Related papers: Quantile spectral processes: Asymptotic analysis a…

This paper is on developing stochastic analysis simultaneously under a general family of probability measures that are not dominated by a single probability measure. The interest in this question originates from the probabilistic…

We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. The model considered in the paper is very general as we do not impose any…

In this paper, we derive the joint asymptotic distributions of functions of quantile estimators (the non-parametric sample quantile and the parametric location-scale quantile estimator) with functions of measure of dispersion estimators…

We propose to smooth the entire objective function, rather than only the check function, in a linear quantile regression context. Not only does the resulting smoothed quantile regression estimator yield a lower mean squared error and a more…

We study the asymptotic behavior of the rank statistic for unimodal sequences. We use analytic techniques involving asymptotic expansions in order to prove asymptotic formulas for the moments of the rank. Furthermore, when appropriately…

In this paper we study the asymptotic behaviour of the spectral function corresponding to the lower part of the spectrum of the Kodaira Laplacian on high tensor powers of a holomorphic line bundle. This implies a full asymptotic expansion…

We establish semiclassical asymptotics and estimates for the $e_h(x,x;\tau)$ where $e_h(x,y,\tau)$ is the Schwartz kernel of the spectral projector for a second order elliptic operator inside domain with power singularity in the origin.…

This article gives a simple treatment of the quantum Birkhoff normal form for semiclassical pseudo-differential operators with smooth coefficients. The normal form is applied to describe the discrete spectrum in a generalised non-degenerate…

This paper studies the asymptotic behavior of the integral kernel of the Dunkl transform, the so-called Dunkl kernel, when one of its arguments is fixed and the other tends to infinity either within a Weyl chamber of the associated…

Cointegration analysis was developed for non-stationary linear processes that exhibit stationary relationships between coordinates. Estimation of the cointegration relationships in a multi-dimensional cointegrated process typically proceeds…

Given a sequence of Hermitian holomorphic line bundles $(L_k,h_k)$ over a complex manifold $M$ which may not be compact, we generalize the scaling method in arXiv:2310.08048 to study the asymptotic behavior of the Bergman kernels and…

This paper develops a general framework for analyzing asymptotics of $V$-statistics. Previous literature on limiting distribution mainly focuses on the cases when $n \to \infty$ with fixed kernel size $k$. Under some regularity conditions,…

We propose statistical inferential procedures for panel data models with interactive fixed effects in a kernel ridge regression framework.Compared with traditional sieve methods, our method is automatic in the sense that it does not require…

We compute the full off-diagonal asymptotics of the equivariant and partial Bergman kernels associated with a circle action on a prequantized K\"ahler manifold with bounded geometry at infinity, then use these results to compute the…

We investigate the asymptotic distribution of the maximum of a frequency smoothed estimate of the spectral coherence of a M-variate complex Gaussian time series with mutually independent components when the dimension M and the number of…

A key tool to carry out inference on the unknown copula when modeling a continuous multivariate distribution is a nonparametric estimator known as the empirical copula. One popular way of approximating its sampling distribution consists of…

In this paper we develop non-asymptotic Gaussian approximation results for the sampling distribution of suprema of empirical processes when the indexing function class $\mathcal{F}_n$ varies with the sample size $n$ and may not be Donsker.…

In this paper we propose a family of tractable kernels that is dense in the family of bounded positive semi-definite functions (i.e. can approximate any bounded kernel with arbitrary precision). We start by discussing the case of stationary…

The asymptotic analysis of Bergman kernels with respect to exponentially varying measures near emergent interfaces has attracted recent attention. Such interfaces typically occur when the associated limiting Bergman density function…

This paper investigates the principal spectral theory and the asymptotic behavior of the principal spectrum point for a class of time-periodic cooperative systems with nonlocal dispersal operators, incorporating both coupled and uncoupled…