Related papers: Bilinear form test statistics for extremum estimat…
Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…
Testing whether two multivariate samples exhibit the same extremal behavior is an important problem in various fields including environmental and climate sciences. While several ad-hoc approaches exist in the literature, they often lack…
This paper develops a general methodology to conduct statistical inference for observations indexed by multiple sets of entities. We propose a novel multiway empirical likelihood statistic that converges to a chi-square distribution under…
In this paper, four new Chi-Square type statistics are presented for testing the hypothesis of a uniform null versus specified trend alternatives. The powers of these test statistics are compared with the powers of the statistics considered…
This article proposes a bivariate Simplex distribution for modeling continuous outcomes constrained to the interval $(0,1)$, which can represent proportions, rates, or indices. We derive analytical expressions to calculate the dependence…
We introduce new estimates and tests of independence in copula models with unknown margins using $\phi$-divergences and the duality technique. The asymptotic laws of the estimates and the test statistics are established both when the…
In this article, we establish the mathematical foundations for modeling the randomness of shapes and conducting statistical inference on shapes using the smooth Euler characteristic transform. Based on these foundations, we propose two…
Biomarker is a critically important tool in modern clinical diagnosis, prognosis, and classification/prediction. However, there are fiscal and analytical barriers to biomarker research. Selective Genotyping is an approach to increasing…
We introduce a new framework for constructing tests of general semiparametric hypotheses which have nontrivial power on the $n^{-1/2}$ scale in every direction, and can be tailored to put substantial power on alternatives of importance. The…
This note includes an assessment of the partially overlapping samples t-tests in scenarios where elements of the test are at their extremes, including where only one sample contains independent observations
Estimation of extreme quantile regions, spaces in which future extreme events can occur with a given low probability, even beyond the range of the observed data, is an important task in the analysis of extremes. Existing methods to estimate…
We construct extremal metrics on the total space of certain destabilising test configurations for strictly semistable K\"ahler manifolds. This produces infinitely many new examples of manifolds admitting extremal K\"ahler metrics. It also…
We give a new bound on the number of collinear triples for two arbitrary subsets of a finite field. This improves on existing results which rely on the Cauchy inequality. We then us this to provide a new bound on trilinear and quadrilinear…
The occurrence of successive extreme observations can have an impact on society. In extreme value theory there are parameters to evaluate the effect of clustering of high values, such as the extremal index. The estimation of the extremal…
We provide a finite sample inference method for the structural parameters of a semiparametric binary response model under a conditional median restriction originally studied by Manski (1975, 1985). Our inference method is valid for any…
We present supremum Lagrange Multiplier tests to compare a linear ARMA specification against its threshold ARMA extension. We derive the asymptotic distribution of the test statistics both under the null hypothesis and contiguous local…
A method is presented to tackle the sign problem in the simulations of systems having indefinite or complex-valued measures. In general, this new approach is shown to yield statistical errors smaller than the crude Monte Carlo using…
This paper introduces chi-square goodness-of-fit tests to check for conditional distribution model specification. The data is cross-classified according to the Rosenblatt transform of the dependent variable and the explanatory variables,…
We prove a bilinear Strichartz type estimate for irrational tori via a decoupling type argument, \cite{bourgain2014proof}, recovering and generalizing the result of \cite{de2006global}. As a corollary, we derive a global well-posedness…
We give a $L^2\times L^2 \rightarrow L^2$ convolution estimate for singular measures supported on transversal hypersurfaces in $\mathbb{R}^n$, which improves earlier results of Bejenaru, Herr & Tataru as well as Bejenaru & Herr. The arising…