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We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The proposed class of estimators is based on a Gaussian…

Methodology · Statistics 2025-07-21 Mirko Armillotta , Paolo Gorgi

Combining test statistics from independent trials or experiments is a popular method of meta-analysis. However, there is very limited theoretical understanding of the power of the combined test, especially in high-dimensional models…

Statistics Theory · Mathematics 2023-10-31 Botond Szabó , Aad van der Vaart , Lasse Vuursteen , Harry van Zanten

We study the question of local testability of low (constant) degree functions from a product domain $S_1 \times \dots \times {S}_n$ to a field $\mathbb{F}$, where ${S_i} \subseteq \mathbb{F}$ can be arbitrary constant sized sets. We show…

Computational Complexity · Computer Science 2024-11-12 Prashanth Amireddy , Srikanth Srinivasan , Madhu Sudan

In this manuscript, we investigate regularity estimates for a class of quasilinear elliptic equations in the non-divergence form that may exhibit degenerate behavior at critical points of their gradient. The prototype equation under…

Analysis of PDEs · Mathematics 2025-05-14 Junior da Silva Bessa , João Vitor da Silva

Instead of defining goodness of fit (GOF) tests in terms of their test statistics, we present an alternative method by introducing the concept of local levels, which indicate high or low local sensitivity of a test. Local levels can act as…

Statistics Theory · Mathematics 2016-03-18 Veronika Gontscharuk , Sandra Landwehr , Helmut Finner

We consider goodness-of-fit tests of symmetric stable distributions based on weighted integrals of the squared distance between the empirical characteristic function of the standardized data and the characteristic function of the standard…

Statistics Theory · Mathematics 2009-01-06 Muneya Matsui , Akimichi Takemura

Generalized linear models and the quasi-likelihood method extend the ordinary regression models to accommodate more general conditional distributions of the response. Nonparametric methods need no explicit parametric specification, and the…

Statistics Theory · Mathematics 2009-11-23 Jianqing Fan , Yichao Wu , Yang Feng

This study examines the varying coefficient model in tail index regression. The varying coefficient model is an efficient semiparametric model that avoids the curse of dimensionality when including large covariates in the model. In fact,…

Statistics Theory · Mathematics 2023-12-12 Koki Momoki , Takuma Yoshida

In this paper, we study the local constant and the local linear estimators of the conditional density function with right-censored data which exhibit some type of dependence. It is assumed that the observations form a stationary…

Statistics Theory · Mathematics 2019-07-12 Xianzhu Xiong , Meijuan Ou

This paper proposes a local representation for Empirical Likelihood (EL). EL admits the classical local linear quadratic representation by its likelihood ratio property. A local estimator is derived by using the new representation.…

Statistics Theory · Mathematics 2014-03-27 Zhengyuan Gao

Within the nonparametric regression model with unknown regression function $l$ and independent, symmetric errors, a new multiscale signed rank statistic is introduced and a conditional multiple test of the simple hypothesis $l=0$ against a…

Statistics Theory · Mathematics 2008-12-18 Angelika Rohde

We propose a hypothesis test that allows for many tested restrictions in a heteroskedastic linear regression model. The test compares the conventional F statistic to a critical value that corrects for many restrictions and conditional…

Econometrics · Economics 2023-01-24 Stanislav Anatolyev , Mikkel Sølvsten

Parametric and semiparametric tests of circular reflective symmetry about an unknown central direction are developed that are locally and asymptotically optimal in the Le Cam sense against asymmetric $k$-sine-skewed alternatives. The…

Methodology · Statistics 2020-09-01 Jose Ameijeiras-Alonso , Christophe Ley , Arthur Pewsey , Thomas Verdebout

This paper shows that the problem of testing hypotheses in moment condition models without any assumptions about identification may be considered as a problem of testing with an infinite-dimensional nuisance parameter. We introduce a…

Statistics Theory · Mathematics 2014-09-24 Isaiah Andrews , Anna Mikusheva

We reduce the local limit theorem for a non-compact semisimple Lie group acting on its symmetric space to establishing that a natural operator associated to the measure is quasicompact. Under strong Diophantine assumptions on the underlying…

Probability · Mathematics 2024-10-10 Constantin Kogler

Statistical tests are needed to determine experimentally whether a hypothetical theory based on local realism can be an acceptable alternative to quantum mechanics. It is impossible to rule out local realism by a single test, as often…

Quantum Physics · Physics 2017-04-26 Asher Peres

We consider the inviscid Leray-$\alpha$ equations - an inviscid nonlocal regularisation of the Euler equations. In the first part, we prove the convergence of strong solutions of the Leray-$\alpha$ equations to strong solutions of the Euler…

Analysis of PDEs · Mathematics 2026-01-22 Jule Schindler , Emil Wiedemann

We prove $C^{2,\alpha}$ regularity of sufficiently flat free boundaries, for the thin one-phase problem in which the free boundary occurs on a lower dimensional subspace. This problem appears also as a model of a one-phase free boundary…

Analysis of PDEs · Mathematics 2011-11-11 Daniela De Silva , Ovidiu Savin

We consider the problem of two-sample testing in a semi-supervised setting with abundant unlabeled covariate data. Standard two-sample tests neglect covariate information, which has the potential to significantly boost performance. However,…

Machine Learning · Statistics 2026-05-05 Gyumin Lee , Shubhanshu Shekhar , Ilmun Kim

In this paper we extend a central limit theorem of Peligrad for uniformly strong mixing random fields satisfying the Lindeberg condition in the absence of stationarity property. More precisely, we study the asymptotic normality of the…

Probability · Mathematics 2015-12-07 Richard C. Bradley , Cristina Tone