Related papers: Wald tests of singular hypotheses
In the random-effects model of meta-analysis a canonical representation of the restricted likelihood function is obtained. This representation relates the mean effect and the heterogeneity variance estimation problems. An explicit form of…
Phenomena with a constrained sample space appear frequently in practice. This is the case e.g. with strictly positive data and with compositional data, like percentages and the like. If the natural measure of difference is not the absolute…
The Ward identities in Kontsevich-like 1-matrix models are used to prove at the level of discrete matrix models the suggestion of Gava and Narain, which relates the degree of potential in asymmetric 2-matrix model to the form of $\cal…
Smith normal form evaluations found by Bessenrodt and Stanley for some Hankel matrices of q-Catalan numbers are proven in two ways. One argument generalizes the Bessenrodt-Stanley results for the Smith normal form of a certain multivariate…
This study derives a new property of the Wishart distribution when the degree-of-freedom and the size of the matrix parameter of the distribution grow simultaneoulsy. Particularly, the asymptotic normality of the product of four independent…
We consider whether the asymptotic distributions for the log-likelihood ratio test statistic are expected to be Gaussian or chi-squared. Two straightforward examples provide insight on the difference.
The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…
Regression trees and random forests are popular and effective non-parametric estimators in practical applications. A recent paper by Athey and Wager shows that the random forest estimate at any point is asymptotically Gaussian; in this…
In this note, we establish the convergence in distribution of the maxima of i.i.d. random variables to the Gumbel distribution with the associated normalizing sequences for several examples that are related to the normal distribution.…
We revisit the concept of chiral disorder in QCD in the presence of a QED magnetic field |eH|. Weak magnetism corresponds to |eH| < 1/rho^2 with rho\approx (1/3) fm the vacuum instanton size, while strong magnetism the reverse. Asymptotics…
The goal of this paper is to provide some tools for nonparametric estimation and inference in psychological and economic experiments. We consider an experimental framework in which each of $n$subjects provides $T$ responses to a vector of…
We define tests of boolean functions which distinguish between linear (or quadratic) polynomials, and functions which are very far, in an appropriate sense, from these polynomials. The tests have optimal or nearly optimal trade-offs between…
The Wald test remains ubiquitous in statistical practice despite shortcomings such as its inaccuracy in small samples and lack of invariance under reparameterization. This paper develops on another but lesser-known shortcoming called the…
This paper investigates the quadratic irrationals that arise as periodic points of the Gauss type shift associated to the odd continued fraction expansion. It is shown that these numbers, which we call O-reduced, when ordered by the length…
During last two decades it has been discovered that the statistical properties of a number of microscopically rather different random systems at the macroscopic level are described by {\it the same} universal probability distribution…
Given a smooth totally nonholonomic distribution on a smooth manifold, we construct a singular distribution capturing essential abnormal lifts which is locally generated by vector fields with controlled divergence. Then, as an application,…
The recently proposed construction of chiral fermions on lattices with boundaries is tested in an interacting theory up to first order of perturbation theory. We confirm that, in the bulk of the lattice, the chiral Ward identities take…
Weighted histograms in Monte Carlo simulations are often used for the estimation of probability density functions. They are obtained as a result of random experiments with random events that have weights. In this paper, the bin contents of…
Rank-based inference methods are applied in various disciplines, typically when procedures relying on standard normal theory are not justifiable, for example when data are not symmetrically distributed, contain outliers, or responses are…
Using nonstandard analysis, we generalise a classical result on equidistributions to integrable functions, and give an application of the Weil conjectures for algebraic curves, to equidistribution in characteristic zero.