Related papers: Non-asymptotic estimation for Bell function, with …
Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of covariates. In this paper, we investigate the setting where the…
Characterizing the set of all Bell inequalities is a notably hard task. An insightful method of solving it in case of Bell correlation inequalities for scenarios with two dichotomic measurements per site - for arbitrary number of parties -…
Let $\alpha_n(\cdot)=P\bigl(X_{n+1}\in\cdot\mid X_1,\ldots,X_n\bigr)$ be the predictive distributions of a sequence $(X_1,X_2,\ldots)$ of $p$-dimensional random vectors. Suppose $$\alpha_n= \mathcal{N} _p (M_n,Q_n)$$ where…
Asymptotic equivalence results for nonparametric regression experiments have always assumed that the variances of the observations are known. In practice, however the variance of each observation is generally considered to be an unknown…
We propose two classes of nonparametric point estimators of $\theta=P(X<Y)$ in the case where $(X,Y)$ are paired, possibly dependent, absolutely continuous random variables. The proposed estimators are based on nonparametric estimators of…
Using a recently derived integral in terms of elementary functions, we derive new asymptotic expansions of the normal inverse Gaussian cumulative distribution function. One of the asymptotic representations is in terms of the normal…
This paper establishes the global asymptotic equivalence between a Poisson process with variable intensity and white noise with drift under sharp smoothness conditions on the unknown function. This equivalence is also extended to density…
New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality…
We study the asymptotic distribution for the occurrence time of the next large earthquake, by knowing the last large seismic event occurred a long time ago. We prove that, under reasonable conditions, such a distribution is asymptotically…
In constructing his theorem, Bell assumed that correlation functions among non-commuting variables are the same as those among commuting variables. However, in quantum mechanics, multiple data values exist simultaneously for commuting…
We deal with a planar random flight $\{(X(t),Y(t)),0<t\leq T\}$ observed at $n+1$ equidistant times $t_i=i\Delta_n,i=0,1,...,n$. The aim of this paper is to estimate the unknown value of the parameter $\lambda$, the underlying rate of the…
This paper investigates the {\em nonasymptotic} properties of Bayes procedures for estimating an unknown distribution from $n$ i.i.d.\ observations. We assume that the prior is supported by a model $(\scr{S},h)$ (where $h$ denotes the…
This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…
Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel estimators for the variance function. Optimal convergence…
The problem of estimating a linear functional based on observational data is canonical in both the causal inference and bandit literatures. We analyze a broad class of two-stage procedures that first estimate the treatment effect function,…
This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and…
A variety of estimators for the parameters of the Generalized Pareto distribution, the approximating distribution for excesses over a high threshold, have been proposed, always assuming the underlying data to be independent. We recently…
After an elementary derivation of Bell's inequality, several forms of expectation functions for two-valued observables are discussed. Special emphasis is given to hypothetical stronger-than quantum expectation functions which give rise to a…
For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…
We study sums with multiplicative functions that take values over a non-homogenous Beatty sequence. We then apply our result in a few special cases to obtain asymptotic formulas such as the number of integers in a Beatty sequence…