Related papers: Cram\'{e}r-type moderate deviations for Studentize…
Matched case-control studies are commonly employed in epidemiological research for their convenience and efficiency. Analysis of secondary outcomes can yield valuable insights into biological pathways and help identify genetic variants of…
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.…
The two-parameter Birnbaum-Saunders distribution has been used succesfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data…
The many-normal-means problem is a classic example that motivates the development of many important inferential procedures in the history of statistics. In this short note, we consider a further special case of the problem, which involves…
This paper studies model checking for general parametric regression models having no dimension reduction structures on the predictor vector. Using any U-statistic type test as an initial test, this paper combines the sample-splitting and…
The learning of Gaussian Mixture Models (also referred to simply as GMMs) plays an important role in machine learning. Known for their expressiveness and interpretability, Gaussian mixture models have a wide range of applications, from…
Let $\{Z_n, n\geq 0\}$ be a supercritical branching process in an independent and identically distributed random environment. We prove Cram\'{e}r moderate deviations and Berry-Esseen bounds for $\ln (Z_{n+n_0}/Z_{n_0})$ % under the annealed…
Latent variable models (LVMs) are commonly used in psychology and increasingly used for analyzing brain imaging data. Such studies typically involve a small number of participants (n<100), where standard asymptotic results often fail to…
This paper considers distributed statistical inference for general symmetric statistics %that encompasses the U-statistics and the M-estimators in the context of massive data where the data can be stored at multiple platforms in different…
In this paper, we study self-normalized moderate deviations for degenerate { $U$}-statistics of order $2$. Let $\{X_i, i \geq 1\}$ be i.i.d. random variables and consider symmetric and degenerate kernel functions in the form…
Let X, X_1,X_2,... be a sequence of i.i.d. random variables with mean $\mu=E X$. Let ${v_1^{(n)},...,v_n^{(n)}}_{n=1}^\infty$ be vectors of non-negative random variables (weights), independent of the data sequence…
Robust estimation of location is a fundamental problem in statistics, particularly in scenarios where data contamination by outliers or model misspecification is a concern. In univariate settings, methods such as the sample median and…
The leading term in the normal approximation to the distribution of Student's t statistic is derived in a general setting, with the sole assumption being that the sampled distribution is in the domain of attraction of a normal law. The form…
Statisticians increasingly face the problem to reconsider the adaptability of classical inference techniques. In particular, divers types of high-dimensional data structures are observed in various research areas; disclosing the boundaries…
In this work, we define the notion of unimodular random measured metric spaces as a common generalization of various other notions. This includes the discrete cases like unimodular graphs and stationary point processes, as well as the…
We develop a new rank-based approach for univariate two-sample testing in the presence of missing data which makes no assumptions about the missingness mechanism. This approach is a theoretical extension of the Wilcoxon-Mann-Whitney test…
It is well-known that trimmed sample means are robust against heavy tails and data contamination. This paper analyzes the performance of trimmed means and related methods in two novel contexts. The first one consists of estimating…
We propose a two-sample extended empirical likelihood for inference on the difference between two p-dimensional parameters defined by estimating equations. The standard two-sample empirical likelihood for the difference is Bartlett…
In this paper, we explore the modified Greenwood statistic, which, in contrast to the classical Greenwood statistic, is properly defined for random samples from any distribution. The classical Greenwood statistic, extensively examined in…
The Heckman selection model is widely used in econometric analysis and other social sciences to address sample selection bias in data modeling. A common assumption in Heckman selection models is that the error terms follow an independent…