Related papers: Moderate Deviations Analysis of Binary Hypothesis …

The goal of this paper is to go further in the analysis of the behavior of the number of descents in a random permutation. Via two different approaches relying on a suitable martingale decomposition or on the Irwin-Hall distribution, we…

We consider a single-server queue where interarrival and service times depend linearly and randomly on customer waiting times, and establish a sample-path moderate deviation principle (MDP) for the waiting time process. The waiting times…

In this paper we derive sharp lower and upper bounds for the covariance of two bounded random variables when knowledge about their expected values, variances or both is available. When only the expected values are known, our result can be…

This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^o integrals on the Poisson space. Via sharp bounds on the cumulants for both classes of random variables, moderate deviation principles, concentration…

In this paper, we investigate a stochastic approximation procedure $\left(X_n\right)_{n\ge 0}$ taking values in $R$. The process is adapted to a filtration $(F_n)_{n\ge 0}$ and satisfies the recursion…

Testing hypotheses of goodness-of-fit about mixture distributions on the basis of independent but not necessarily identically distributed random vectors is considered. The hypotheses are given by a specific distribution or by a family of…

Using martingale methods, we obtain some upper bounds for large and moderate deviations of products of independent and identically distributed elements of GL d (R). We investigate all the possible moment conditions, from super-exponential…

This study developed a new statistical model and method for analyzing the precision of binary measurement methods from collaborative studies. The model is based on beta-binomial distributions. In other words, it assumes that the sensitivity…

In this paper, we modify the Bayes risk for the expectile, the so-called variantile risk measure, to better capture extreme risks. The modified risk measure is called the adjusted standard-deviatile. First, we derive the asymptotic…

We study a variation of Bayesian M-ary hypothesis testing in which the test outputs a list of L candidates out of the M possible upon processing the observation. We study the minimum error probability of list hypothesis testing, where an…

The randomized $p$-value, (nonrandomized) mid-$p$-value and abstract randomized $p$-value have all been recommended for testing a null hypothesis whenever the test statistic has a discrete distribution. This paper provides a unifying…

We show that for local alternatives to uniformity which are determined by a sequence of square integrable densities the moderate deviation (MD) theorem for the corresponding Neyman-Pearson statistic does not hold in the full range for all…

Catoni proposed a robust M-estimator and gave the deviation inequality for one fixed test function. The present paper is devoted to the uniform concentration inequality for a family of test functions. As an application, we consider…

Binary classification is a task that involves the classification of data into one of two distinct classes. It is widely utilized in various fields. However, conventional classifiers tend to make overconfident predictions for data that…

We derive explicit Bernstein-type and Bennett-type concentration inequalities for matrix-valued martingale processes with unbounded observations from the Hermitian space $\mathbb{H}(d)$. Specifically, we assume that the…

We consider difference equations with several non-monotone deviating arguments and nonnegative coefficients. The deviations (delays and advances) are, generally, unbounded. Sufficient oscillation conditions are obtained in an explicit…

Moderate calibration, the expected event probability among observations with predicted probability z being equal to z, is a desired property of risk prediction models. Current graphical and numerical techniques for evaluating moderate…

Testing for association or dependence between pairs of random variables is a fundamental problem in statistics. In some applications, data are subject to selection bias that causes dependence between observations even when it is absent from…

We study moderate deviations from hydrodynamic limits of a reaction diffusion model. The process is defined as the superposition of the symmetric exclusion process with a Glauber dynamics. When the process starts from a product measure with…

We study the weakly asymmetric simple exclusion process on the integer lattice. Under suitable constraints on the strength of the weak asymmetry of the dynamics, we prove moderate deviation principles for the fluctuation fields when the…