling window. Our main objective is to identify the distribution of the typical mark by constructing an asymptotic $\chi^2$-goodness-of-fit test.…

Statistics Theory · Mathematics 2016-08-10 Lothar Heinrich , Sebastian Lück , Volker Schmidt