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math.ST2024
Detecting relevant deviations from the white noise assumption for non-stationary time series
Patrick Bastian
We consider the problem of detecting deviations from a white noise assumption in time series. Our approach differs from the numerous methods proposed for this purpose with respect…
math.ST2023
Testing equivalence of multinomial distributions -- a constrained bootstrap approach
Patrick Bastian, Holger Dette, Lukas Koletzko
In this paper we develop a novel bootstrap test for the comparison of two multinomial distributions. The two distributions are called {\it equivalent} or {\it similar} if a norm of…
math.ST2023
Comparing regression curves -- an -point of view
Patrick Bastian, Holger Dette, Lukas Koletzko +1
In this paper we compare two regression curves by measuring their difference by the area between the two curves, represented by their -distance. We develop asymptotic confiden…