Related papers: Panel Data Unit Root testing: Overview
In this paper, we propose an easy-to-implement residual-based specification testing procedure for detecting structural changes in factor models, which is powerful against both smooth and abrupt structural changes with unknown break dates.…
This paper tackles the problem of detecting abrupt changes in the mean of a heteroscedastic signal by model selection, without knowledge on the variations of the noise. A new family of change-point detection procedures is proposed, showing…
In recent years, manifold methods have moved into focus as tools for dimension reduction. Assuming that the high-dimensional data actually lie on or close to a low-dimensional nonlinear manifold, these methods have shown convincing results…
We propose a framework to distributed diagnos- ability analysis of concurrent systems modeled with Petri nets as a collection of components synchronizing on common observable transitions, where faults can occur in several components. The…
Kernel-based tests provide a simple yet effective framework that use the theory of reproducing kernel Hilbert spaces to design non-parametric testing procedures. In this paper we propose new theoretical tools that can be used to study the…
This chapter covers methodological issues related to estimation, testing and computation for models involving structural changes. Our aim is to review developments as they relate to econometric applications based on linear models.…
Preferably in two- or three-arm randomized clinical trials, a few (2,3) correlated multiple primary endpoints are considered. In addition to the closed testing principle based on different global tests, two max(maxT) tests are compared with…
This paper develops a new model and estimation procedure for panel data that allows us to identify heterogeneous structural breaks. We model individual heterogeneity using a grouped pattern. For each group, we allow common structural breaks…
An alternative approach to detect very weak singularities on the characteristics of a tunnel diode is proposed in which the numerical differential filtering is applied directly to measured current versus voltage dependence instead of the…
This paper deals with the use of numerical methods based on random root sampling techniques to solve some theoretical problems arising in the analysis of polynomials. These methods are proved to be practical and give solutions where…
While approaches to model the progression of fracture have received significant attention, methods to find the solution to the associated nonlinear equations have not. In general, nonlinear solution methods and optimization methods have a…
The North American Linear Collider Detector group has developed a simulation program package based on the ROOT system. The package consists of Fast simulation, the reconstruction of the Full simulated data, and physics analysis utilities.
We describe two different bootstrap methods applied to the detection of a minimum spanning tree obtained from a set of multivariate variables. We show that two different bootstrap procedures provide partly distinct information that can be…
In this paper we propose a new efficient interpolation tool, extremely suitable for large scattered data sets. The partition of unity method is used and performed by blending Radial Basis Functions (RBFs) as local approximants and using…
Randomized controlled trials (RCTs) are the gold standard for causal inference, yet practical constraints often limit the size of the concurrent control arm. Borrowing control data from previous trials offers a potential efficiency gain,…
Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…
The article presents the first results of a PhD study connected to testing of safety critical medical devices: a systematically executed case study at a Hungarian manufacturer of medical devices. The article shortly describes the process of…
We present an extension to the robust phase estimation protocol, which can identify incorrect results that would otherwise lie outside the expected statistical range. Robust phase estimation is increasingly a method of choice for…
We consider the problem of testing the stationarity and isotropy of a spatial point pattern based on the concept of local spectra. Using a logarithmic transformation, the mechanism of the proposed test is approximately identical to a simple…
The usual methods for root finding of polynomials are based on the iteration of a numerical formula for improvement of successive estimations. The unpredictable nature of the iterations prevents to search roots inside a pre-specified region…