Results 11 to 20 of about 66,189 (248)
Distribution-free tests of fractional cointegration [PDF]
, 2008 We propose tests of the null of spurious relationship against the alternative of fractional cointegration among the components of a vector of fractionally integrated time series.
Hualde, Javier, Velasco, Carlos
core +7 more sources
Refined tests for spatial correlation [PDF]
, 2014 We consider testing the null hypothesis of no spatial correlation against the alternative of pure first order spatial autoregression. A test statistic based on the least squares estimate has good first-order asymptotic properties, but these may not be ...
Robinson, Peter M., Rossi, Francesca
core +1 more source
Bayesian-motivated tests of function fit and their asymptotic frequentist properties [PDF]
, 2004 We propose and analyze nonparametric tests of the null hypothesis that a function belongs to a specified parametric family. The tests are based on BIC approximations, π BIC , to the posterior probability of the null model, and may be carried out in ...
M. Aerts, G. Claeskens, J. Hart
semanticscholar +1 more source
A Bernstein polynomial approach of the robust regression
AIMS MathematicsThis paper proposes a new family of robust non-parametric estimators for regression functions by applying polynomials to construct a robust regression estimator.
Sihem Semmar +4 more
doaj +1 more source
Multivariate Specification Tests Based on a Dynamic Rosenblatt Transform
, 2018 This paper considers parametric model adequacy tests for nonlinear multivariate dynamic models. It is shown that commonly used Kolmogorov-type tests do not take into account cross-sectional nor time-dependence structure, and a test, based on multi ...
Kheifets, Igor L.
core +1 more source
Optimal Minimax Rate of Smoothing Parameter in Distributed Nonparametric Specification Test
AxiomsA model specification test is a statistical procedure used to assess whether a given statistical model accurately represents the underlying data-generating process. The smoothing-based nonparametric specification test is widely used due to its efficiency
Peili Liu +3 more
doaj +1 more source
Time after time – circadian clocks through the lens of oscillator theory
FEBS Letters, EarlyView.Oscillator theory bridges physics and circadian biology. Damped oscillators require external drivers, while limit cycles emerge from delayed feedback and nonlinearities. Coupling enables tissue‐level coherence, and entrainment aligns internal clocks with environmental cues.
Marta del Olmo +2 more
wiley +1 more source
International Journal of Adaptive Control and Signal Processing, EarlyView.This paper proposes two projector‐based Hopfield neural network (HNN) estimators for online, constrained parameter estimation under time‐varying data, additive disturbances, and slowly drifting physical parameters. The first is a constraint‐aware HNN that enforces linear equalities and inequalities (via slack neurons) and continuously tracks the ...
Miguel Pedro Silva
wiley +1 more source
Non-parametric weighted tests for independence based on empirical copula process [PDF]
, 2013 We propose a class of flexible non-parametric tests for the presence of dependence between components of a random vector based on weighted Cramér–von Mises functionals of the empirical copula process.
I. Medovikov
semanticscholar +1 more source
, 2009 We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available.
Liang, Hua, Zhou, Yong
core +1 more source