相关论文: Bootstrap Seasonal Unit Root Test under Periodic V…
We apply a wild bootstrap method to the Lancaster three-variable interaction measure in order to detect factorisation of the joint distribution on three variables forming a stationary random process, for which the existing permutation…
Random effects are a flexible addition to statistical models to capture structural heterogeneity in the data, such as spatial dependencies, individual differences, temporal dependencies, or non-linear effects. Testing for the presence (or…
This paper investigates the asymptotic behaviour of solutions of periodic evolution equations. Starting with a general result concerning the quantified asymptotic behaviour of periodic evolution families we go on to consider a special class…
We investigate distributional properties of a class of spectral spatial statistics under irregular sampling of a random field that is defined on $\mathbb{R}^d$, and use this to obtain a test for isotropy. Within this context, edge effects…
We present new families of goodness-of-fit tests of uniformity on a full-dimensional set $W\subset\R^d$ based on statistics related to edge lengths of random geometric graphs. Asymptotic normality of these statistics is proven under the…
Roy's largest root is a common test statistic in multivariate analysis, statistical signal processing and allied fields. Despite its ubiquity, provision of accurate and tractable approximations to its distribution under the alternative has…
A/B testing, a widely used form of Randomized Controlled Trial (RCT), is a fundamental tool in business data analysis and experimental design. However, despite its intent to maintain randomness, A/B testing often faces challenges that…
In frequency domain analysis for spatial data, spectral averages based on the periodogram often play an important role in understanding spatial covariance structure, but also have complicated sampling distributions due to complex variances…
This paper considers Bayesian multiple testing under sparsity for polynomial-tailed distributions satisfying a monotone likelihood ratio property. Included in this class of distributions are the Student's t, the Pareto, and many other…
The analysis of seasonal or annual block maxima is of interest in fields such as hydrology, climatology or meteorology. In connection with the celebrated method of block maxima, we study several tests that can be used to assess whether the…
Standardization has been a widely adopted practice in multiple testing, for it takes into account the variability in sampling and makes the test statistics comparable across different study units. However, despite conventional wisdom to the…
We investigate the asymptotics of boundary layers in periodic homogenization. The analysis is focused on a Stokes system with periodic coefficients and periodic Dirichlet data posed in the half-space $\{y\in \mathbb{R}^d: y\cdot n -s>0\}$.…
This paper proposes new parametric model adequacy tests for possibly nonlinear and nonstationary time series models with noncontinuous data distribution, which is often the case in applied work. In particular, we consider the correct…
The advantages of adaptive experiments have led to their rapid adoption in economics, other fields, as well as among practitioners. However, adaptive experiments pose challenges for causal inference. This note suggests a BOLS (batched…
The bootstrap is a method for estimating the distribution of an estimator or test statistic by re-sampling the data or a model estimated from the data. Under conditions that hold in a wide variety of econometric applications, the bootstrap…
In this paper we study the consistency of different bootstrap procedures for constructing confidence intervals (CIs) for the unique jump discontinuity (change-point) in an otherwise smooth regression function in a stochastic design setting.…
The use of longitudinal finite mixture models such as group-based trajectory modeling has seen a sharp increase during the last decades in the medical literature. However, these methods have been criticized especially because of the…
Mediation analysis aims to assess if, and how, a certain exposure influences an outcome of interest through intermediate variables. This problem has recently gained a surge of attention due to the tremendous need for such analyses in…
Many high-dimensional hypothesis tests aim to globally examine marginal or low-dimensional features of a high-dimensional joint distribution, such as testing of mean vectors, covariance matrices and regression coefficients. This paper…
The general philosophy for bootstrap or permutation methods for testing hypotheses is to simulate the variation of the test statistic by generating the sampling distribution which assumes both that the null hypothesis is true, and that the…