Showing math.STShow all
3 papers · 1 filter
math.ST2026
Dimension-invariant uniform consistency of the empirical spatial distribution function and its associated spatial depth estimator
Felix Gnettner, Hyemin Yeon, Piotr Kokoszka
We provide a proof that the empirical spatial distribution estimator in as well as the corresponding plug-in estimator of the spatial depth are uniformly -consis…
math.ST2025
Monitoring for a Phase Transition in a Time Series of Wigner Matrices
Nina Dörnemann, Piotr Kokoszka, Tim Kutta +1
We develop methodology and theory for the detection of a phase transition in a time-series of high-dimensional random matrices. In the model we study, at each time point \( t = 1,2…
math.ST2025
Prokhorov Metric Convergence of the Partial Sum Process for Reconstructed Functional Data
Tim Kutta, Piotr Kokoszka
Motivated by applications in functional data analysis, we study the partial sum process of sparsely observed, random functions. A key novelty of our analysis are bounds for the dis…