Related papers: Unit Root Testing with Slowly Varying Trends

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…

The algorithmic theory of randomness is well developed when the underlying space is the set of finite or infinite sequences and the underlying probability distribution is the uniform distribution or a computable distribution. These…

Competitive selection processes, from scientific funding to admissions and hiring, use evaluations to score candidates, and eventually choose a subset of them based on those scores. Recently, many organizations have adopted partial…

The use of Allan variance to characterize the stability of optical signals affected by stochastic polarization fluctuations and the identification of the underlying power law noise processes is explored. Allan variance can ease the…

In this paper, we propose a coupled tensor norm regularization that could enable the model output feature and the data input to lie in a low-dimensional manifold, which helps us to reduce overfitting. We show this regularization term is…

This paper presents new families of Rao-type test statistics based on the minimum density power divergence estimators which provide robust generalizations for testing simple and composite null hypotheses. The asymptotic null distributions…

We suggest a new approach to hypothesis testing for ergodic and stationary processes. In contrast to standard methods, the suggested approach gives a possibility to make tests, based on any lossless data compression method even if the…

Statistical inference for non-stationary data is hindered by the failure of classical central limit theorems (CLTs), not least because there is no fixed Gaussian limit to converge to. To resolve this, we introduce relative weak convergence,…

This paper considers the problem of variable selection allowing for parameter instability. It distinguishes between signal and pseudo-signal variables that are correlated with the target variable, and noise variables that are not, and…

We provide novel bounds on average treatment effects (on the treated) that are valid under an unconfoundedness assumption. Our bounds are designed to be robust in challenging situations, for example, when the conditioning variables take on…

The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…

Recently, there has been significant interest in linear regression in the situation where predictors and responses are not observed in matching pairs corresponding to the same statistical unit as a consequence of separate data collection…

We study the power of local test for bipartite quantum states. Our central result is that, for properties of bipartite pure states, unitary invariance on one part implies an optimal (over all global testers) local tester acting only on the…

Estimation of solution norms and stability for time-dependent nonlinear systems is ubiquitous in numerous applied and control problems. Yet, practically valuable results are rare in this area. This paper develops a novel approach, which…

The paper is devoted to tests for uniformity based on sum-functions of overlapping spacings, where the order of spacings can diverge to infinity as the sample size increases. In particular, it is shown that the asymptotic local power of…

We study existence of random elements with partially specified distributions. The technique relies on the existence of a positive extension for linear functionals accompanied by additional conditions that ensure the regularity of the…

The comparison of proportions is considered in the asymptotic generalized linear model with the odds ratio as effect size. When several doses are compared with a control assuming an order restriction, a Williams-type trend test can be used.…

We consider the problem of $L_p$-testing of class of bounded derivative properties over hypergrid domain with points distributed according to some product distribution. This class includes monotonicity, the Lipschitz property,…

This work is concern with testing the low-dimensional parameters of interest with divergent dimensional data and variable selection for the rest under the sparse case. A consistent test via the partial penalized likelihood approach, called…