Related papers: Locally Regular and Efficient Tests in Non-Regular…

This paper introduces a quasi-likelihood ratio testing procedure for diffusion processes observed under nonsynchronous sampling schemes. High-frequency data, particularly in financial econometrics, are often recorded at irregular time…

No-signaling theories, which can contain nonlocal correlations stronger than classical correlations but limited by the no-signaling condition, have deepened our understanding of the quantum theory. In principle, the nonlocality of these…

In this paper we study a local and a non-local regularization of the system of nonlinear elastodynamics with a non-convex energy. We show that solutions of the non-local model converge to those of the local model in a certain regime. The…

In this paper we prove a nonlocal version of the Cordes-Niremberg estimates. We use it to extend our previous regularity results for fully nonlinear integro-differential equations to the variable coefficient case and several other settings…

In typical high dimensional statistical inference problems, confidence intervals and hypothesis tests are performed for a low dimensional subset of model parameters under the assumption that the parameters of interest are unconstrained.…

The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…

This paper studies models in which hypothesis tests have trivial power, that is, power smaller than size. This testing impossibility, or impossibility type A, arises when any alternative is not distinguishable from the null. We also study…

We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…

A novel goodness-of-fit strategy is introduced for testing models of angular power spectra with unknown parameters. Using this strategy, it is possible to assess the validity of such models without specifying the distribution of the angular…

Most normality tests in the literature are performed for scalar and independent samples. Thus, they become unreliable when applied to colored processes, hampering their use in realistic scenarios.We focus on Mardia's multivariate kurtosis,…

Nonlocality lies at the core of quantum mechanics from both a fundamental and applicative point of view. It is typically revealed by a Bell test, that is by violation of a Bell inequality, whose success depends both on the state of the…

This work is an extension in Arch models of the theorem of S.Y. Hwang and I.V. Basawa Hwang and Basawa (2001) which was used before in nonlinear time series contiguous to AR(1) processes. Our results are established under some general…

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

This paper discusses asymptotically distribution free tests for the classical goodness-of-fit hypothesis of an error distribution in nonparametric regression models. These tests are based on the same martingale transform of the residual…

Due to the broad applications of elliptical models, there is a long line of research on goodness-of-fit tests for empirically validating them. However, the existing literature on this topic is generally confined to low-dimensional settings,…

This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the finite-sample theory of weighted-average power (WAP)…

In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood. Firstly, we test the null hypothesis of no-change against the…

This paper provides a nonparametric analysis for several classes of models, with cases such as classical measurement error, regression with errors in variables, factor models and other models that may be represented in a form involving…

We deal with a class of semilinear nonlocal differential equations in Hilbert spaces which is a general model for some anomalous diffusion equations. By using the theory of integral equations with completely positive kernel together with…

We prove the existence and $C^{1,\alpha}$ regularity of solutions to nonlocal fully nonlinear elliptic equations with gradient constraints. We do not assume any regularity about the constraints; so the constraints need not be $C^1$ or…