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Asymptotic expansions are derived for Gegenbauer (ultraspherical) polynomials for large order $n$ that are uniformly valid for unbounded complex values of the argument $z$, including the real interval $0 \leq z \leq 1$ in which the zeros in…
We propose a new conditional dependence measure and a statistical test for conditional independence. The measure is based on the difference between analytic kernel embeddings of two well-suited distributions evaluated at a finite set of…
For a set of $p$-variate data points $\boldsymbol y_1,\ldots,\boldsymbol y_n$, there are several versions of multivariate median and related multivariate sign test proposed and studied in the literature. In this paper we consider the…
This paper deals with the asymptotic statistical properties of a class of redescending M-estimators in linear models with increasing dimension. This class is wide enough to include popular high breakdown point estimators such as…
We discuss in this paper uniform exponential convergence of sample average approximation (SAA) with adaptive multiple importance sampling (AMIS) and asymptotics of its optimal value. Using a concentration inequality for bounded martingale…
This paper studies one-sided hypothesis testing under random sampling without replacement. That is, when $n+1$ binary random variables $X_1,\ldots, X_{n+1}$ are subject to a permutation invariant distribution and $n$ binary random variables…
We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…
The empirical distribution function assigns mass $1/n$ to each of the $n$ observations in a sample. As these are highly variable, estimation error may be reduced by replacing them with estimated observations that are asymptotically less…
We investigate the large $n$ behavior of Jacobi polynomials with varying parameters $P_{n}^{(an+\alpha,\,bn+\beta)}(1-2\lambda^{2})$ for $a,b >-1$ and $\lambda\in(0,\,1)$. This is a well-studied topic in the literature but some of the…
In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…
We present a general non-parametric statistical inference theory for integrals of quantiles without assuming any specific sampling design or dependence structure. Technical considerations are accompanied by examples and discussions,…
It is well known that an extreme order statistic and a central order statistic (os) as well as an intermediate os and a central os from a sample of iid univariate random variables get asymptotically independent as the sample size increases.…
We consider the detection problem of correlations in a $p$-dimensional Gaussian vector, when we observe $n$ independent, identically distributed random vectors, for $n$ and $p$ large. We assume that the covariance matrix varies in some…
Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and…
Regression on observational data can fail to capture a causal relationship in the presence of unobserved confounding. Confounding strength measures this mismatch, but estimating it requires itself additional assumptions. A common assumption…
The asymptotic iteration method is applied, to calculate the angular spheroidal eigenvalues $\lambda^{m}_{\ell}(c)$ with arbitrary complex size parameter $c$. It is shown that, the obtained numerical results of $\lambda^{m}_{\ell}(c)$ are…
We consider a minimally-coupled inflationary theory with a general scalar potential $V(f(\varphi))= V(\xi\sum_{k=1}^{n}\lambda_k \varphi^k)$ containing a stationary point of maximal order $m$. We show that asymptotically flat potentials can…
This paper deals with a class of nonparametric two-sample tests for ordered alternatives. The test statistics proposed are based on the number of observations from one sample that precede or exceed a threshold specified by the other sample,…
Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on…
We investigate the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution in a sequential setup. The aim is to jointly infer the true hypothesis and the true parameter while using on…