Related papers: Differentiability of M-functionals of location and…
We provide a general and rigorous proof for the strong consistency of maximum likelihood estimators of the cumulative distribution function of the mixing distribution and structural parameter under finite mixtures of location-scale…
A fundamental problem in statistics is estimating the shape matrix of an Elliptical distribution. This generalizes the familiar problem of Gaussian covariance estimation, for which the sample covariance achieves optimal estimation error.…
Motivated by applications to prediction and forecasting, we suggest methods for approximating the conditional distribution function of a random variable Y given a dependent random d-vector X. The idea is to estimate not the distribution of…
A new notion of metric differentiability of set-valued functions at a point is introduced in terms of right and left limits of special set-valued metric divided differences of first order. A local metric linear approximant of a metrically…
This paper deals with the equation $-\Delta u+\mu u=f$ on high-dimensional spaces $\mathbb{R}^m$ where $\mu$ is a positive constant. If the right-hand side $f$ is a rapidly converging series of separable functions, the solution $u$ can be…
Let $D$ be a domain in the complex plane, $M$ be an extended real function on $D$. If $f$ is a non-zero holomorphic function on $D$ with an upper constraint $|f|\leq \exp M$ on this domain $D$, then it is natural to expect that there must…
We study the problem of robustly estimating the mean or location parameter without moment assumptions. We show that for a large class of symmetric distributions, the same error as in the Gaussian setting can be achieved efficiently. The…
Location estimation is a central problem in functional data analysis. In this paper, we investigate penalized spline estimators of location for discretely sampled functional data under a broad class of convex loss functions. Our framework…
We study a random Schroedinger operator, the Laplacian with N independently uniformly distributed random delta potentials on flat tori T^d_L = R^d/LZ^d, d = 2, 3, where L > 0 is large. We determine a condition in terms of the size of the…
The irregularities of a distribution of $N$ points in the unit interval are often measured with various notions of discrepancy. The discrepancy function can be defined with respect to intervals of the form $[0,t)\subset [0,1)$ or arbitrary…
Arising as a fluctuation phenomenon, the equilibrium distribution of meandering steps with mean separation $<\ell>$ on a "tilted" surface can be fruitfully analyzed using results from RMT. The set of step configurations in 2D can be mapped…
We consider a semiparametric mixture of two univariate density functions where one of them is known while the weight and the other function are unknown. Such mixtures have a history of application to the problem of detecting differentially…
High-breakdown-point estimators of multivariate location and shape matrices, such as the MM-estimator with smooth hard rejection and the Rocke S-estimator, are generally designed to have high efficiency at the Gaussian distribution.…
Motivated by an influential result of Bourgain and Tzafriri, we consider continuous matrix functions $A:\mathbb{R}\to M_{n\times n}$ and lower $\ell_2$-norm bounds associated with their restriction to certain subspaces. We prove that for…
We propose a unified framework for establishing existence of nonparametric M-estimators, computing the corresponding estimates, and proving their strong consistency when the class of functions is exceptionally rich. In particular, the…
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…
We study the distributional properties of the linear discriminant function under the assumption of normality by comparing two groups with the same covariance matrix but different mean vectors. A stochastic representation for the…
Discretization of the uniform norm of functions from a given finite dimensional subspace of continuous functions is studied. We pay special attention to the case of trigonometric polynomials with frequencies from an arbitrary finite set…
In this study, we establish a significant connection between certain subclasses of complex order univalent functions and the Mittag-Leffler-type Poisson distribution series. We provide criteria for these series to belong to the specific…
In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…