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stat.ME2025
Eigenvalue-Based Randomness Test for Residual Diagnostics in Panel Data Models
Marcell T. Kurbucz, Betsabé Pérez Garrido, Antal Jakovác
This paper introduces the Eigenvalue-Based Randomness (EBR) test - a novel approach rooted in the Tracy-Widom law from random matrix theory - and applies it to the context of resid…
stat.ME2024
Unified Causality Analysis Based on the Degrees of Freedom
András Telcs, Marcell T. Kurbucz, Antal Jakovác
Temporally evolving systems are typically modeled by dynamic equations. A key challenge in accurate modeling is understanding the causal relationships between subsystems, as well a…