Related papers: Jackknife Empirical Likelihood Methods for Gini Co…
Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…
Let $X_1, \ldots, X_n$ be some i.i.d. observations from a heavy tailed distribution $F$, i.e. such that the common distribution of the excesses over a high threshold $u_n$ can be approximated by a Generalized Pareto Distribution…
In this paper, we develop a simple non-parametric test for testing normal distribution based on the distance between empirical zero-bias transformation and empirical distribution. The asymptotic properties of the test statistic are studied.…
The simple linear model $$Y_i = \alpha + \beta \, x_i + \epsilon_i \qquad i=1,2, \ldots,N \geq 2$$ is considered, where the $x_i$'s are given constants and $\epsilon_1, \epsilon_2 , \ldots, \epsilon_N$ are iid with continuous distribution…
Clinical trials with longitudinal outcomes typically include missing data due to missed assessments or structural missingness of outcomes after intercurrent events handled with a hypothetical strategy. Approaches based on Bayesian random…
This article investigates uncertainty quantification of the generalized linear lasso~(GLL), a popular variable selection method in high-dimensional regression settings. In many fields of study, researchers use data-driven methods to select…
PageRank is a widely used algorithm for ranking webpages and plays a significant role in determining web traffic. This study employs the Gini coefficient, a measure of income/wealth inequality, to assess the inequality in PageRank…
The test of independence is a crucial component of modern data analysis. However, traditional methods often struggle with the complex dependency structures found in high-dimensional data. To overcome this challenge, we introduce a novel…
Several works have been undertaken in the context of proportional reversed hazard rate (PRHR) since last few decades. But any specific statistical methodology for the PRHR hypothesis is absent in the literature. In this paper, a two-sample…
This paper studies the asymptotic properties of and alternative inference methods for kernel density estimation (KDE) for dyadic data. We first establish uniform convergence rates for dyadic KDE. Secondly, we propose a modified jackknife…
The frequentist variability of Bayesian posterior expectations can provide meaningful measures of uncertainty even when models are misspecified. Classical methods to asymptotically approximate the frequentist covariance of Bayesian…
It is of importance to investigate the significance of a subset of covariates $W$ for the response $Y$ given covariates $Z$ in regression modeling. To this end, we propose a significance test for the partial mean independence problem based…
In 1938, Gini studied a mean having two parameters. Later, many authors studied properties of this mean. In particular, it contains the famous means as harmonic, geometric, arithmetic, etc. Here we considered a sequence of inequalities…
Genetic interactions confer robustness on cells in response to genetic perturbations. This often occurs through molecular buffering mechanisms that can be predicted using, among other features, the degree of coexpression between genes,…
Linear instrumental variable regressions are widely used to estimate causal effects. Many instruments arise from the use of ``technical'' instruments and more recently from the empirical strategy of ``judge design''. This paper surveys and…
Randomness or mutual independence is a fundamental assumption forming the basis of statistical inference across disciplines such as economics, finance, and management. Consequently, validating this assumption is essential for the reliable…
A classical problem in statistics is estimating the expected coverage of a sample, which has had applications in gene expression, microbial ecology, optimization, and even numismatics. Here we consider a related extension of this problem to…
In this work, we establish a connection between the cumulative residual entropy and the Gini mean difference (GMD). Some relationships between the extropy and the GMD, and the truncated GMD and dynamic versions of the cumulative extropy are…
Linear stochastic models and discretized kinetic theory are two complementary analytical techniques used for the investigation of complex systems of economic interactions. The former employ Langevin equations, with an emphasis on stock…
Representations of measures of concordance in terms of Pearson' s correlation coefficient are studied. All transforms of random variables are characterized such that the correlation coefficient of the transformed random variables is a…