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The spectral density operator $\hat{\rho}(\omega)=\delta(\omega-\hat{H})$ plays a central role in linear response theory as its expectation value, the dynamical response function, can be used to compute scattering cross-sections. In this…

Quantum Physics · Physics 2020-08-19 Alessandro Roggero

Under the frequency domain framework for weakly dependent functional time series, a key element is the spectral density kernel which encapsulates the second-order dynamics of the process. We propose a class of spectral density kernel…

Statistics Theory · Mathematics 2018-12-11 Tingyi Zhu , Dimitris N. Politis

For a binary system specified by the density operators r0 and r1 and by the prior probabilities q0 and q1, Helstrom's theory permits the evaluation of the optimal measurement operators and of the corresponding maximum correct detection…

Information Theory · Computer Science 2010-10-27 Gianfranco Cariolaro , Alberto Vigato

This article presents a bootstrap approximation to the Lp_statistics of kernel density estimator in length-biased model. Length-biased data arise in many situations, such as survival analysis, renewal processes and physics. The article…

Probability · Mathematics 2017-05-30 Raheleh Zamini

Experimental auto- and cross-correlation functions and their corresponding spectral density functions are extracted from measured sweep data of mode-stirred fields. These are compared with theoretical models derived in part I, using…

Classical Physics · Physics 2024-04-05 Luk R. Arnaut , John M. Ladbury

In the analysis of microarray data, and in some other contemporary statistical problems, it is not uncommon to apply hypothesis tests in a highly simultaneous way. The number, $\nu$ say, of tests used can be much larger than the sample…

Statistics Theory · Mathematics 2007-06-13 J. Fan , P. Hall , Q. Yao

Logistic regression is widely used to model the propensity score in the analysis of nonignorable missing data. However, goodness-of-fit testing for this propensity score model has received limited attention in the literature. In this paper,…

Methodology · Statistics 2026-04-24 Manli Cheng , Yangjianchen Xu , Qinglong Tian , Pengfei Li

We introduce a new test statistic for testing the null hypothesis that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. It is based on a comparison of the empirical distribution function with an…

Statistics Theory · Mathematics 2015-03-17 Piet Groeneboom , Geurt Jongbloed

We are concerned with nonparametric hypothesis testing of time series functionals. It is known that the popular autoregressive sieve bootstrap is, in general, not valid for statistics whose (asymptotic) distribution depends on moments of…

Methodology · Statistics 2020-10-21 Natalia Sirotko-Sibirskaya , Matthias O. Franz , Thorsten Dickhaus

We discuss a goodness-of-fit method which tests the compatibility between statistically independent data sets. The method gives sensible results even in cases where the chi^2-minima of the individual data sets are very low or when several…

High Energy Physics - Phenomenology · Physics 2007-05-23 M. Maltoni , T. Schwetz

Strict stationarity is a common assumption used in the time series literature in order to derive asymptotic distributional results for second-order statistics, like sample autocovariances and sample autocorrelations. Focusing on weak…

Statistics Theory · Mathematics 2023-02-28 Yunyi Zhang , Efstathios Paparoditis , Dimitris N. Politis

We introduce a new goodness-of-fit test for count data on $\mathbb{N}$ for the Zeta distribution with unknown parameter. The test is built on a Stein-type characterization that uses, as Stein operator, the infinitesimal generator of a…

Statistics Theory · Mathematics 2026-01-01 Bruno Ebner , Daniel Hlubinka

This paper argues for the widest possible use of bootstrap confidence intervals for comparing NLP system performances instead of the state-of-the-art status (SOTA) and statistical significance testing. Their main benefits are to draw…

Computation and Language · Computer Science 2022-05-24 Yves Bestgen

The danger of confusing long-range dependence with non-stationarity has been pointed out by many authors. Finding an answer to this difficult question is of importance to model time-series showing trend-like behavior, such as river run-off…

Methodology · Statistics 2011-06-08 Olaf Kouamo , Eric Moulines , François Roueff

Long Range Dependence (LRD) in functional sequences is characterized in the spectral domain under suitable conditions. Particularly, multifractionally integrated functional autoregressive moving averages processes can be introduced in this…

Statistics Theory · Mathematics 2021-10-13 M. Dolores Ruiz-Medina

We develop a test of normality for spatially indexed functions. The assumption of normality is common in spatial statistics, yet no significance tests, or other means of assessment, have been available for functional data. This paper aims…

Methodology · Statistics 2021-07-01 Thomas Kuenzer , Siegfried Hörmann , Piotr Kokoszka

In frequency domain analysis for spatial data, spectral averages based on the periodogram often play an important role in understanding spatial covariance structure, but also have complicated sampling distributions due to complex variances…

Statistics Theory · Mathematics 2025-04-29 Souvick Bera , Daniel J. Nordman , Soutir Bandyopadhyay

We establish a spectral duality for certain unbounded operators in Hilbert space. The class of operators includes discrete graph Laplacians arising from infinite weighted graphs. The problem in this context is to establish a practical…

Functional Analysis · Mathematics 2008-08-05 Dorin Ervin Dutkay , Palle E. T. Jorgensen

We set up a formal framework to characterize encompassing of nonparametric models through the L2 distance. We contrast it to previous literature on the comparison of nonparametric regression models. We then develop testing procedures for…

Econometrics · Economics 2025-05-07 Elia Lapenta , Pascal Lavergne

A time-domain test for the assumption of second order stationarity of a functional time series is proposed. The test is based on combining individual cumulative sum tests which are designed to be sensitive to changes in the mean, variance…

Statistics Theory · Mathematics 2018-08-14 Axel Bücher , Holger Dette , Florian Heinrichs