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We show that the cumulative distribution function corresponding to a kernel density estimator with optimal bandwidth lies outside any confidence interval, around the empirical distribution function, with probability tending to 1 as the…

Statistics Theory · Mathematics 2026-04-17 Nils Lid Hjort , Stephen G. Walker

Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel estimators for the variance function. Optimal convergence…

Statistics Theory · Mathematics 2009-09-29 Lawrence D. Brown , M. Levine

We use the steepest descents method to study the integral kernel of a family of normal random matrix ensembles with eigenvalue distribution P_{N}(z_{1},...,z_{N}) = Z_{N}^{-1} e^{-N\Sigma_{i=1}^{N}V_{\alpha}(z_{i})}…

Mathematical Physics · Physics 2015-05-28 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

Consider the random quadratic form $T_n=\sum_{1 \leq u < v \leq n} a_{uv} X_u X_v$, where $((a_{uv}))_{1 \leq u, v \leq n}$ is a $\{0, 1\}$-valued symmetric matrix with zeros on the diagonal, and $X_1,$ $X_2, \ldots, X_n$ are i.i.d.…

Probability · Mathematics 2019-12-30 Bhaswar B. Bhattacharya , Somabha Mukherjee , Sumit Mukherjee

This paper studies the non-parametric estimation and uniform inference for the conditional quantile regression function (CQRF) with covariates exposed to measurement errors. We consider the case that the distribution of the measurement…

Methodology · Statistics 2025-04-03 Haoze Hou , Wei Huang , Zheng Zhang

In this paper we show how to use Fourier transform methods to analyze the asymptotic behavior of kernel distribution function estimators. Exact expressions for the mean integrated squared error in terms of the characteristic function of the…

Statistics Theory · Mathematics 2013-10-17 José E. Chacón , Pablo Monfort , Carlos Tenreiro

Let $X$, $B$ and $Y$ be three Dirichlet, Bernoulli and beta independent random variables such that $X\sim \mathcal{D}(a_0,...,a_d),$ such that $\Pr(B=(0,...,0,1,0,...,0))=a_i/a$ with $a=\sum_{i=0}^da_i$ and such that $Y\sim \beta(1,a).$ We…

Probability · Mathematics 2012-04-12 Pawel Hitczenko , Gerard Letac

We study the problem of the non-parametric estimation for the density $\pi$ of the stationary distribution of a stochastic two-dimensional damping Hamiltonian system $(Z_t)_{t\in[0,T]}=(X_t,Y_t)_{t \in [0,T]}$. From the continuous…

Statistics Theory · Mathematics 2020-01-29 Sylvain Delattre , Arnaud Gloter , Nakahiro Yoshida

We consider the problem of multivariate density deconvolution when the interest lies in estimating the distribution of a vector-valued random variable but precise measurements of the variable of interest are not available, observations…

Methodology · Statistics 2016-12-06 Abhra Sarkar , Debdeep Pati , Bani K. Mallick , Raymond J. Carroll

The paper considers probability distribution, density, conditional distribution and density and conditional moments as well as their kernel estimators in spaces of generalized functions. This approach does not require restrictions on…

Statistics Theory · Mathematics 2013-03-07 Victoria Zinde-Walsh

We consider the problem of denoising a function observed after a convolution with a random filter independent of the noise and satisfying some mean smoothness condition depending on an ill posedness coefficient. We establish the minimax…

Statistics Theory · Mathematics 2007-06-13 Thomas Willer

In this work we analyze a convex-programming method for estimating superpositions of point sources or spikes from nonuniform samples of their convolution with a known kernel. We consider a one-dimensional model where the kernel is either a…

Optimization and Control · Mathematics 2018-06-04 Brett Bernstein , Carlos Fernandez-Granda

We study the density estimation problem with observations generated by certain dynamical systems that admit a unique underlying invariant Lebesgue density. Observations drawn from dynamical systems are not independent and moreover, usual…

Machine Learning · Statistics 2016-07-14 Hanyuan Hang , Ingo Steinwart , Yunlong Feng , Johan A. K. Suykens

Atomic nuclei can be spontaneously deformed into non-spherical shapes as many-nucleon systems. We discuss to what extent a similar deformation takes place in many-electron systems. To this end, we employ several many-body methods, such as…

Atomic Physics · Physics 2021-09-24 Tomoya Naito , Shimpei Endo , Kouichi Hagino , Yusuke Tanimura

A number of machine learning tasks entail a high degree of invariance: the data distribution does not change if we act on the data with a certain group of transformations. For instance, labels of images are invariant under translations of…

Machine Learning · Statistics 2021-03-01 Song Mei , Theodor Misiakiewicz , Andrea Montanari

Experimental data in particle and nuclear physics, particle astrophysics, and radiation protection dosimetry are collected using experimental facilities that consist of a complex system of sensors, electronics, and software. Measured…

Data Analysis, Statistics and Probability · Physics 2026-03-04 Nikolay D. Gagunashvili

Say $X_1,X_2,\ldots$ are independent identically distributed Bernoulli random variables with mean $p$. This paper builds a new estimate $\hat p$ of $p$ that has the property that the relative error, $\hat p /p - 1$, of the estimate does not…

Statistics Theory · Mathematics 2015-11-18 Mark Huber

The Poisson-binomial distribution is useful in many applied problems in engineering, actuarial science, and data mining. The Poisson-binomial distribution models the distribution of the sum of independent but not identically distributed…

Computation · Statistics 2017-02-07 Man Zhang , Yili Hong , Narayanaswamy Balakrishnan

This paper investigates asymptotic distribution of complex zeros of random polynomials $P_n(z):=\sum_{k=0}^{n}b(k)\xi_k z^k$, as $n\to\infty$, where $b$ is a regularly varying function at infinity with index $\alpha\in \mathbb{R}$ and…

Probability · Mathematics 2025-11-18 Zakhar Kabluchko , Boris Khoruzhenko , Alexander Marynych

Given a normalized Orlicz function $M$ we provide an easy formula for a distribution such that, if $X$ is a random variable distributed accordingly and $X_1,...,X_n$ are independent copies of $X$, then the expected value of the p-norm of…

Functional Analysis · Mathematics 2015-03-04 David Alonso-Gutierrez , Soeren Christensen , Markus Passenbrunner , Joscha Prochno