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In functional data analysis (FDA), covariance function is fundamental not only as a critical quantity for understanding elementary aspects of functional data but also as an indispensable ingredient for many advanced FDA methods. This paper…
Analyzing polytomous response from a complex survey scheme, like stratified or cluster sampling is very crucial in several socio-economics applications. We present a class of minimum quasi weighted density power divergence estimators for…
We highlight the conceptual issues that arise when one applies the quasi-Hermitian framework to analyze scattering from localized non-Hermitian potentials, in particular complex square-wells or delta-functions. When treated in the framework…
Law-invariant functionals are central to risk management and assign identical values to random prospects sharing the same distribution under an atomless reference probability measure. This measure is typically assumed fixed. Here, we adopt…
We present a hybrid quantum-classical framework for simulating generic matrix functions more amenable to early fault-tolerant quantum hardware than standard quantum singular-value transformations. The method is based on randomization over…
We extend the notion of convexity of functions defined on global nonpositive curvature spaces by introducing (geodesically) $h$-convex functions. We prove estimates of Hermite-Hadamard type via Katugampola's fractional integrals. We obtain…
For a multidimensional It\^o semimartingale, we consider the problem of estimating integrated volatility functionals. Jacod and Rosenbaum (2013) studied a plug-in type of estimator based on a Riemann sum approximation of the integrated…
This article is a review of functional $f(R)$ approximations in the asymptotic safety approach to quantum gravity. It mostly focusses on a formulation that uses a non-adaptive cutoff, resulting in a second order differential equation. This…
New estimators for the mean and the covariance function for partially observed functional data are proposed using a detour via the fundamental theorem of calculus. The new estimators allow for a consistent estimation of the mean and…
We address the problem of estimating the expected shortfall risk of a financial loss using a finite number of i.i.d. data. It is well known that the classical plug-in estimator suffers from poor statistical performance when faced with…
We introduce the concept of partial law invariance, generalizing the concepts of law invariance and probabilistic sophistication widely used in decision theory, as well as statistical and financial applications. This new concept is…
We show how quasiprobability distribution functions defined over $N^{2}$-dimensional discrete phase spaces can be used to treat physical systems described by a finite space of states which exhibit spin tunneling effects. This particular…
In this paper, we prove that the product of strongly quasi-nonexpansive $\Delta$-demiclosed mappings is also a strongly quasi-nonexpansive orbital $\Delta$-demiclosed mapping in Hadamard spaces. Additionally, we establish the…
Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…
We propose leave-out estimators of quadratic forms designed for the study of linear models with unrestricted heteroscedasticity. Applications include analysis of variance and tests of linear restrictions in models with many regressors. An…
We use a smoothed version of the explicit formula to find an approximation to the Riemann zeta function as a product over its nontrivial zeros multiplied by a product over the primes. We model the first product by characteristic polynomials…
In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…
We use the exact calculation of the quantum mechanical, temporal characteristic function $\chi(\eta)$ and the degree of second-order coherence $g^{(2)}(\tau)$ for a single-mode, degenerate parametric amplifier for a system in the Gaussian…
This paper is concerned with estimation and inference for ultrahigh dimensional partially linear single-index models. The presence of high dimensional nuisance parameter and nuisance unknown function makes the estimation and inference…
We study the distributional behavior of additive arithmetic functions evaluated at integers drawn from the harmonic distribution. Our main result shows that a broad family of such functions converges in law to conditioned Dickman-type…