:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Krebs, Johannes, Rademacher, Daniel
Format:	Preprint
Published:	2023
Subjects:	Statistics Theory
Online Access:	https://arxiv.org/abs/2311.11259
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Two-sample tests for relevant differences in persistence diagrams
by: Krebs, Johannes, et al.
Published: (2024)

Multiple change point detection in functional data with applications to biomechanical fatigue data
by: Bastian, Patrick, et al.
Published: (2023)

From sparse to dense functional time series: phase transitions of detecting structural breaks and beyond
by: Cai, Leheng, et al.
Published: (2024)

Functional renormalization group for signal detection and stochastic ergodicity breaking
by: Erbin, Harold, et al.
Published: (2023)

On the asymptotic normality of persistent Betti numbers
by: Krebs, Johannes, et al.
Published: (2019)

Universality in block dependent linear models with applications to nonparametric regression
by: Lahiry, Samriddha, et al.
Published: (2023)

Markov Stick-breaking Processes
by: Gil-Leyva, María F., et al.
Published: (2026)

Functional knockoffs selection with applications to functional data analysis in high dimensions
by: Qiao, Xinghao, et al.
Published: (2024)

Local convergence rates of the nonparametric least squares estimator with applications to transfer learning
by: Schmidt-Hieber, Johannes, et al.
Published: (2022)

Estimating a distribution function for discrete data subject to random truncation with an application to structured finance
by: Lautier, Jackson P., et al.
Published: (2021)

Maximum of sparsely equicorrelated Gaussian fields and applications
by: Heiny, Johannes, et al.
Published: (2026)

Sharp phase transitions in high-dimensional changepoint detection
by: Xiang, Daniel, et al.
Published: (2024)

Spike-timing-dependent Hebbian learning as noisy gradient descent
by: Dexheimer, Niklas, et al.
Published: (2025)

Short-time expansion of characteristic functions in a rough volatility setting with applications
by: Chong, Carsten H., et al.
Published: (2022)

On a divergence-based prior analysis of stick-breaking processes
by: Perusquía, José A., et al.
Published: (2023)

Correlation bounds, mixing and m-dependence under random time-varying network distances with an application to Cox-Processes
by: Kreiss, Alexander
Published: (2019)

Tuning-free one-bit covariance estimation using data-driven dithering
by: Dirksen, Sjoerd, et al.
Published: (2023)

Differential privacy with dependent data
by: Roth, Valentin, et al.
Published: (2025)

Use of copula functions in error assessment due to deviation from dependence assumption
by: Bhattacharjee, Subarna, et al.
Published: (2025)

False positive control in time series coincidence detection
by: Liang, Ruiting, et al.
Published: (2025)

Different PCA approaches for vector functional time series with applications to resistive switching processes
by: Acal, C., et al.
Published: (2024)

Robust Statistics meets elicitability: When fair model validation breaks down
by: Werner, Tino
Published: (2024)

General asymptotic representations of indexes based on the functional empirical process and the residual functional empirical process and applications
by: Lo, Gane Samb, et al.
Published: (2025)

Central limit theorems for high dimensional dependent data
by: Chang, Jinyuan, et al.
Published: (2021)

Quadratic form of heavy-tailed self-normalized random vector with applications in $α$-heavy Mar\v cenko--Pastur law
by: Dong, Zhaorui, et al.
Published: (2026)

Censored and extreme losses: functional convergence and applications to tail goodness-of-fit
by: Bladt, Martin, et al.
Published: (2024)

A new stochastic dominance criterion for dependent random variables with applications
by: Belzunce, F., et al.
Published: (2026)

Equivalence testing with data-dependent and post-hoc equivalence margins
by: Koobs, Stan, et al.
Published: (2026)

A Frequency-Domain NonStationarity Test for dependent data
by: Haye, Mohamedou Ould, et al.
Published: (2025)

Fast localization of anomalous patches in spatial data under dependence
by: Bonnerjee, Soham, et al.
Published: (2026)

The entropic optimal (self-)transport problem: Limit distributions for decreasing regularization with application to score function estimation
by: Mordant, Gilles
Published: (2024)

Inverse regression for spatially distributed functional data
by: Chatla, Suneel Babu, et al.
Published: (2024)

Change, dependence, and discovery: Celebrating the work of T.L. Lai
by: Tartakovsky, Alexander G., et al.
Published: (2025)

Generalized projection tests for function-valued parameters with applications to testing structural causal assumptions
by: Wang, Rui, et al.
Published: (2026)

Prior-dependent analysis of posterior sampling reinforcement learning with function approximation
by: Li, Yingru, et al.
Published: (2024)

Asymptotic and finite-sample distributions of one- and two-sample empirical relative entropy, with application to change-point detection
by: Garcin, Matthieu, et al.
Published: (2025)

Robust deep learning from weakly dependent data
by: Kengne, William, et al.
Published: (2024)

Shift-Dispersion Decompositions of Wasserstein and Cramér Distances
by: Resin, Johannes, et al.
Published: (2024)

The generalized Marshall-Olkin Lomax distribution with applications to AIDS and COVID-19 data
by: Ferreira, Alexsandro A., et al.
Published: (2025)

Kriging measure-valued data with sparse observations: application to nuclear safety studies
by: Gossard, Florian, et al.
Published: (2025)