Related papers: Computing the Bergsma Dassios sign-covariance
The class of dual $\phi$-divergence estimators (introduced in Broniatowski and Keziou (2009) is explored with respect to robustness through the influence function approach. For scale and location models, this class is investigated in terms…
The quantum metric tensor was introduced for defining the distance in the parameter space of a system. However, it is also useful for other purposes, like predicting quantum phase transitions. Due to the physical information this tensor…
Consider the random matrix $\Sigma = D^{1/2} X \widetilde D^{1/2}$ where $D$ and $\widetilde D$ are deterministic Hermitian nonnegative matrices with respective dimensions $N \times N$ and $n \times n$, and where $X$ is a random matrix with…
We prove that among 1 and the odd zeta values $\zeta(3)$, $\zeta(5)$, \ldots, $\zeta(s)$, at least $ 0.21 \sqrt{s}/\sqrt{\log s}$ are linearly independent over the rationals, for any sufficiently large odd integer $s$. This is the first…
For a random field on a general discrete set, we introduce a condition that the range of the correlation from each site is within a predefined compact set D. For such a random field omega defined on the model set Lambda that satisfies a…
We investigate testing of the hypothesis of independence between a covariate and the marks in a marked point process. It would be rather straightforward if the (unmarked) point process were independent of the covariate and the marks. In…
Dette, Siburg, and Stoimenov (2013) introduced a copula-based measure of dependence, which implies independence if it vanishes and is equal to 1 if one variable is a measurable function of the other. For continuous distributions, the…
We propose new tests to detect a change in the mean of a time series. Like many existing tests, the new ones are based on the CUSUM process. Existing CUSUM tests require an estimator of a scale parameter to make them asymptotically…
In this paper we construct general vector-valued infinite-divisible independently scattered random measures with values in $\mathbb{R}^m$ and their corresponding stochastic integrals. Moreover, given such a random measure, the class of all…
To derive the auto-covariance function from a sampled and time-limited signal or the cross-covariance function from two such signals, the mean values must be estimated and removed from the signals. If no a priori information about the…
In this paper, we address the problem of testing independence between two high-dimensional random vectors. Our approach involves a series of max-sum tests based on three well-known classes of rank-based correlations. These correlation…
The BBM equation is a Hamiltonian PDE which revealed to be a very interesting test-model to study the transformation property of Gaussian measures along the flow. In this paper we study the BBM equation with critical dispersion (which is a…
We give new examples and describe the complete lists of all measures on the set of countable homogeneous universal graphs and $K_s$-free homogeneous universal graphs (for $s\geq 3$) that are invariant with respect to the group of all…
In this paper we derive sharp lower and upper bounds for the covariance of two bounded random variables when knowledge about their expected values, variances or both is available. When only the expected values are known, our result can be…
This paper considers the problem of recovering a one or two dimensional discrete signal which is approximately sparse in its discrete gradient from an incomplete subset of its discrete Fourier coefficients which have been corrupted with…
We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility…
Quantum measurements on a two-level system can have more than two independent outcomes, and in this case, the measurement cannot be projective. Measurements of this general type are essential to an operational approach to quantum theory,…
Let $d\gamma(x)\equiv\pi^{-n/2}e^{-|x|^2}dx$ for all $x\in{\mathbb R}^n$ be the Gauss measure on ${\mathbb R}^n$. In this paper, the authors establish the characterizations of the space BMO$(\gamma)$ of Mauceri and Meda via commutators of…
The OSSS inequality [O'Donnell, Saks, Schramm and Servedio, 46th Annual IEEE Symposium on Foundations of Computer Science (FOCS'05), Pittsburgh (2005)] gives an upper bound for the variance of a function f of independent 0-1 valued random…
We propose a two-sample test for covariance matrices in the high-dimensional regime, where the dimension diverges proportionally to the sample size. Our hybrid test combines a Frobenius-norm-based statistic as considered in Li and Chen…