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In this paper, we define an underlying data generating process that allows for different magnitudes of cross-sectional dependence, along with time series autocorrelation. This is achieved via high-dimensional moving average processes of…

The problem of detecting variance breaks in the case of smooth time-varying variance structure is studied. It is highlighted that the tests based on (piecewise) constant specification of the variance are not able to distinguish between…

We consider the problem of detecting whether a power-law inhomogeneous random graph contains a geometric community, and we frame this as an hypothesis testing problem. More precisely, we assume that we are given a sample from an unknown…

We analyze the effect of a heterogeneous variance on bump detection in a Gaussian regression model. To this end we allow for a simultaneous bump in the variance and specify its impact on the difficulty to detect the null signal against a…

Commonly, the comparisons of treatment groups versus a control is performed for location effects only where possible scale effects are considered as disturbing. Sometimes scale effects are also relevant, as a kind of early indicator for…

Heterogeneity is a hallmark of complex diseases. Regression-based heterogeneity analysis, which is directly concerned with outcome-feature relationships, has led to a deeper understanding of disease biology. Such an analysis identifies the…

Sampling from large networks represents a fundamental challenge for social network research. In this paper, we explore the sensitivity of different sampling techniques (node sampling, edge sampling, random walk sampling, and snowball…

Several real-world systems can be represented as multi-layer complex networks, i.e. in terms of a superposition of various graphs, each related to a different mode of connection between nodes. Hence, the definition of proper mathematical…

Many experiments can be interpreted in terms of random processes operating according to some internal protocols. When experiments are costly or cannot be repeated only one or a few finite samples are available. In this paper we study data…

In this paper we consider a Lagrange Multiplier-type test (LM) to detect change in the mean of time series with heteroskedasticity of unknown form. We derive the limiting distribution under the null, and prove the consistency of the test…

Many time series exhibit changes both in level and in variability. Generally, it is more important to detect a change in the level, and changing or smoothly evolving variability can confound existing tests. This paper develops a framework…

Intraclass correlation in bilateral data has been investigated in recent decades with various statistical methods. In practice, stratifying bilateral data by some control variables will provide more sophisticated statistical results to…

One of the central issues in the hidden subgroup problem is to bound the sample complexity, i.e., the number of identical samples of coset states sufficient and necessary to solve the problem. In this paper, we present general bounds for…

For testing the statistical significance of a treatment effect, we usually compare between two parts of a population, one is exposed to the treatment, and the other is not exposed to it. Standard parametric and nonparametric two-sample…

This paper explores the estimation of a panel data model with cross-sectional interaction that is flexible both in its approach to specifying the network of connections between cross-sectional units, and in controlling for unobserved…

We study suspensions of solid particles in a viscous incompressible fluid in the presence of highly oscillatory velocity-dependent surface forces. The flow at a small Reynolds number is modeled by the Stokes equations coupled with the…

While there is considerable work on change point analysis in univariate time series, more and more data being collected comes from high dimensional multivariate settings. This paper introduces the asymptotic concept of high dimensional…

This paper studies semiparametric identification of substitution and complementarity patterns between two goods using a panel multinomial choice model with bundles. The model allows the two goods to be either substitutes or complements and…

We interpret homogenousness as a second order property and base it on the same principle as nonmonotonic logic: there might be a small set of exceptions. We use this idea to analyse fundamental questions about defeasible inheritance…

Rejecting the null hypothesis in two-sample testing is a fundamental tool for scientific discovery. Yet, aside from concluding that two samples do not come from the same probability distribution, it is often of interest to characterize how…