Related papers: A note on critical dimensions in profile semiparam…
Two new approaches for checking the dimension of the basis functions when using penalized regression smoothers are presented. The first approach is a test for adequacy of the basis dimension based on an estimate of the residual variance…
The critical scaling of the large-$N$ $O(N)$ model in higher dimensions using the exact renormalization group equations has been studied, motivated by the recently found non-trivial fixed point in $4<d<6$ dimensions with metastable critical…
We introduce a notion of "effective dimension" of a statistical model based on the number of cubes of size $1/\sqrt{n}$ needed to cover the model space when endowed with the Fisher Information Matrix as metric, $n$ being the number of…
We consider high dimensional $M$-estimation in settings where the response $Y$ is possibly missing at random and the covariates $\mathbf{X} \in \mathbb{R}^p$ can be high dimensional compared to the sample size $n$. The parameter of interest…
The super-parametric density estimators and its related algorism were suggested by Y. -S. Tsai et al [7]. The number of parameters is unlimited in the super- parametric estimators and it is a general theory in sense of unifying or…
The critical indices alpha', beta, gamma' and delta of the Quark Gluon Bags with Surface Tension Model with the tricritical and critical endpoint are calculated as functions of the usual parameters of this model and two newly introduced…
In the framework of mean-field theory the equation for the order-parameter profile in a spherically-symmetric geometry at the bulk critical point reduces to an Emden-Fowler problem. We obtain analytic solutions for the surface universality…
We consider models of directed random polymers interacting with a defect line, which are known to undergo a pinning/depinning (or localization/delocalization) phase transition. We are interested in critical properties and we prove, in…
Solving semiparametric models can be computationally challenging because the dimension of parameter space may grow large with increasing sample size. Classical Newton's method becomes quite slow and unstable with intensive calculation of…
Let $n>m$, and let $A$ be an $(m\times n)$-matrix of full rank. Then obviously the estimate $\|Ax\|\leq\|A\|\|x\|$ holds for the euclidean norm of $x$ and $Ax$ and the spectral norm as the assigned matrix norm. We study the sets of all $x$…
Consider a quite arbitrary (semi)parametric model with a Euclidean parameter of interest and assume that an asymptotically (semi)parametrically efficient estimator of it is given. If the parameter of interest is known to lie on a general…
The probability density function (PDF) for critical wavefunction amplitudes is studied in the three-dimensional Anderson model. We present a formal expression between the PDF and the multifractal spectrum f(alpha) in which the role of…
We present a new finite-sample analysis of M-estimators of locations in $\mathbb{R}^d$ using the tool of the influence function. In particular, we show that the deviations of an M-estimator can be controlled thanks to its influence function…
This chapter describes the progress made during the past three decades in the finite size scaling analysis of the critical phenomena of the Anderson transition. The scaling theory of localisation and the Anderson model of localisation are…
Above the upper critical dimension, the breakdown of hyperscaling is associated with dangerous irrelevant variables in the renormalization group formalism at least for systems with periodic boundary conditions. While these have been…
For the statistical multifragmentation model the critical indices $\alpha^\prime, \beta, \gamma^\prime, \delta$ are calculated as functions of the Fisher parameter $\tau$. It is found that these indices have different values than in…
Accurate estimation for extent of cross{sectional dependence in large panel data analysis is paramount to further statistical analysis on the data under study. Grouping more data with weak relations (cross{sectional dependence) together…
We consider two critical semi-infinite subsystems with different critical exponents and couple them through their surfaces. The critical behavior at the interface, influenced by the critical fluctuations of the two subsystems, can be quite…
In this paper, a new three-parameter lifetime distribution is introduced and many of its standard properties are discussed. These include shape of the probability density function, hazard rate function and its shape, quantile function,…
This paper develops asymptotic normality results for individual coordinates of robust M-estimators with convex penalty in high-dimensions, where the dimension $p$ is at most of the same order as the sample size $n$, i.e, $p/n\le\gamma$ for…