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In spatio-temporal analysis, we often record data at specific time intervals but with varying spatial locations between these timepoints. We propose a conditional model to analyze such spatio-temporal data that accommodates the dependencies…

Methodology · Statistics 2026-04-03 Subhrajyoty Roy , Soudeep Deb , Sayar Karmakar , Rishideep Roy

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 studies the problem of testing whether a function is monotone from a nonparametric Bayesian perspective. Two new families of tests are constructed. The first uses constrained smoothing splines, together with a hierarchical…

Methodology · Statistics 2014-06-03 James G. Scott , Thomas S. Shively , Stephen G. Walker

A nonparametric procedure to estimate the conditional probability that a nonstationary geostatistical process exceeds a certain threshold value is proposed. The method consists of a bootstrap algorithm that combines conditional simulation…

There are some papers which describe the use of bootstrap techniques in point process statistics. The aim of the present paper is to show that the form in which bootstrap is used there is dubious. In case of variance estimation of pair…

Statistics Theory · Mathematics 2008-11-26 Martin Snethlage

We discuss the practice of directly or indirectly assuming a model for the number of points when modelling spatial point patterns even though it is rarely possible to validate such a model in practice since most point pattern data consist…

Methodology · Statistics 2022-02-10 Jesper Møller , Ninna Vihrs

Point pattern data often exhibit features such as abrupt changes, hotspots and spatially varying dependence in local intensity. Under a Poisson process framework, these correspond to discontinuities and nonstationarity in the underlying…

Methodology · Statistics 2025-07-24 Izabel Nolau , Flávio B. Gonçalves , Dani Gamerman

We study sequences of scaled edge-corrected empirical (generalized) K-functions (modifying Ripley's K-function) each of them constructed from a single observation of a $d$-dimensional fourth-order stationary point process in a sampling…

Statistics Theory · Mathematics 2017-06-06 Lothar Heinrich

This study aims to evaluate the performance of power in the likelihood ratio test for changepoint detection by bootstrap sampling, and proposes a hypothesis test based on bootstrapped confidence interval lengths. Assuming i.i.d normally…

Methodology · Statistics 2020-11-10 Ryan Chen , Javier Cabrera

In this article, we study whether the slope functions of two scalar-on-function regression models in two samples are associated with any arbitrary transformation along the vertical axis. The problem is formally stated as a statistical…

Methodology · Statistics 2025-12-09 Pratim Guha Niyogi , Subhra Sankar Dhar

Nonparametric cointegrating regression models have been extensively used in financial markets, stock prices, heavy traffic, climate data sets, and energy markets. Models with parametric regression functions can be more appealing in practice…

Methodology · Statistics 2023-12-27 Sepideh Mosaferi , Mark S. Kaiser , Daniel J. Nordman

Regularly varying space-time processes have proved useful to study extremal dependence in space-time data. We propose a semiparametric estimation procedure based on a closed form expression of the extremogram to estimate parametric models…

Methodology · Statistics 2018-07-17 Sven Buhl , Richard A. Davis , Claudia Klüppelberg , Christina Steinkohl

This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…

Econometrics · Economics 2019-09-24 Christoph Breunig

Statistical inference based on lossy or incomplete samples is often needed in research areas such as signal/image processing, medical image storage, remote sensing, signal transmission. In this paper, we propose a nonparametric testing…

Statistics Theory · Mathematics 2023-08-14 Kexuan Li , Ruiqi Liu , Ganggang Xu , Zuofeng Shang

This paper examines nonparametric regression with an exogenous threshold variable, allowing for an unknown number of thresholds. Given the number of thresholds and corresponding threshold values, we first establish the asymptotic properties…

Economics · Quantitative Finance 2018-02-26 Yan-Yu Chiou , Mei-Yuan Chen , Jau-er Chen

The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is concerned with nonparametric, closed-end testing procedures…

Methodology · Statistics 2020-10-27 Ivan Kojadinovic , Ghislain Verdier

The paper presents a systematic theory for asymptotic inference of autocovariances of stationary processes. We consider nonparametric tests for serial correlations based on the maximum (or ${\cal L}^\infty$) and the quadratic (or ${\cal…

Statistics Theory · Mathematics 2015-03-19 Han Xiao , Wei Biao Wu

Constructing tests or confidence regions that control over the error rates in the long-run is probably one of the most important problem in statistics. Yet, the theoretical justification for most methods in statistics is asymptotic. The…

Methodology · Statistics 2019-01-23 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

We consider an analysis of variance type problem, where the sample observations are random elements in an infinite dimensional space. This scenario covers the case, where the observations are random functions. For such a problem, we propose…

Methodology · Statistics 2022-07-26 Joydeep Chowdhury , Probal Chaudhuri

This paper discusses two goodness-of-fit testing problems. The first problem pertains to fitting an error distribution to an assumed nonlinear parametric regression model, while the second pertains to fitting a parametric regression model…

Statistics Theory · Mathematics 2007-06-13 Estate V. Khmaladze , Hira L. Koul
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