Related papers: On the Variability Estimation of Lognormal Distrib…
We present an approximate expression for the covariance of the log-average periodogram for a zero mean stationary Gaussian process. Our findings extend the work of [1] on the covariance of the log-periodogram by additionally taking…
The sample mean is often used to aggregate different unbiased estimates of a parameter, producing a final estimate that is unbiased but possibly high-variance. This paper introduces the Bayesian median of means, an aggregation rule that…
An unbiased estimator for the ellipticity of an object in a noisy image is given in terms of the image moments. Three assumptions are made: i) the pixel noise is normally distributed, although with arbitrary covariance matrix, ii) the image…
Shrinkage estimation usually reduces variance at the cost of bias. But when we care only about some parameters of a model, I show that we can reduce variance without incurring bias if we have additional information about the distribution of…
Estimation of a deterministic quantity observed in non-Gaussian additive noise is explored via order statistics approach. More specifically, we study the estimation problem when measurement noises either have positive supports or follow a…
We introduce the bivariate unit-log-symmetric model based on the bivariate log-symmetric distribution (BLS) defined in [Vila et al., 2022, Bivariate Log-symmetric Models: Theoretical Properties and Parameter Estimation. Avaliable at…
This paper derives the asymptotic distribution of variance weighted Kolmogorov-Smirnov statistics for conditional moment inequality models for the case of a one dimensional covariate. The asymptotic distribution depends on the data…
The paper provides an estimate of the total variation distance between distributions of polynomials defined on a space equipped with a logarithmically concave measure in terms of the $L^2$-distance between these polynomials.
In situations where the sampling units in a study can be more easily ranked based on the measurement of an auxiliary variable, ranked set sampling provide unbiased estimators for the mean of a population that they are more efficient than…
In current applied research the most-used route to an analysis of composition is through log-ratios -- that is, contrasts among log-transformed measurements. Here we argue instead for a more direct approach, using a statistical model for…
We present the learned harmonic mean estimator with normalizing flows - a robust, scalable and flexible estimator of the Bayesian evidence for model comparison. Since the estimator is agnostic to sampling strategy and simply requires…
In this paper we propose a new test for the hypothesis of a constant coefficient of variation in the common nonparametric regression model. The test is based on an estimate of the $L^2$-distance between the square of the regression function…
In this paper, the estimation of parameters in the harmonic regression with cyclically dependent errors is addressed. Asymptotic properties of the least-squares estimates are analyzed by simulation experiments. By numerical simulation, we…
This paper demonstrates that basic statistics (mean, variance) of the logarithm of the variate itself can be used in the calculation of differential entropy among random variables known to be multiples and powers of a common underlying…
This paper studies the sample complexity of the stochastic Linear Quadratic Regulator when applied to systems with multiplicative noise. We assume that the covariance of the noise is unknown and estimate it using the sample covariance,…
We propose a criterion of equidistribution by the differentiability of certain arithmetic invariants. Combined with the slope method and the asymptotic measures, this criterion gives a new "conceptual" proof to equidistribution results…
Assume one observes independent categorical variables or, equivalently, one observes the corresponding multinomial variables. Estimating the distribution of the observed sequence amounts to estimating the expectation of the multinomial…
We derive a closed-form expression for the orthogonal polynomials associated with the general lognormal density. The result can be utilized to construct easily computable approximations for probability density function of a product of…
This paper considers the estimation of Shannon entropy for discrete distributions with countably infinite support. While minimax rates for finite-support distributions are established, infinite-support distributions present distinct…
This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of…