Related papers: A Note on Moment Inequality for Quadratic Forms
Identifying structural parameters in linear simultaneous-equation models is a longstanding challenge. Recent work exploits information in higher-order moments of non-Gaussian data. In this literature, the structural errors are typically…
A general method for obtaining moment inequalities for functions of independent random variables is presented. It is a generalization of the entropy method which has been used to derive concentration inequalities for such functions…
We discuss a conjecture about comparability of weak and strong moments of log-concave random vectors and show the conjectured inequality for unconditional vectors in normed spaces with a bounded cotype constant.
In this manuscript we consider random objects being measured in multiple metric spaces, which may arise when those objects may be measured in multiple distinct ways. In this new multivariate setting, we define a Fr\'echet covariance and…
We investigate determinantal varieties for symmetric matrices that have zero blocks along the main diagonal. In theoretical physics, these arise as Gram matrices for kinematic variables in quantum field theories. We study the ideals of…
In this paper, we establish an extension of a noncommutative Bennett inequality with a parameter $1\leq r\leq2$ and use it together with some noncommutative techniques to establish a Rosenthal inequality. We also present a noncommutative…
This article studies the limiting behavior of a class of robust population covariance matrix estimators, originally due to Maronna in 1976, in the regime where both the number of available samples and the population size grow large. Using…
A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces. This is used to obtain optimum bounds of the…
Several statistics-based detectors, based on unimodal matrix models, for determining the number of sources in a field are designed. A new variance ratio statistic is proposed, and its asymptotic distribution is analyzed. The variance ratio…
An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach…
An exact Rosenthal-type inequality for the third absolute moments is given, as well as a number of related results. Such results are useful in applications to Berry--Esseen bounds.
This paper is dedicated to the problem of verification of matrices for unitary similarity. For the case of nonderogatory matrices, we have been able to present the new solution for this problem based on geometric approach. The main…
We consider M-estimators and derive supremal-inequalities of exponential-or polynomial type according as a boundedness- or a moment-condition is fulfilled. This enables us to derive rates of r-complete convergence and also to show r-qick…
We prove a sharp moment inequality for a log-concave or a log-convex function, on Gaussian random vectors. As an application we take a stability result for the classical logarithmic Sobolev inequality of L. Gross in the case where the…
Inference in models where the parameter is defined by moment inequalities is of interest in many areas of economics. This paper develops a new method for improving the performance of generalized moment selection (GMS) testing procedures in…
In this paper, we present a systematic stability analysis of the quadrature-based moment method (QBMM) for the one-dimensional Boltzmann equation with BGK or Shakhov models. As reported in recent literature, the method has revealed its…
We propose two tests for the equality of covariance matrices between two high-dimensional populations. One test is on the whole variance--covariance matrices, and the other is on off-diagonal sub-matrices, which define the covariance…
In this paper we investigate the coupling properties of pairs of quadrature observables, showing that, apart from the Weyl relation, they share the same coupling properties as the position-momentum pair. In particular, they are…
In this paper, we prove a quantitative version of the Oppenheim conjecture for indefinite ternary quadratic forms: for any indefinite irrational ternary quadratic form $Q$ that is not extremely well approxiable by rational forms, and for…
We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…