Related papers: Double asymptotics for the chi-square statistic
Chi-squared tests for lack of fit are traditionally employed to find evidence against a hypothesized model, with the model accepted if the Karl Pearson statistic comparing observed and expected numbers of observations falling within cells…
The problem of parameter estimation by observations of inhomogeneous Poisson processes is considered. The method of moments estimator is studied and its stochastic expansion is obtained. This stochastic expansion is then used to obtain the…
We consider the problem of inference for projection parameters in linear regression with increasing dimensions. This problem has been studied under a variety of assumptions in the literature. The classical asymptotic normality result for…
We consider Schr\"odinger operator with random decaying potential on $\ell^2 ({\bf Z}^d)$ and showed that, (i) IDS coincides with that of free Laplacian in general cases, and (ii) the set of extremal eigenvalues, after rescaling, converges…
We define and study distributions in R^{d} that we call q-Normal. For q=1 they are really multidimensional Normal, for q\in(-1,1) they have densities, compact support and many properties that resemble properties of ordinary multidimensional…
We consider whether the asymptotic distributions for the log-likelihood ratio test statistic are expected to be Gaussian or chi-squared. Two straightforward examples provide insight on the difference.
Recent results in quantization theory show that the mean-squared expected distortion can reach a rate of convergence of $\mathcal{O}(1/n)$, where $n$ is the sample size [see, e.g., IEEE Trans. Inform. Theory 60 (2014) 7279-7292 or Electron.…
We obtain an approximate Gaussian distribution from a Poisson distribution after doing a change of variable. A new chi-square function is obtained which can be used for parameter estimations and goodness-of-fit testing when adjusting curves…
In this paper, we study the asymptotic behaviour of the product tail probability $ \mathbb{P}(\xi_1\cdots\xi_N \geqslant n), $ where $\{\xi_1,\ldots,\xi_N\}$ is a finite collection of independent Poisson random variables with positive…
The chiral Lagrangian for Goldstone boson scattering is a power series expansion in numbers of derivatives. Each successive term is suppressed by powers of a scale, $\Lambda_\chi$, which must be less than of order $4\pi f/\sqrt{N}$ where…
We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…
This article focuses on Lp-estimates for the square root of elliptic systems of second order in divergence form on a bounded domain. We treat complex bounded measurable coefficients and allow for mixed Dirichlet/Neumann boundary conditions…
Asymptotic expansions for a wide class of distribution are studied. A simple method for computation of the series coefficients is suggested. The case when regularization parameter of the distribution depends on the asymptotic parameter is…
We consider the hyperuniform model of d-dimensional integer lattice perturbed by independent random variables and we investigate the large scale asymptotic fluctuations of smoothed versions of the usual counting statistics, specifically of…
In order to physically enlighten the relationship between {\it $q$--independence} and {\it scale-invariance}, we introduce three types of asymptotically scale-invariant probabilistic models with binary random variables, namely (i) a family,…
Using Stein's method and the Malliavin calculus of variations, we derive explicit estimates for the Gamma approximation of functionals of a Poisson measure. In particular, conditions are presented under which the distribution of a sequence…
Inspired by R. Speicher's multidimensional free central limit theorem and semicircle families, we prove an infinite dimensional compound Poisson limit theorem in free probability, and define infinite dimensional compound free Poisson…
This paper deals with the asymptotic statistical properties of a class of redescending M-estimators in linear models with increasing dimension. This class is wide enough to include popular high breakdown point estimators such as…
Let $K_n$ be the convex hull of i.i.d. random variables distributed according to the standard normal distribution on $\R^d$. We establish variance asymptotics as $n \to \infty$ for the re-scaled intrinsic volumes and $k$-face functionals of…
The discrete Chebyshev polynomials $t_n(x,N)$ are orthogonal with respect to a distribution function, which is a step function with jumps one unit at the points $x=0,1,..., N-1$, N being a fixed positive integer. By using a double integral…