Related papers: When Is Parallel Trends Sensitive to Functional Fo…

Evidence-informed policy on infections requires estimates of their effects on health. However, pathogenic variation, whereby occurrence of adverse outcomes depends on the infecting strain, might complicate the study of many infectious…

We present a novel family of nonparametric omnibus tests of the hypothesis that two unknown but estimable functions are equal in distribution when applied to the observed data structure. We developed these tests, which represent a…

We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable…

Recent studies have analyzed whether one forecast method dominates another under a class of consistent scoring functions. While the existing literature focuses on empirical tests of forecast dominance, little is known about the theoretical…

The continuous advances in data collection and storage techniques allow us to observe and record real-life processes in great detail. Examples include financial transaction data, fMRI images, satellite photos, earths pollution distribution…

In a system of many similar self-propelled entities such as flocks of birds, fish school, cells and molecules, the interactions with neighbors can lead to a "coherent state", meaning the formation of visually compelling aggregation patterns…

The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…

A fundamental challenge in causal inference with observational data is correct specification of a causal model. When there is model uncertainty, analysts may seek to use estimates from multiple candidate models that rely on distinct, and…

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have the same time trend. Moreover, they would often like to know…

We consider the error distribution in functional linear models with scalar response and functional covariate. Different asymptotic expansions of the empirical distribution function and the empirical characteristic function based on…

In this paper, we present a general framework for testing relevant hypotheses in functional time series. Our unified approach covers one-sample, two-sample, and change point problems under contaminated observations with arbitrary sampling…

This paper examines the construction of confidence sets for parameters defined as linear functionals of a function of W and X whose conditional mean given Z and X equals the conditional mean of another variable Y given Z and X. Many…

The problem of estimating trend and seasonal variation in time-series data has been studied over several decades, although mostly using single time series. This paper studies the problem of estimating these components from functional data,…

In this paper, we propose new semiparametric procedures for making inference on linear functionals and their functions of two semicontinuous populations. The distribution of each population is usually characterized by a mixture of a…

Motivated by the pressing request of methods able to create prediction sets in a general regression framework for a multivariate functional response and pushed by new methodological advancements in non-parametric prediction for functional…

We consider the dynamics of the disordered trap model, which is known to be completely out-of-equilibrium and to present strong localization effects in its aging phase. We are interested into the influence of an external force, when it is…

The Fourier transform is naturally defined for integrable functrions. Otherwise, it should be stipulated in which sense the Fourier transform is understood. We consider some class of radial and, generally saying, nonintegrable functions.…

We show that trial-to-trial variability in sensory detection of a weak visual stimulus is dramatically diminished when rather than presenting a fixed stimulus contrast, fluctuations in a subject's judgment are matched by fluctuations in…

We study the Fluctuation Theorem (FT) for entropy production in chaotic discrete-time dynamical systems on compact metric spaces, and extend it to empirical measures, all continuous potentials, and all weak Gibbs states. In particular, we…