Related papers: Some thoughts on Le Cam's statistical decision the…
This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…
In this paper, the authors first provide an overview of two major developments on complex survey data analysis: the empirical likelihood methods and statistical inference with non-probability survey samples, and highlight the important…
Although complete randomization ensures covariate balance on average, the chance for observing significant differences between treatment and control covariate distributions increases with many covariates. Rerandomization discards…
In this article we investigate consistency and asymptotic normality of the maximum likelihood and the posterior distribution of the parameters in the context of state space stochastic differential equations (SDEs). We then extend our…
We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…
This paper presents the asymptotic distributions of a general likelihood-based test statistic, derived using results of Wilks and Wald. The general form of the test statistic incorporates the test statistics and associated asymptotic…
An assumed density approximate likelihood is derived for a class of partially observed stochastic compartmental models which permit observational over-dispersion. This is achieved by treating time-varying reporting probabilities as latent…
We introduce the notion of a random relaxed asymptotic contraction in the setting of random normed modules. The contraction condition employs two quasi-metrics that are built directly from the random operator: a lower quasi-metric which…
We provide an asymptotic analysis of linear transport problems in the diffusion limit under minimal regularity assumptions on the domain, the coefficients, and the data. The weak form of the limit equation is derived and the convergence of…
Comparisons are made for the amount of agreement of the composite likelihood information criteria and their full likelihood counterparts when making decisions among the fits of different models, and some properties of penalty term for…
We study asymptotics of random shifted Young diagrams which correspond to a given sequence of reducible projective representations of the symmetric groups. We show limit results (Law of Large Numbers and Central Limit Theorem) for their…
With the growing availability of large-scale biomedical data, it is often time-consuming or infeasible to directly perform traditional statistical analysis with relatively limited computing resources at hand. We propose a fast subsampling…
Stochastic dynamical systems consisting of non-invertible continuous maps on an interval are studied. It is proved that if they satisfy the recently introduced so-called $\mu$-injectivity and some mild assumptions, then proximality,…
We consider a linear mixed-effects model with a clustered structure, where the parameters are estimated using maximum likelihood (ML) based on possibly unbalanced data. Inference with this model is typically done based on asymptotic theory,…
There are multiple proposed interpretations of probability theory: one such interpretation is true-false logic under uncertainty. Cox's Theorem is a representation theorem that states, under a certain set of axioms describing the meaning of…
We address the inference problem concerning regression coefficients in a classical linear regression model using least squares estimates. The analysis is conducted under circumstances where network dependency exists across units in the…
We provide a general theorem on the asymptotic behavior of stochastic processes that conform to a relaxed supermartingale condition. The distinguishing feature of our result is that it provides quantitative convergence guarantees at a much…
We consider the asymptotic distribution of a cell in a 2 x ... x 2 contingency table as the fixed marginal totals tend to infinity. The asymptotic order of the cell variance is derived and a useful diagnostic is given for determining…
In this note we essentially simplify the proof of the main result in one paper from leading computer science conference 25th ACM Symposium on Parallelism in Algorithms and Architectures (see [3].) We also present direct method and give…
In a functional setting, we propose two test statistics to highlight the Poisson nature of a Cox process when n copies of the process are available. Our approach involves a comparison of the empirical mean and the empirical variance of the…