Related papers: Locally Regular and Efficient Tests in Non-Regular…
In this paper we propose a general series method to estimate a semiparametric partially linear varying coefficient model. We establish the consistency and \sqrtn-normality property of the estimator of the finite-dimensional parameters of…
We introduce the concept of $C^{m,\alpha}$-nonlocal operators, extending the notion of second order elliptic operator in divergence form with $C^{m,\alpha}$-coefficients. We then derive the nonlocal analogue of the key existing results for…
In transformation regression models the response is transformed before fitting a regression model to covariates and transformed response. We assume such a model where the errors are independent from the covariates and the regression…
Experimental designs based on the classical D-optimal criterion minimize the volume of the linear-approximation inference regions for the parameters using local sensitivity coefficients. For nonlinear models, these designs can be unreliable…
The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimated by local smoothing methods, e.g. local linear estimator.…
We study the regularity of solutions to the fully nonlinear thin obstacle problem. We establish local $C^{1,\alpha}$ estimates on each side of the smooth obstacle, for some small $\alpha > 0$. Our results extend those of Milakis-Silvestre…
We discuss possibilities to test physics beyond the Standard Model in $\vert\Delta c\vert=\vert\Delta u\vert= 1$ semileptonic, hadronic and missing energy decay modes. Clean null test observables such as angular observables, CP-asymmetries…
Parametric hypothesis testing associated with two independent samples arises frequently in several applications in biology, medical sciences, epidemiology, reliability and many more. In this paper, we propose robust Wald-type tests for…
We prove the existence and $C^{1,\alpha}$ regularity of solutions to nonlocal fully nonlinear elliptic double obstacle problems. We also obtain boundary regularity for these problems. The obstacles are assumed to be Lipschitz…
The problem of testing two simple hypotheses in a general probability space is considered. For a fixed type-I error probability, the best exponential decay rate of the type-II error probability is investigated. In regular asymptotic cases…
The no-signalling principle is a fundamental assumption in Bell-inequality and quantum-steering experiments. Nonetheless, experimental imperfections can lead to apparent violations beyond those expected from finite-sample statistics. Here,…
The paper deals with the problem of output regulation in a "non-equilibrium" context for a special class of multivariable nonlinear systems stabilizable by high-gain feedback. A post-processing internal model design suitable for the…
We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: one-dimensional for…
We present sufficient conditions for the transience and the existence of local times of a Feller process, and the ultracontractivity of the associated Feller semigroup; these conditions are sharp for L\'{e}vy processes. The proof uses a…
We study the higher H\"older regularity of local weak solutions to a class of nonlinear nonlocal elliptic equations with kernels that satisfy a mild continuity assumption. An interesting feature of our main result is that the obtained…
This paper considers the problem of testing whether there exists a non-negative solution to a possibly under-determined system of linear equations with known coefficients. This hypothesis testing problem arises naturally in a number of…
For $\alpha\in (1,2)$, we present a generalized central limit theorem for $\alpha$-stable random variables under sublinear expectation. The foundation of our proof is an interior regularity estimate for partial integro-differential…
We establish $C^{\sigma+\alpha}$ interior estimates for concave nonlocal fully nonlinear equations of order $\sigma\in(0,2)$ with rough kernels. Namely, we prove that if $u\in C^{\alpha}(\mathbb R^n)$ solves in $B_1$ a concave translation…
This paper presents a procedure for testing the hypothesis that the underlying distribution of the data is elliptical when using robust location and scatter estimators instead of the sample mean and covariance matrix. Under mild assumptions…
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…