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A collector samples coupons with replacement from a pool containing $g$ \textit{uniform} groups of coupons, where "uniform group" means that all coupons in the group are equally likely to occur. For each $j = 1, \dots, g$ let $T_j$ be the…

Probability · Mathematics 2018-11-13 Aristides V. Doumas , Vassilis G. Papanicolaou

Turing's estimator allows one to estimate the probabilities of outcomes that either do not appear or only rarely appear in a given random sample. We perform a simulation study to understand the finite sample performance of several related…

Statistics Theory · Mathematics 2025-03-19 Jie Chang , Michael Grabchak , Jialin Zhang

Multivariate elliptically-contoured distributions are widely used for modeling correlated and non-Gaussian data. In this work, we study the kurtosis of the elliptical model, which is an important parameter in many statistical analysis.…

Statistics Theory · Mathematics 2024-08-23 Bowen Zhou , Peirong Xu , Cheng Wang

In this paper we study the asymptotic theory for samples problem based on the functional empirical process (fep), this new method is called general samples problem. We suggest this method to develop the full theory of estimation of means,…

Methodology · Statistics 2025-08-12 Abdoulaye Camara , Adja Mbarka Fall , Moumouni Diallo , Gane Samb Lo

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

Statistics Theory · Mathematics 2022-07-04 Teppei Ogihara

We take a fresh look at the classical problem of runs in a sequence of i.i.d.\ coin tosses and derive a general identity/recursion which can be used to compute (joint) distributions of functionals of run types. This generalizes and unifies…

Probability · Mathematics 2014-07-28 Lars Holst , Takis Konstantopoulos

The generative nature of Large Language Models (LLMs) is reflected in the conditional probabilities they compute to sample each response token given the previous tokens. These probabilities encode the distributional structure that the model…

Computation and Language · Computer Science 2026-05-22 Shilpika Shilpika , Carlo Graziani , Bethany Lusch , Venkatram Vishwanath , Michael E. Papka

We study the asymptotic joint distribution of sample space--time covariance estimators of strictly stationary random fields. We do this without any marginal or joint distributional assumptions other than mild moment and mixing conditions.…

Statistics Theory · Mathematics 2008-12-18 Bo Li , Marc G. Genton , Michael Sherman

The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. Its mean and variance are known, but results for its median and mode are difficult to obtain, although a few cases have been solved and upper/lower…

Probability · Mathematics 2023-09-28 S. R. Mane

We consider that a network is an observation, and a collection of observed networks forms a sample. In this setting, we provide methods to test whether all observations in a network sample are drawn from a specified model. We achieve this…

Methodology · Statistics 2020-04-17 P-A. G. Maugis , Carey E. Priebe , S. C. Olhede , P. J. Wolfe

The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…

Probability · Mathematics 2013-10-28 Valentin Féray

Estimation of quantum relative entropy and its R\'{e}nyi generalizations is a fundamental statistical task in quantum information theory, physics, and beyond. While several estimators of these divergences have been proposed in the…

Quantum Physics · Physics 2024-10-16 Sreejith Sreekumar , Mario Berta

In this paper, we derive the asymptotic distribution of the number of copies of a fixed graph $H$ in a random graph $G_n$ sampled from a sparse graphon model. Specifically, we provide a refined analysis that separates the contributions of…

We study the problem of estimating the mean of a multivariatedistribution based on independent samples. The main result is the proof of existence of an estimator with a non-asymptotic sub-Gaussian performance for all distributions…

Statistics Theory · Mathematics 2016-07-20 Emilien Joly , Gábor Lugosi , Roberto I. Oliveira

The detection of change-points in a spatially or time ordered data sequence is an important problem in many fields such as genetics and finance. We derive the asymptotic distribution of a statistic recently suggested for detecting…

Statistics Theory · Mathematics 2015-10-01 Gérard Biau , Kevin Bleakley , David Mason

Various important and useful quantities or measures that characterize the topological network structure are usually investigated for a network, then they are averaged over the samples. In this paper, we propose an explicit representation by…

Physics and Society · Physics 2016-09-02 Yukio Hayashi

Quantification, or prevalence estimation, is the task of predicting the prevalence of each class within an unknown bag of examples. Most existing quantification methods in the literature rely on prior probability shift assumptions to create…

Machine Learning · Computer Science 2025-01-24 Olaya Pérez-Mon , Juan José del Coz , Pablo González

Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…

Statistics Theory · Mathematics 2016-10-18 Xinran Li , Peng Ding

In this article we discuss estimation of the common variance of several normal populations with tree order restricted means. We discuss the asymptotic properties of the maximum likelihood estimator of the variance as the number of…

Statistics Theory · Mathematics 2014-07-24 Antar Bandyopadhyay , Sanjay Chaudhuri

We consider the estimation of the total number $N$ of species based on the abundances of species that have been observed. We adopt a non parametric approach where the true abundance distribution $p$ is only supposed to be convex. From this…

Methodology · Statistics 2014-04-21 Cécile Durot , Sylvie Huet , François Koladjo , Stéphane Robin