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math.ST2025
Goodness-of-fit testing from observations with multiplicative measurement error
Jan Johannes, Bianca Neubert
Given observations from a positive random variable contaminated by multiplicative measurement error, we consider a nonparametric goodness-of-fit testing task for its unknown densit…
math.ST2025
Conditionally specified graphical modeling of stationary multivariate time series
Anirban Bhattacharya, Jan Johannes, Suhasini Subba Rao
Graphical models are ubiquitous for summarizing conditional relations in multivariate data. In many applications involving multivariate time series, it is of interest to learn an i…