Related papers: Asymptotics of the Empirical Cross-over Function
We prove functional limit theorems for dynamical systems in the presence of clusters of large values which, when summed and suitably normalised, get collapsed in a jump of the limiting process observed at the same time point. To keep track…
We give conditions for when two Euler products are the same given that they satisfy a functional equation and their coefficients are not too large and do not differ from each other by too much. Additionally, we prove a number of…
Asymptotic laws of records values have usually been investigated as limits in type. In this paper, we use functional representations of the tail of cumulative distribution functions in the extreme value domain of attraction to directly…
This paper proposes a method to address the longstanding problem of lack of monotonicity in estimation of conditional and structural quantile functions, also known as the quantile crossing problem. The method consists in sorting or monotone…
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…
Consider a particle moving through a random medium, which consists of spherical obstacles, randomly distributed in R^d. The particle is accelerated by a constant external field; when colliding with an obstacle, the particle inelastically…
It is often of interest to perform clustering on longitudinal data, yet it is difficult to formulate an intuitive model for which estimation is computationally feasible. We propose a model-based clustering method for clustering objects that…
The least trimmed squares (LTS) estimator is popular in location, regression, machine learning, and AI literature. Despite the empirical version of least trimmed squares (LTS) being repeatedly studied in the literature, the population…
The functional delta-method has a wide range of applications in statistics. Applications on functionals of empirical processes yield various limit results for classical statistics. To improve the finite sample properties of statistical…
We use multiple zeta functions to prove, under suitable assumptions, precise asymptotic formulas for the averages of multivariable multiplicative functions. As applications, we prove some conjectures on the average number of cyclic…
As machine learning is increasingly deployed in the real world, it is paramount that we develop the tools necessary to analyze the decision-making of the models we train and deploy to end-users. Recently, researchers have shown that…
Estimation of the average treatment effect (ATE) is a central problem in causal inference. In recent times, inference for the ATE in the presence of high-dimensional covariates has been extensively studied. Among the diverse approaches that…
Sample size criteria are often expressed in terms of the concentration of the posterior density, as controlled by some sort of error bound. Since this is done pre-experimentally, one can regard the posterior density as a function of the…
The (relevance) weighted likelihood was introduced to formally embrace a variety of statistical procedures that trade bias for precision. Unlike its classical counterpart, the weighted likelihood combines all relevant information while…
New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality…
Machine learning systems increasingly depend on pipelines of multiple algorithms to provide high quality and well structured predictions. This paper argues interaction effects between clustering and prediction (e.g. classification,…
We consider sequences of symmetric $U$-statistics, not necessarily Hoeffding-degenerate, both in a one- and multi-dimensional setting, and prove quantitative central limit theorems (CLTs) based on the use of {\it contraction operators}. Our…
Families of codes such as group codes, constacyclic and skew cyclic codes, some of which independently suggested in the literature, turn out to be special instances of the general family of crossed product codes. Hamming-metric is a main…
Overlapping clusters are common in models of many practical data-segmentation applications. Suppose we are given $n$ elements to be clustered into $k$ possibly overlapping clusters, and an oracle that can interactively answer queries of the…
Many causal models of interest in epidemiology involve longitudinal exposures, confounders and mediators. However, repeated measurements are not always available or used in practice, leading analysts to overlook the time-varying nature of…