Varying coefficient tensor regression
Available online 3 June 2026
We propose a new varying coefficient model for tensor data regression analysis. To manage the complexity of multi-dimensional tensors, we first employ a tensor partitioning strategy to reduce dimensionality,...
Autocorrelation test under frequent mean shifts
Available online 3 June 2026
Testing for the presence of autocorrelation is a fundamental problem in time series analysis. Classical methods such as the Box–Pierce test rely on the assumption of stationarity, necessitating the...
Robust spectral watermark for synthetic tabular data
Available online 28 April 2026
The rise of generative AI has enabled the production of high-fidelity synthetic tabular data across fields such as healthcare, finance, and public policy, raising growing concerns about data provenance...