相关论文: Pair copula constructions of point-optimal sign-ba…

This paper develops tests of the null hypothesis of linearity in the context of autoregressive models with Markov-switching means and variances. These tests are robust to the identification failures that plague conventional likelihood-based…

Within the nonparametric regression model with unknown regression function $l$ and independent, symmetric errors, a new multiscale signed rank statistic is introduced and a conditional multiple test of the simple hypothesis $l=0$ against a…

We propose a robust method for constructing conditionally valid prediction intervals based on models for conditional distributions such as quantile and distribution regression. Our approach can be applied to important prediction problems…

We introduce and evaluate a new class of hypothesis testing procedures for moment structures. The methods are valid under weak assumptions and includes the well-known Satorra-Bentler adjustment as a special case. The proposed procedures…

We propose a novel approach for detecting change points in high-dimensional linear regression models. Unlike previous research that relied on strict Gaussian/sub-Gaussian error assumptions and had prior knowledge of change points, we…

The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…

Tests of independence are an important tool in applications, specifically in connection with the detection of a relationship between variables; they also have initiated many developments in statistical theory. In the present paper we build…

Reconstructing gene regulatory networks from large-scale heterogeneous data is a key challenge in biology. In multi-omics data analysis, networks based on pairwise statistical association measures remain popular, as they are easy to build…

In this paper, we consider detecting and estimating breaks in heterogeneous mean functions of high-dimensional functional time series which are allowed to be cross-sectionally correlated and temporally dependent. A new test statistic…

In this paper we consider the problem of multiple testing when the hypotheses are dependent. In most of the existing literature, either Bayesian or non-Bayesian, the decision rules mainly focus on the validity of the test procedure rather…

We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…

We propose and demonstrate a joint model of anatomical shapes, image features and clinical indicators for statistical shape modeling and medical image analysis. The key idea is to employ a copula model to separate the joint dependency…

In high-dimensional time series, the component processes are often assembled into a matrix to display their interrelationship. We focus on detecting mean shifts with unknown change point locations in these matrix time series. Series that…

The problem of joint sequential detection and isolation is considered in the context of multiple, not necessarily independent, data streams. A multiple testing framework is proposed, where each hypothesis corresponds to a different subset…

Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structure between rare events. Extreme-value copulas not only arise…

This paper develops permutation versions of identification-robust tests in linear instrumental variables (IV) regression. Unlike the existing randomization and rank-based tests in which independence between the instruments and the error…

In recent years, probabilistic forecasting is an emerging topic, which is why there is a growing need of suitable methods for the evaluation of multivariate predictions. We analyze the sensitivity of the most common scoring rules,…

A smooth test to simultaneously compare $K$ copulas, where $K \geq 2$ is proposed. The $K$ observed populations can be paired, and the test statistic is constructed based on the differences between moment sequences, called copula…

We investigate the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution in a sequential setup. The aim is to jointly infer the true hypothesis and the true parameter while using on…

We propose novel methods for change-point testing for nonparametric estimators of expected shortfall and related risk measures in weakly dependent time series. We can detect general multiple structural changes in the tails of marginal…