English

Parametrically Adaptive Transition Polynomial: a Signed-Parity Continuous-alpha Extension of Kunchenko Stochastic Polynomials

Methodology 2026-05-19 v2 Signal Processing Statistics Theory Statistics Theory

Abstract

Kunchenko's method of polynomial maximization provides a semiparametric apparatus for parameter estimation under non-Gaussian errors, but its classical power basis relies on finite higher-order integer moments. This paper introduces the Parametrically Adaptive Transition Polynomial (PATP), a signed-parity fractional-power family controlled by a continuous parameter alpha in [0,1]. The quadratic exponent map p_i(alpha) connects the fractal regime p_i(0)=1/i, the degenerate linear point p_i(1/2)=1, and the signed-parity integer-power regime p_i(1)=i. For the degree-S=2 case we derive a closed-form variance-reduction coefficient g_2(alpha) in terms of signed and absolute fractional moments, identify the singular behavior at alpha=1/2, and state the moment and regularity conditions under which the formula is meaningful. The construction should be read as a Form-B PATP analogue within Kunchenko's generalized apparatus, not as an exact recovery of the canonical even-power PMM basis at alpha=1. Numerical illustrations on canonical distributions are used to examine the finite-sample behavior of the signed-parity estimator and to mark the boundary of applicability for extremely heavy-tailed cases such as Cauchy.

Keywords

Cite

@article{arxiv.2605.14610,
  title  = {Parametrically Adaptive Transition Polynomial: a Signed-Parity Continuous-alpha Extension of Kunchenko Stochastic Polynomials},
  author = {Serhii Zabolotnii},
  journal= {arXiv preprint arXiv:2605.14610},
  year   = {2026}
}

Comments

39 pages, 8 figures. Code supplement: https://github.com/SZabolotnii/Ku-PATP-code-supplement

R2 v1 2026-07-22T07:11:58.982Z