Related papers: Time-Transformed Test for the Explosive Bubbles un…
We develop semiclassical methods for studying bubble nucleation in models with parameters that vary slowly in time. Introducing a more general rotation of the time contour allows access to a larger set of final states, and typically a…
A wild bootstrap method for nonparametric hypothesis tests based on kernel distribution embeddings is proposed. This bootstrap method is used to construct provably consistent tests that apply to random processes, for which the naive…
This paper is devoted to testing time series that exhibit behavior related to two or more regimes with different statistical properties. Motivation of our study are two real data sets from plasma physics with observable two-regimes…
This paper proposes new tests of conditional independence of two random variables given a single-index involving an unknown finite-dimensional parameter. The tests employ Rosenblatt transforms and are shown to be distribution-free while…
The problem of non-stationarity in financial markets is discussed and related to the dynamic nature of price volatility. A new measure is proposed for estimation of the current asset volatility. A simple and illustrative explanation is…
We address a detailed non-perturbative numerical study of the scalar theory on the fuzzy sphere. We use a novel algorithm which strongly reduces the correlation problems in the matrix update process, and allows the investigation of…
This paper develops a statistical framework for goodness-of-fit testing of volatility functions in McKean-Vlasov stochastic differential equations, which describe large systems of interacting particles with distribution-dependent dynamics.…
Ternary interactions between hetero-fluid particles, particularly the dynamics of droplets spreading over curved fluid interfaces remain insufficiently understood compared to the two-phase coalescence. In this study, we combine lattice…
We present a detailed non-perturbative analysis of the time-evolution of a well-known quantum-mechanical system - a particle between potential walls - describing the decay of unstable states. For sufficiently high barriers, corresponding to…
Reliable inference for spatial regression remains challenging because it requires the correct specification of the spatial dependence structure, the mean trend, and the error distribution. Existing parametric testing methods rely on…
A nonparametric procedure to estimate the conditional probability that a nonstationary geostatistical process exceeds a certain threshold value is proposed. The method consists of a bootstrap algorithm that combines conditional simulation…
We consider a test for the hypothesis that the within-treatment variance component in a one-way random effects model is null. This test is based on a decomposition of a $U$-statistic. Its asymptotic null distribution is derived under the…
We develop and investigate a test for jumps based on high-frequency observations of a fractional process with an additive jump component. The Hurst exponent of the fractional process is unknown. The asymptotic theory under infill…
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…
We investigate the behavior of the Generalized Likelihood Ratio Test (GLRT) (Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193]) for time varying coefficient models where the regressors and errors are non-stationary time series and can…
We consider the problem of constructing robust nonparametric confidence intervals and tests of hypothesis for the median when the data distribution is unknown and the data may contain a small fraction of contamination. We propose a…
Neutrino speed experiments could be viewed not only as tests of Lorentz invariance but also as measurements of limiting propagation speed for all standard model species below certain depth where no direct metrological information is…
The explosive percolation problem on the complete graph is investigated via extensive numerical simulations. We obtain the cluster-size distribution at the moment when the cluster size heterogeneity becomes maximum. The distribution is…
When an immiscible oil drop is immersed in a stably stratified ethanol-water mixture, the Marangoni flow on the surface of the drop can experience an oscillatory instability, so that the drop undergoes a transition from levitating to…
Using a toy model Lagrangian we investigate the formation of vortices in first order phase transitions. The evolution and interactions of vacuum bubbles are also studied using both analytical approximations and a numerical simulation of…