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We analyze the extreme value dependence of independent, not necessarily identically distributed multivariate regularly varying random vectors. More specifically, we propose estimators of the spectral measure locally at some time point and…

Statistics Theory · Mathematics 2023-06-05 Holger Drees

Contrastive learning has recently emerged as a promising approach for learning data representations that discover and disentangle the explanatory factors of the data. Previous analyses of such approaches have largely focused on individual…

Machine Learning · Computer Science 2023-11-09 Stefan Matthes , Zhiwei Han , Hao Shen

This paper introduces an intuitive and easy-to-implement nonparametric density estimator based on local polynomial techniques. The estimator is fully boundary adaptive and automatic, but does not require pre-binning or any other…

Econometrics · Economics 2019-06-11 Matias D. Cattaneo , Michael Jansson , Xinwei Ma

We study the asymptotic joint distribution of sample space--time covariance estimators of strictly stationary random fields. We do this without any marginal or joint distributional assumptions other than mild moment and mixing conditions.…

Statistics Theory · Mathematics 2008-12-18 Bo Li , Marc G. Genton , Michael Sherman

This paper provides robust estimators for the first canonical correlation and directions of random elements on Hilbert separable spaces by using robust association and scale measures combined with basis expansion and/or penalizations as a…

Statistics Theory · Mathematics 2020-11-24 Graciela Boente , Nadia Kudraszow

In this paper, we aim to provide a statistical theory for object matching based on the Gromov-Wasserstein distance. To this end, we model general objects as metric measure spaces. Based on this, we propose a simple and efficiently…

Statistics Theory · Mathematics 2020-06-25 Christoph Alexander Weitkamp , Katharina Proksch , Carla Tameling , Axel Munk

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

In this paper we study the asymptotic theory for spectral analysis of stationary random fields, including linear and nonlinear fields. Asymptotic properties of Fourier coefficients and periodograms, including limiting distributions of…

Statistics Theory · Mathematics 2021-10-28 Wai Leong Ng , Chun Yip Yau

Minimum divergence estimators provide a natural choice of estimators in a statistical inference problem. Different properties of various families of these divergence measures such as Hellinger distance, power divergence, density power…

Statistics Theory · Mathematics 2025-07-08 Subhrajyoty Roy , Supratik Basu , Abhik Ghosh , Ayanendranath Basu

We consider the marginal models of Liang and Zeger [Biometrika 73 (1986) 13-22] for the analysis of longitudinal data and we develop a theory of statistical inference for such models. We prove the existence, weak consistency and asymptotic…

Statistics Theory · Mathematics 2007-06-13 R. M. Balan , I. Schiopu-Kratina

This paper develops a general asymptotic theory of local polynomial (LP) regression for spatial data observed at irregularly spaced locations in a sampling region $R_n \subset \mathbb{R}^d$. We adopt a stochastic sampling design that can…

Statistics Theory · Mathematics 2023-12-27 Daisuke Kurisu , Yasumasa Matsuda

This paper is devoted to the offline multiple changes detection for long-range dependence processes. The observations are supposed to satisfy a semi-parametric long-range dependence assumption with distinct memory parameters on each stage.…

Statistics Theory · Mathematics 2019-01-01 Jean-Marc Bardet , Abdellatif Guenaizi

We herein establish an asymptotic representation theorem for locally asymptotically normal quantum statistical models. This theorem enables us to study the asymptotic efficiency of quantum estimators such as quantum regular estimators and…

Quantum Physics · Physics 2024-11-14 Akio Fujiwara , Koichi Yamagata

In the context of nonparametric regression models with one-sided errors, we consider parametric transformations of the response variable in order to obtain independence between the errors and the covariates. We focus in this paper on…

Statistics Theory · Mathematics 2019-01-31 Natalie Neumeyer , Leonie Selk , Charles Tillier

We discuss techniques of estimation and inference for nonstationary nonlinear cohort panels with learning from experience, showing, inter alia, the consistency and asymptotic normality of the nonlinear least squares estimator used in…

Econometrics · Economics 2025-01-07 Alexander Mayer , Michael Massmann

We propose a novel estimator of the autocorrelation function in presence of missing observations. We establish the consistency, the asymptotic normality, and we derive deviation bounds for various classes of weakly dependent stationary time…

Methodology · Statistics 2010-04-22 Natalia Bahamonde , Paul Doukhan , Eric Moulines

Additive regression models have a long history in multivariate nonparametric regression. They provide a model in which each regression function depends only on a single explanatory variable allowing to obtain estimators at the optimal…

Methodology · Statistics 2015-09-16 Graciela Boente , Alejandra Martinez

Robot evaluations in language-guided, real world settings are time-consuming and often sample only a small space of potential instructions across complex scenes. In this work, we introduce contrast sets for robotics as an approach to make…

Robotics · Computer Science 2024-10-28 Abrar Anwar , Rohan Gupta , Jesse Thomason

We find the best asymptotic lower bounds for the coefficient of the leading term of the $L_1$ norm of the two-dimensional (axis-parallel) discrepancy that can be obtained by K.Roth's orthogonal function method among a large class of test…

Classical Analysis and ODEs · Mathematics 2022-11-29 Armen Vagharshakyan

We study the least squares estimator in the residual variance estimation context. We show that the mean squared differences of paired observations are asymptotically normally distributed. We further establish that, by regressing the mean…

Statistics Theory · Mathematics 2013-12-12 Tiejun Tong , Yanyuan Ma , Yuedong Wang