Related papers: Testing multivariate normality by zeros of the har…
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,…
We propose a high-dimensional white noise test that captures serial correlations within and across component series without specifying an alternative model. The test statistic is a U-statistic based on sample autocovariances. Under the…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
We study the dynamics of classical and quantum systems undergoing a continuous measurement of position by schematizing the measurement apparatus with an infinite set of harmonic oscillators at finite temperature linearly coupled to the…
Asymptotic theory for M-estimation problems usually focuses on the asymptotic convergence of the sample descriptor, defined as the minimizer of the sample loss function. Here, we explore a related question and formulate asymptotic theory…
Due to the increasing recording capability, functional data analysis has become an important research topic. For functional data the study of outlier detection and/or the development of robust statistical procedures has started recently.…
Schr\"odinger equations with nonlinearities concentrated in some regions of space are good models of various physical situations and have interesting mathematical properties. We show that in the semiclassical limit it is possible to…
In the paper, we suggest three tests on the validity of a factor model which can be applied for both small dimensional and large dimensional data. Both the exact and asymptotic distributions of the resulting test statistics are derived…
This paper is concerned with estimation and inference for ultrahigh dimensional partially linear single-index models. The presence of high dimensional nuisance parameter and nuisance unknown function makes the estimation and inference…
In this paper, we describe a numerical continuation method that enables harmonic analysis of nonlinear periodic oscillators. This method is formulated as a boundary value problem that can be readily implemented by resorting to a standard…
Let $X_{1},X_{2},...$ be a sequence of independent random variables ($rv$)with common distribution function ($df$) $F$ such that $F(1)=0$ and for each $n\geq 1,$ let $X_{1,n}\leq X_{2,n}\leq ...\leq X_{n,n}$ denote the order statistics…
We give a partial answer to the question whether the Schrodinger equation can be derived from the Newtonian mechanics of a particle in a potential subject to a random force. We show that the fluctuations around the classical motion of a one…
This paper proposes a Kolmogorov-Smirnov type statistic and a Cram\'er-von Mises type statistic to test linearity in semi-functional partially linear regression models. Our test statistics are based on a residual marked empirical process…
Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…
In this article we study the semiclassical spectral measures associated with Schr\"odinger operators on $R^n$. In particular we compute the first few coefficients of the asymptotic expansions of these measures and, as an application, give…
We say that a random vector $X=(X_1,...,X_n)$ in $R^n$ is an $n$-dimensional version of a random variable $Y$ if for any $a\in R^n$ the random variables $\sum a_iX_i$ and $\gamma(a) Y$ are identically distributed, where $\gamma:R^n\to…
We employ stabilization methods and second order Poincar\'e inequalities to establish rates of multivariate normal convergence for a large class of vectors $(H_s^{(1)},...,H_s^{(m)})$, $s \geq 1$, of statistics of marked Poisson processes…
Characteristic-function based goodness-of-fit tests are suggested for multivariate observations. The test statistics, which are straightforward to compute, are defined as two-sample criteria measuring discrepancy between multivariate ranks…
The diffusive behavior of a harmonic oscillator driven by a Mittag-Leffler noise is studied. Using Laplace analysis we derive exact expressions for the relaxation functions of the particle in terms of generalized Mittag-Leffler functions…
We consider testing equivalence to Hardy-Weinberg Equilibrium in case of multiple alleles. Two different test statistics are proposed for this test problem. The asymptotic distribution of the test statistics is derived. The corresponding…