Related papers: Locally Regular and Efficient Tests in Non-Regular…
Consider a nonparametric regression model with one-sided errors and regression function in a general H\"older class. We estimate the regression function via minimization of the local integral of a polynomial approximation. We show uniform…
Along the lines of Janssen's and Pfanzagl's work the testing theory for statistical functionals is further developed for non-parametric one-sample problems. Efficient tests for the one-sided and two-sided problems are derived for…
Conditional local independence is an asymmetric independence relation among continuous time stochastic processes. It describes whether the evolution of one process is directly influenced by another process given the histories of additional…
We propose and analyze nonparametric tests of the null hypothesis that a function belongs to a specified parametric family. The tests are based on BIC approximations, \pi_{BIC}, to the posterior probability of the null model, and may be…
We investigate the regularity of the positive roots of a non-negative function of one-variable. A modified H\"older space $\mathcal{F}^\beta$ is introduced such that if $f\in \mathcal{F}^\beta$ then $f^\alpha \in C^{\alpha \beta}$. This…
The use of standard statistical methods, such as maximum likelihood, is often justified based on their asymptotic properties. For suitably regular models, this theory is standard but, when the model is non-regular, e.g., the support depends…
We study problems in which a local model is coupled with a nonlocal one. We propose two energies: both of them are based on the same classical weighted $H^1$-semi norm to model the local part, while two different weighted $H^s$-semi norms,…
Discrete-time models of non-uniformly sampled nonlinear systems under zero-order hold relate the next state sample to the current state sample, (constant) input value, and sampling interval. The exact discrete-time model, that is, the…
This article deals with the study of a non-local one-dimensional quasilinear problem with continuous forcing. We use a time-reparameterization to obtain a semilinear problem and study a more general equation using semigroup theory. The…
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…
We develop a novel continuous-time asymptotic framework for inference on whether the predictive ability of a given forecast model remains stable over time. We formally define forecast instability from the economic forecaster's perspective…
The LOCAL model is among the main models for studying locality in the framework of distributed network computing. This model is however subject to pertinent criticisms, including the facts that all nodes wake up simultaneously, perform in…
We investigate a semiparametric regression model where one gets noisy non linear non invertible functions of the observations. We focus on the application to bearings-only tracking. We first investigate the least squares estimator and prove…
Empirical researchers often perform model specification tests, such as Hausman tests and overidentifying restrictions tests, to assess the validity of estimators rather than that of models. This paper examines the effectiveness of such…
We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime,…
We develop a novel test of the instrumental variable identifying assumptions for heterogeneous treatment effect models with conditioning covariates. We assume semiparametric dependence between potential outcomes and conditioning covariates.…
Scientific inquiry seeks causal explanations of observed phenomena. The Bell experiment provides a paradigmatic case, revealing correlations between spatially separated systems that no local model can reproduce. Such correlations, known as…
We establish local $C^{1,\alpha}$-regularity for some $\alpha\in(0,1)$ and $C^{\alpha}$-regularity for any $\alpha\in(0,1)$ of local minimizers of the functional \[ v\ \mapsto\ \int_\Omega \phi(x,|Dv|)\,dx, \] where $\phi$ satisfies a…
In this paper, we study local regularity properties of minimizers of nonlocal variational functionals with variable exponents and weak solutions to the corresponding Euler--Lagrange equations. We show that weak solutions are locally bounded…
Conditional copula models allow dependence structures to vary with observed covariates while preserving a separation between marginal behavior and association. We study the uniform asymptotic behavior of kernel-weighted local likelihood…