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This article reviews recent progress in high-dimensional bootstrap. We first review high-dimensional central limit theorems for distributions of sample mean vectors over the rectangles, bootstrap consistency results in high dimensions, and…

Statistics Theory · Mathematics 2022-05-20 Victor Chernozhukov , Denis Chetverikov , Kengo Kato , Yuta Koike

In this paper, we address the problem of conducting statistical inference in settings involving large-scale data that may be high-dimensional and contaminated by outliers. The high volume and dimensionality of the data require distributed…

Machine Learning · Statistics 2022-11-30 Emadaldin Mozafari-Majd , Visa Koivunen

In a spatial-temporal model, structural change and/or spatial heterogeneity can easily affect estimation of parameters. Following the spatial-temporal model in [1], we develop a nonparametric procedure for test-ing the presence of…

Methodology · Statistics 2021-07-07 Ruby Anne E. Lemence , Erniel B. Barrios

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…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

The assumption of separability of the covariance operator for a random image or hypersurface can be of substantial use in applications, especially in situations where the accurate estimation of the full covariance structure is unfeasible,…

Methodology · Statistics 2017-06-29 John A. D. Aston , Davide Pigoli , Shahin Tavakoli

We develop methodology allowing to simulate a stationary functional time series defined by means of its spectral density operators. Our framework is general, in that it encompasses any such stationary functional time series, whether linear…

Methodology · Statistics 2020-07-17 Tomáš Rubín , Victor M. Panaretos

We study spectra of Schr\"odinger operators on $\RR^d$. First we consider a pair of operators which differ by a compactly supported potential, as well as the corresponding semigroups. We prove almost exponential decay of the singular values…

Mathematical Physics · Physics 2016-01-07 Dirk Hundertmark , Rowan Killip , Shu Nakamura , Peter Stollmann , Ivan Veselic'

Large-scale multiple two-sample {\em Student}'s $t$ testing problems often arise from the statistical analysis of scientific data. To detect components with different values between two mean vectors, a well-known procedure is to apply the…

Methodology · Statistics 2014-10-17 Weidong Liu

We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…

Methodology · Statistics 2021-04-28 Sean van der Merwe

We devise a general result on the consistency of model-based bootstrap methods for U- and V-statistics under easily verifiable conditions. For that purpose, we derive the limit distributions of degree-2 degenerate U- and V-statistics for…

Statistics Theory · Mathematics 2012-05-10 Anne Leucht

This paper develops bootstrap methods to construct uniform confidence bands for nonparametric spectral estimation of L\'{e}vy densities under high-frequency observations. We assume that we observe $n$ discrete observations at frequency…

Statistics Theory · Mathematics 2017-05-30 Kengo Kato , Daisuke Kurisu

The so-called 'energy test' is a frequentist technique used in experimental particle physics to decide whether two samples are drawn from the same distribution. Its usage requires a good understanding of the distribution of the test…

Data Analysis, Statistics and Probability · Physics 2019-03-12 Thomas P. S. Gillam , Christopher G. Lester

In this paper, we investigate the (in)-consistency of different bootstrap methods for constructing confidence intervals in the class of estimators that converge at rate $n^{1/3}$. The Grenander estimator, the nonparametric maximum…

Statistics Theory · Mathematics 2010-10-20 Bodhisattva Sen , Moulinath Banerjee , Michael Woodroofe

The wild bootstrap is a popular resampling method in the context of time-to-event data analyses. Previous works established the large sample properties of it for applications to different estimators and test statistics. It can be used to…

Methodology · Statistics 2023-10-27 Marina T. Dietrich , Dennis Dobler , Mathisca C. M. de Gunst

In recent years, bootstrap methods have drawn attention for their ability to approximate the laws of "max statistics" in high-dimensional problems. A leading example of such a statistic is the coordinate-wise maximum of a sample average of…

Statistics Theory · Mathematics 2019-07-23 Miles E. Lopes , Zhenhua Lin , Hans-Georg Mueller

A core problem in statistical network analysis is to develop network analogues of classical techniques. The problem of bootstrapping network data stands out as especially challenging, since typically one observes only a single network,…

Statistics Theory · Mathematics 2021-10-13 Keith Levin , Elizaveta Levina

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

Hypothesis testing procedures are developed to assess linear operator constraints in function-on-scalar regression when incomplete functional responses are observed. The approach enables statistical inferences about the shape and other…

Methodology · Statistics 2022-12-06 Yeonjoo Park , Kyunghee Han , Douglas G. Simpson

Motivated by a neuroscience question about synchrony detection in spike train analysis, we deal with the independence testing problem for point processes. We introduce non-parametric test statistics, which are rescaled general…

Statistics Theory · Mathematics 2015-05-28 Mélisande Albert , Yann Bouret , Magalie Fromont , Patricia Reynaud-Bouret

Change point tests for abrupt changes in the mean of functional data, i.e., random elements in infinite-dimensional Hilbert spaces, are either based on dimension reduction techniques, e.g., based on principal components, or directly based…

Statistics Theory · Mathematics 2026-01-23 Claudia Kirch , Hedvika Ranošová , Martin Wendler