Related papers: Optimal Sign Test for High Dimensional Location Pa…
A class of R-estimators based on the concepts of multivariate signed ranks and the optimal rank-based tests developed in Hallin and Paindaveine [Ann. Statist. 34 (2006)] is proposed for the estimation of the shape matrix of an elliptical…
Consider an i.i.d. sample X^*_1,X^*_2,...,X^*_n from a location-scale family, and assume that the only available observations consist of the partial maxima (or minima)sequence, X^*_{1:1},X^*_{2:2},...,X^*_{n:n}, where…
In this article, we consider parabolic equations on a bounded open connected subset $\Omega$ of $\R^n$. We model and investigate the problem of optimal shape and location of the observation domain having a prescribed measure. This problem…
Fan et al. (2015) recently introduced a remarkable method for increasing asymptotic power of tests in high-dimensional testing problems. If applicable to a given test, their power enhancement principle leads to an improved test that has the…
We investigate the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution in a sequential setup. The aim is to jointly infer the true hypothesis and the true parameter while using on…
We study optimal design problems where the design corresponds to a coefficient in the principal part of the state equation. The state equation, in addition, is parameter dependent, and we allow it to change type in the limit of this…
The \emph{sensor placement problem} for stochastic linear inverse problems consists of determining the optimal manner in which sensors can be employed to collect data. Specifically, one wishes to place a limited number of sensors over a…
In this paper we explore the behaviour of dependent test statistics for testing of multiple hypothesis . To keep simplicity, we have considered a mixture normal model with equicorrelated correlation set up. With a simple linear…
For the filtering of peaks in periodic signals, we specify polynomial filters that are optimally localized in space. The space localization of functions having an expansion in terms of orthogonal polynomials is thereby measured by a…
Monte Carlo approximations for random linear elliptic PDE constrained optimization problems are studied. We use empirical process theory to obtain best possible mean convergence rates $O(n^{-\frac{1}{2}})$ for optimal values and solutions,…
We discuss the optimal matching solution for both the assignment problem and the matching problem in one dimension for a large class of convex cost functions. We consider the problem in a compact set with the topology both of the interval…
In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…
There are many different notions of optimality even in testing a single hypothesis. In the multiple testing area, the number of possibilities is very much greater. The paper first will describe multiplicity issues that arise in tests…
Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and…
Maximum likelihood estimation of a location parameter fails when the density have unbounded mode. An alternative approach is considered by leaving out a data point to avoid the unbounded density in the full likelihood. This modification…
Comparing two groups under different conditions is ubiquitous in the biomedical sciences. In many cases, samples from the two groups can be naturally paired; for example a pair of samples may come from the same individual under the two…
We are deriving optimal rank-based tests for the adequacy of a vector autoregressive-moving average (VARMA) model with elliptically contoured innovation density. These tests are based on the ranks of pseudo-Mahalanobis distances and on…
In this paper, we consider asymptotics of the optimal value and the optimal solutions of parametric minimax estimation problems. Specifically, we consider estimators of the optimal value and the optimal solutions in a sample minimax problem…
We consider the problem of placing n small balls of given radius in a certain domain subject to a force f in order to minimize the compliance of the configuration. Then we let n tend to infinity and look at the asymptotics of the…
In this paper, we provide $R$-estimators of the location of a rotationally symmetric distribution on the unit sphere of $\R^k$. In order to do so we first prove the local asymptotic normality property of a sequence of rotationally symmetric…