4 papers · 1 filter
Goodness-of-Fit Testing for Groupwise Spherical Error Structures
Daria Tieplova, Nina Dörnemann, Tim Kutta
The analysis of large data panels is important in econometrics and beyond. Prediction and inference methods for such data typically rely on simplifying model assumptions for the co…
Online Change-Point Monitoring for Object-valued Time Series
Yi Zhang, Tim Kutta, Xiaofeng Shao
We develop closed- and open-end procedures for monitoring changes in the marginal distribution of object-valued time series. The method combines two distance-based Hilbert-space em…
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…
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…