1 citations · 2 across the 14 of their papers we have counts for
8 papers · 1 filter
Selfnormalization for relevant inference with supremum-type statistics
Patrick Bastian
We develop a selfnormalized approach to inference for relevant changes in functional time series measured by the supremum norm. The main difficulty is that the supremum norm is not…
Differentially private testing for relevant dependencies in high dimensions
Patrick Bastian, Holger Dette, Martin Dunsche
We investigate the problem of detecting dependencies between the components of a high-dimensional vector. Our approach advances the existing literature in two important respects. F…
Sequential Outlier Detection in Non-Stationary Time Series
Florian Heinrichs, Patrick Bastian, Holger Dette
A novel method for sequential outlier detection in non-stationary time series is proposed. The method tests the null hypothesis of ``no outlier'' at each time point, addressing the…
Gradual changes in functional time series
Patrick Bastian, Holger Dette
We consider the problem of detecting gradual changes in the sequence of mean functions from a not necessarily stationary functional time series. Our approach is based on the maximu…
Multiple change point detection in functional data with applications to biomechanical fatigue data
Patrick Bastian, Rupsa Basu, Holger Dette
Injuries to the lower extremity joints are often debilitating, particularly for professional athletes. Understanding the onset of stressful conditions on these joints is therefore…
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…
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…
Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics
Patrick Bastian, Holger Dette, Johannes Heiny
This paper takes a different look on the problem of testing the mutual independence of the components of a high-dimensional vector. Instead of testing if all pairwise associations…