Related papers: Testing for cross-quantilogram change
We investigate the large-sample behavior of change-point tests based on weighted two-sample U-statistics, in the case of short-range dependent data. Under some mild mixing conditions, we establish convergence of the test statistic to an…
The Bott index is an index that discerns among pairs of unitary matrices that can or cannot be approximated by a pair of commuting unitary matrices. It has been successfully employed to describe the approximate integer quantization of the…
We introduce a formalism for the calculation of the time of arrival t at a detector of particles traveling through interacting environments. We develop a general formulation that employs quantum canonical transformations from the free to…
We investigate a detector scheme designed to measure the arrival of a particle at $x=0$ during a finite time interval. The detector consists of a two state system which undergoes a transition from one state to the other when the particle…
Temporal dependence and the resulting autocovariances in time series data can introduce bias into ANOVA test statistics, thereby affecting their size and power. This manuscript accounts for temporal dependence in ANOVA and develops a test…
Time-to-event data with long-term survivors (L-TS), subjects who never experience the event, have been reported in multiple areas of oncology as therapies have improved. Conventional two-sample tests ignore L-TS, but alternatives have been…
In this paper, we introduce a new method for testing the stationarity of time series, where the test statistic is obtained from measuring and maximising the difference in the second-order structure over pairs of randomly drawn intervals.…
We report that entangled pairs of quantum clocks (non-degenerate quantum bits) can be used as a specialized detector for precisely measuring difference of proper-times that each constituent quantum clock experiences. We describe why the…
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…
A proposal is made by the University College of London Group [1] for measuring the target-ionization cross sections in Ps and atom scattering. We calculate the corresponding theoretical data for Ps-H and Ps-He systems including the effect…
It is notorious that quantum mechanics cannot predict well-defined values for all physical quantities. Less well-known, however, is the fact that quantum mechanics is unable to furnish -- without additional assumptions -- probabilistic…
We investigate the advantages of using two independent, linear detectors for continuous quantum measurement. For single-shot quantum measurement, the measurement is maximally efficient if the detectors are twins. For weak continuous…
A model for cross-over designs with repeated measures within each period was developed. It is obtained using an extension of generalized estimating equations that includes a parametric component to model treatment effects and a…
Motivated by a neuroscience question about synchrony detection in spike train analysis, we deal with the independence testing problem for point processes. We introduce non-parametric test statistics, which are rescaled general…
Temporal data are increasingly prevalent in modern data science. A fundamental question is whether two time series are related or not. Existing approaches often have limitations, such as relying on parametric assumptions, detecting only…
We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local $X$-Whittle estimators -- as generalizations of their univariate counterparts. As the…
In this paper we consider the properties of the Pesaran (2004, 2015a) CD test for cross-section correlation when applied to residuals obtained from panel data models with many estimated parameters. We show that the presence of…
Screening and surveillance are routinely used in medicine for early detection of disease and close monitoring of progression. Biomarkers are one of the primarily tools used for these tasks, but their successful translation to clinical…
We apply the concept of distance covariance for testing independence of two long-range dependent time series. As test statistic we propose a linear combination of empirical distance cross-covariances. We derive the asymptotic distribution…
The time evolution of an unstable quantum mechanical system coupled with an external measuring agent is investigated. According to the features of the interaction Hamiltonian, a quantum Zeno effect (hindered decay) or an inverse quantum…