Related papers: Inference on power law spatial trends
Instead of testing for unanimous agreement, I propose learning how broad of a consensus favors one distribution over another (of earnings, productivity, asset returns, test scores, etc.). Specifically, given a sample from each of two…
We propose a framework for analyzing the sensitivity of counterfactuals to parametric assumptions about the distribution of latent variables in structural models. In particular, we derive bounds on counterfactuals as the distribution of…
Empirical evidence suggests that heavy-tailed degree distributions occurring in many real networks are well-approximated by power laws with exponents $\eta$ that may take values either less than and greater than two. Models based on various…
For temporal regularly spaced datasets, a lot of methods are available and the properties of these methods are extensively investigated. Less research has been performed on irregular temporal datasets subject to measurement error with…
It is known that increasing powers of a continuous random variable converge in distribution to Benford's law as the exponent approaches infinity. The rate of convergence has been estimated using Fourier analysis, but we present an…
This paper studies inference in linear models with a high-dimensional parameter matrix that can be well-approximated by a ``spiked low-rank matrix.'' A spiked low-rank matrix has rank that grows slowly compared to its dimensions and nonzero…
Recent analysis of social communications among humans has revealed that the interval between interactions for a pair of individuals and for an individual often follows a long-tail distribution. We investigate the effect of such a…
A statistical model of discrete finite length random processes with negative power law spectral densities is presented. The definition of terms is followed by a description of the spectral density trend. An algorithmic construction of…
Power system coherency refers to the phenomenon that machines in a power network exhibit similar frequency responses after disturbances, and is foundational for model reduction and control design. Despite abundant empirical observations,…
Adequacy for estimation between an inferential method and a model can be de{\ldots}ned through two main requirements: {\ldots}rstly the inferential tool should de{\ldots}ne a well posed problem when applied to the model; secondly the…
This paper is concerned with the asymptotic behavior of sums of terms which are a test function f evaluated at successive increments of a discretely sampled semimartingale. Typically the test function is a power function (when the power is…
We study inference with a small labeled sample, a large unlabeled sample, and high-quality predictions from an external model. We link prediction-powered inference with empirical likelihood by stacking supervised estimating equations based…
There are given characterizations of the exponential distribution by the properties of the independence of linear forms with random coefficients. Related results based on the constancy of regression of one statistic on a linear form are…
Recursive graphical models usually underlie the statistical modelling concerning probabilistic expert systems based on Bayesian networks. This paper defines a version of these models, denoted as recursive exponential models, which have…
This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…
This paper develops an approach to inference in a linear regression model when the number of potential explanatory variables is larger than the sample size. The approach treats each regression coefficient in turn as the interest parameter,…
We review briefly the concepts underlying complex systems and probability distributions. The later are often taken as the first quantitative characteristics of complex systems, allowing one to detect the possible occurrence of regularities…
Time evolution of number of species (genera, families, and others), population of them, and size distribution of present ones and life times are studied in terms of a new model, where population of each genetic taxon increases by a (random)…
This study introduces a new approach to power analysis in the context of estimating a local average treatment effect (LATE), where the study subjects exhibit noncompliance with treatment assignment. As a result of distributional…
A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the paper. The main characteristic of this influence is a limiting…