Related papers: Optimal two-value zero-mean disintegration of zero…

Surveys usually suffer from non-response, which decreases the effective sample size. Item non-response is typically handled by means of some form of random imputation if we wish to preserve the distribution of the imputed variable. This…

A meromorphic transform between complex manifolds is a surjective mutivalued map with an analytic graph. Let $F_n$ be a sequence of meromorphic transforms from a compact Kahler manifold X into compact Kahler manifolds X_n. We give…

Consider the problem of matching two independent i.i.d. samples of size $N$ from two distributions $P$ and $Q$ in $\mathbb{R}^d$. For an arbitrary continuous cost function, the optimal assignment problem looks for the matching that…

Random operators constitute fundamental building blocks of models of complex systems yet are far from fully understood. Here, we explain an asymmetry emerging upon repeating identical isotropic (uniformly random) operations. Specifically,…

Motivated by the importance of measuring the association between the response and predictors in high dimensional data, In this article, we propose a new mean variance test of independence between a categorical random variable and a…

The main purpose of this paper is to estimate the regression function by using a recursive nonparametric kernel approach. We derive the asymptotic normality for a general class of recursive kernel estimate of the regression function, under…

We develop some graph-based tests for spherical symmetry of a multivariate distribution using a method based on data augmentation. These tests are constructed using a new notion of signs and ranks that are computed along a path obtained by…

Under the null hypothesis, the marginal probability of the positive response is symmetric at any specified correlated coefficient, and the discordance probability is also symmetric to the positive response probability. The marginal…

This article considers nonparametric regression models with multivariate covariates and with responses missing at random. We estimate the regression function with a local polynomial smoother. The residual-based empirical distribution…

This paper compares the distribution of zeros of the Riemann zeta function $\zeta(s)$ with those of a symmetric combination of zeta functions, denoted ${\cal T}_+(s)$, known to have all its zeros located on the critical line $\Re(s)=1/2$.…

Shape restrictions such as monotonicity on functions often arise naturally in statistical modeling. We consider a Bayesian approach to the problem of estimation of a monotone regression function and testing for monotonicity. We construct a…

A random vector whose norm and overlap (inner product with an independent copy) concentrates is shown to have random low-dimensional projections that are approximately random Gaussians. Conversely, asymptotically random Gaussian projections…

We establish two theorems for assessing the accuracy in total variation of multivariate discrete normal approximation to the distribution of an integer valued random vector $W$. The first is for sums of random vectors whose dependence…

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…

By extrapolating the explicit formula of the zero-bias distribution occurring in the context of Stein's method, we construct characterization identities for a large class of absolutely continuous univariate distributions. Instead of trying…

The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…

Four propositions are considered concerning the relationship between the zeros of two combinations of the Riemann zeta function and the function itself. The first is the Riemann hypothesis, while the second relates to the zeros of a…

Let $X$ be a random variable with unknown mean and finite variance. We present a new estimator of the mean of $X$ that is robust with respect to the possible presence of outliers in the sample, provides tight sub-Gaussian deviation…

As for the Fourier transforms of positive and integrable functions supported in the unit interval, we make a list of improvements for P\'olya's results on the distribution of their positive zeros and give new sufficient conditions under…

Let $X$ be a mean zero Gaussian random vector in a separable Hilbert space ${\mathbb H}$ with covariance operator $\Sigma:={\mathbb E}(X\otimes X).$ Let $\Sigma=\sum_{r\geq 1}\mu_r P_r$ be the spectral decomposition of $\Sigma$ with…