Related papers: Modularity Classes and Boundary Effects in Multiva…
This article establishes general conditions for posterior consistency of Bayesian finite mixture models with a prior on the number of components. That is, we provide sufficient conditions under which the posterior concentrates on…
The statistical decision theory pioneered by Wald (1950) has used state-dependent mean loss (risk) to measure the performance of statistical decision functions across potential samples. We think it evident that evaluation of performance…
Edgeworth expansions of first and second order are established for general linear rank statistics under the null hypothesis with asymptotically ''sufficiently'' small remainder terms. The methods used are the Stein method combined with an…
In this paper we develop a new tool for the comparison of paired data based on a new criterion of stochastic dominance that takes into account the dependence structure of the random variables under comparison. This new procedure provides a…
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…
Frequentist conditions for asymptotic suitability of Bayesian procedures focus on lower bounds for prior mass in Kullback-Leibler neighbourhoods of the data distribution. The goal of this paper is to investigate the flexibility in criteria…
We derive a necessary and sufficient condition for the sum of M independent continuous random variables modulo 1 to converge to the uniform distribution in L^1([0,1]), and discuss generalizations to discrete random variables. A consequence…
We consider the $3$-dimensional relativistic Vlasov-Maxwell system with data without compact support in momentum space. We prove two continuation criteria for solutions to this system. First, we show that a regular solution can be continued…
We use Donaldson invariants of regular surfaces with p_g >0 to make quantitative statements about modulispaces of stable rank 2 sheaves. We give two examples: a quantitative existence theorem for stable bundles, and a computation of the…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…
We prove the existence of a solution to an equation governing the number density within a compact domain of a discrete particle system for a prescribed class of particle interactions taking into account the effects of the diffusion and…
It is well-known since the work of Pardoux and Peng [12] that Backward Stochastic Differential Equations provide probabilistic formulae for the solution of (systems of) second order elliptic and parabolic equations, thus providing an…
Classical conditions for ensuring the robust stability of a linear system in feedback with a sector-bounded nonlinearity include small gain, circle, passivity, and conicity theorems. In this work, we present a similar stability condition,…
We consider a problem of P. Erdos, A. M. Odlyzko and A. Sarkozy about the representation of residue classes modulo m by products of two not too large primes. While it seems that even the Extended Riemann Hypothesis is not powerful enough to…
The causal inference model proposed by Lee (2008) for the regression discontinuity design (RDD) relies on assumptions that imply the continuity of the density of the assignment (running) variable. The test for this implication is commonly…
In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…
We devise an abstract, modular scheme to prove continuity of the Lyapunov exponents for a general class of linear cocycles. The main assumption is the availability of appropriate large deviation type (LDT) estimates which are uniform in the…
Although spatial models for areal data are widely used in multilevel settings, the conditions under which spatial and nonspatial random effects yield equivalent posterior inference for regression coefficients have never been formally…
We extend to rank-based tests of multivariate independence the Chernoff-Savage and Hodges-Lehmann classical univariate results. More precisely, we show that the Taskinen, Kankainen and Oja (2004) normal-score rank test for multivariate…
A depth-based rank sum statistic for multivariate data introduced by Liu and Singh [J. Amer. Statist. Assoc. 88 (1993) 252--260] as an extension of the Wilcoxon rank sum statistic for univariate data has been used in multivariate rank tests…