Related papers: A Note on Moment Inequality for Quadratic Forms
We have employed the method of spectral moments to study the density of vibrational states and the Raman coupling coefficient of large 2- and 3- dimensional percolators at threshold and at higher concentration. We first discuss the over-and…
It is shown that the time-energy uncertainty relation can be combined into the position-momentum uncertainty relation covariantly in the quark model of hadrons. This leads to a Lorentz-invariant form of the uncertainty relations. This model…
We study a family of noncommutative spacetimes constructed by one four-vector. The large set of coordinate commutation relations described in this way includes many cases that are widely studied in the literature. The Hopf-algebra…
This paper deals with the problem of estimating the covariance matrix of a series of independent multivariate observations, in the case where the dimension of each observation is of the same order as the number of observations. Although…
Invariance-based randomization tests -- such as permutation tests, rotation tests, or sign changes -- are an important and widely used class of statistical methods. They allow drawing inferences under weak assumptions on the data…
Reliable inference for spatial regression remains challenging because it requires the correct specification of the spatial dependence structure, the mean trend, and the error distribution. Existing parametric testing methods rely on…
Latent variable models are well-known to suffer from rank deficiencies, causing problems with convergence and stability. Such problems are compounded in the "reduced-group split-ballot multitrait-multimethod model", which omits a set of…
We study the eigenvalues of the covariance matrix $\frac{1}{n}M^*M$ of a large rectangular matrix $M=M_{n,p}=(\zeta_{ij})_{1\leq i\leq p;1\leq j\leq n}$ whose entries are i.i.d. random variables of mean zero, variance one, and having finite…
We consider the singular vectors of any $m \times n$ submatrix of a rectangular $M \times N$ Gaussian matrix and study their asymptotic overlaps with those of the full matrix, in the macroscopic regime where $N \,/\, M\,$, $m \,/\, M$ as…
This paper establishes quantitative correlation inequalities between monotone events and structured threshold objects in both the discrete cube and Gaussian space. We prove that for any increasing balanced family, there exists a linear…
When the number of subjects, $n$, is large, paired comparisons are often sparse. Here, we study statistical inference in a class of paired comparison models parameterized by a set of merit parameters, under an Erd\"{o}s--R\'{e}nyi…
Convex combinations of i.i.d. random variables without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resulting combination may become stochastically larger,…
This article presents a homogeneity test for testing the equality of several high-dimensional covariance matrices for stationary processes with ignoring the assumption of normality. We give the asymptotic distribution of the proposed test.…
This paper shows that the problem of testing hypotheses in moment condition models without any assumptions about identification may be considered as a problem of testing with an infinite-dimensional nuisance parameter. We introduce a…
We study the effects of a barely perceivable violation of Lorentz invariance on results computed using a relativistic constituent quark model wave function. The model nucleon wave function of Gross {\it et al.} is constructed such thatthere…
To explore the limits of a stochastic gradient method, it may be useful to consider an example consisting of an infinite number of quadratic functions. In this context, it is appropriate to determine the expected value and the covariance…
It is shown that Newton's inequalities and the related Maclaurin's inequalities provide several refinements of the fundamental Arithmetic mean - Geometric mean - Harmonic mean inequality in terms of the means and variance of positive real…
Let $(\varepsilon_{t})_{t>0}$ be a sequence of independent real random vectors of $p$-dimension and let $X_T= \sum_{t=s+1}^{s+T}\varepsilon_t\varepsilon^T_{t-s}/T$ be the lag-$s$ ($s$ is a fixed positive integer) auto-covariance matrix of…
Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions.…
In this paper, we study the confounder detection problem in the linear model, where the target variable $Y$ is predicted using its $n$ potential causes $X_n=(x_1,...,x_n)^T$. Based on an assumption of rotation invariant generating process…