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A new computation method of frequentist $p$-values and Bayesian posterior probabilities based on the bootstrap probability is discussed for the multivariate normal model with unknown expectation parameter vector. The null hypothesis is…

Methodology · Statistics 2013-12-24 Hidetoshi Shimodaira

We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…

Statistics Theory · Mathematics 2022-08-24 Daren Wang , Zifeng Zhao , Yi Yu , Rebecca Willett

Panel data of our interest consist of a moderate or relatively large number of panels, while the panels contain a small number of observations. This paper establishes testing procedures to detect a possible common change in means of the…

Statistics Theory · Mathematics 2016-08-07 Barbora Peštová , Michal Pešta

We propose a new approach to the problem of high-dimensional multivariate ANOVA via bootstrapping max statistics that involve the differences of sample mean vectors. The proposed method proceeds via the construction of simultaneous…

Methodology · Statistics 2021-04-20 Zhenhua Lin , Miles E. Lopes , Hans-Georg Müller

We introduce a rigorous and sensitive significance test for hyperuniformity that yields reliable results even from a single sample. Our approach is based on a detailed analysis of the empirical Fourier transform of a stationary point…

Statistics Theory · Mathematics 2026-03-23 Michael A. Klatt , Günter Last , Norbert Henze

There has been substantial recent work on methods for estimating the slope function in linear regression for functional data analysis. However, as in the case of more conventional finite-dimensional regression, much of the practical…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Peter Hall

In spatial statistics, point processes are often assumed to be isotropic meaning that their distribution is invariant under rotations. Statistical tests for the null hypothesis of isotropy found in the literature are based either on…

Methodology · Statistics 2024-04-17 Chiara Fend , Claudia Redenbach

We consider semiparametric transformation models, where after pre-estimation of a parametric transformation of the response the data are modeled by means of nonparametric regression. We suggest subsequent procedures for testing lack-of-fit…

Methodology · Statistics 2019-01-25 Nick Kloodt , Natalie Neumeyer

This paper applies the functional sieve bootstrap (FSB) to estimate the distribution of the partial sum process for time series stemming from a weakly stationary functional process. Consistency of the FSB procedure under weak assumptions on…

Statistics Theory · Mathematics 2025-04-29 Efstathios Paparoditis , Lea Wegner , Martin Wendler

This paper proposes a class of origin-smooth approximators of indicators underlying the sum-of-negative-part statistic for testing multiple inequalities. The need for simulation or bootstrap to obtain test critical values is thereby…

Methodology · Statistics 2012-06-27 Le-Yu Chen , Jerzy Szroeter

This article presents an empirical validation of the functional multidimensional scaling model, a novel approach that improves the smoothness of time-varying dissimilarities in a low-dimensional space, embedding a modified Adam stochastic…

Applications · Statistics 2025-05-21 Liting Li

The function-on-function regression model is fundamental for analyzing relationships between functional covariates and responses. However, most existing function-on-function regression methodologies assume independence between observations,…

Methodology · Statistics 2025-12-02 Ufuk Beyaztas , Han Lin Shang , Gizel Bakicierler Sezer

Principled nonparametric tests for regression curvature in $\mathbb{R}^{d}$ are often statistically and computationally challenging. This paper introduces the stratified incomplete local simplex (SILS) tests for joint concavity of…

Statistics Theory · Mathematics 2022-10-17 Yanglei Song , Xiaohui Chen , Kengo Kato

We are interested in testing general linear hypotheses in a high-dimensional multivariate linear regression model. The framework includes many well-studied problems such as two-sample tests for equality of population means, MANOVA and…

Methodology · Statistics 2018-10-05 Haoran Li , Alexander Aue , Debashis Paul

Shape restrictions such as monotonicity on functions often arise naturally in statistical modeling. We consider a Bayesian approach to the problem of estimation of a monotone regression function and testing for monotonicity. We construct a…

Statistics Theory · Mathematics 2020-08-05 Moumita Chakraborty , Subhashis Ghosal

The scope of this paper is the presentation of a test that enables to detect heteroscedasticity in univariate regression model. The test is simple to compute and very general since no hypothesis is made on the regularity of the response…

Methodology · Statistics 2010-03-23 Jean-Baptiste Aubin , Samuela Leoni-Aubin

The spectral density matrix is a fundamental object of interest in time series analysis, and it encodes both contemporary and dynamic linear relationships between component processes of the multivariate system. In this paper we develop…

Statistics Theory · Mathematics 2025-02-04 Jinyuan Chang , Qing Jiang , Tucker S. McElroy , Xiaofeng Shao

We propose a computationally straightforward test for the linearity of a spatial interaction function. Such functions arise commonly, either as practitioner imposed specifications or due to optimizing behaviour by agents. Our conditional…

Econometrics · Economics 2025-04-30 Abhimanyu Gupta , Jungyoon Lee , Francesca Rossi

In unit root testing, a piecewise locally stationary process is adopted to accommodate nonstationary errors that can have both smooth and abrupt changes in second- or higher-order properties. Under this framework, the limiting null…

Econometrics · Economics 2018-02-16 Yeonwoo Rho , Xiaofeng Shao

We develop and implement a novel fast bootstrap for dependent data. Our scheme is based on the i.i.d. resampling of the smoothed moment indicators. We characterize the class of parametric and semi-parametric estimation problems for which…

Methodology · Statistics 2022-01-19 Davide La Vecchia , Alban Moor , Olivier Scaillet