Related papers: Least Squares Two-Point Function Estimation

The empirical distribution function assigns mass $1/n$ to each of the $n$ observations in a sample. As these are highly variable, estimation error may be reduced by replacing them with estimated observations that are asymptotically less…

We introduce a new method for testing departure from isotropy of points on a sphere based on an enhanced form of the two-point correlation function that we named 2pt+. This method uses information from the two extra variables that define…

A function of the empirical characteristic function,exists for the stable distribution, which leads to a linear regression and can be used to estimate the parameters. Two approaches are often used, one to find optimal values of t, but these…

We deduce the non-asymptotical bilateral estimates for moment inequalities for sums of non-negative independent random variables, based on the correspondent estimates for the so-called Bell functions and the Poisson distribution.

The two-point angular correlation function is a traditional method used to search for deviations from expectations of isotropy. In this paper we develop and explore a statistically descriptive three-point method with the intended…

In this paper, we focus on regression estimation in both the inductive and the transductive case. We assume that we are given a set of features (which can be a base of functions, but not necessarily). We begin by giving a deviation…

Any second order homogeneous linear ordinary differential equation can be transformed into a first order non-linear Riccati equation. We argue that the Riccati form of the linearized fluctuation equations that determine the holographic…

Instrumental variables estimation has gained considerable traction in recent decades as a tool for causal inference, particularly amongst empirical researchers. This paper makes three contributions. First, we provide a detailed theoretical…

The Hermite-Birkhoff interpolation problem of a function given on arbitrarily distributed points on the sphere and other manifolds is considered. Each proposed interpolant is expressed as a linear combination of basis functions, the…

Debugging accumulation of floating-point errors is hard; ideally, computer should track it automatically. Here we consider twofold approximation of an exact real with value + error pair of floating-point numbers. Normally, value + error sum…

In this paper, we use some standard numerical techniques to approximate the hypergeometric function $$ {}_2F_1[a,b;c;x]=1+\frac{ab}{c}x+\frac{a(a+1)b(b+1)}{c(c+1)}\frac{x^2}{2!}+\cdots $$ for a range of parameter triples $(a,b,c)$ on the…

Jittered Sampling is a refinement of the classical Monte Carlo sampling method. Instead of picking $n$ points randomly from $[0,1]^2$, one partitions the unit square into $n$ regions of equal measure and then chooses a point randomly from…

Multivariate tempered stable random measures (ISRMs) are constructed and their corresponding space of integrable functions is characterized in terms of a quasi-norm utilizing the so-called Rosinski measure of a tempered stable law. In the…

We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local $X$-Whittle estimators -- as generalizations of their univariate counterparts. As the…

We introduce two types of estimators of the finite-dimensional parameters in the case of observations of inhomogeneous Poisson processes. These are the estimators of the method of moments and multi-step MLE. It is shown that the estimators…

We consider two stage estimation with a non-parametric first stage and a generalized method of moments second stage, in a simpler setting than (Chernozhukov et al. 2016). We give an alternative proof of the theorem given in (Chernozhukov et…

Two-point correlation functions (2PCF) are widely used to characterize how points cluster in space. In this work, we study the problem of measuring the 2PCF over a large set of points, restricted to a subset satisfying a property of…

In this paper we investigate the performance of a variety of estimation techniques for the scale and shape parameter of the Lomax distribution. These methods include traditional methods such as the maximum likelihood estimator and the…

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,…

A $\{0,1\}$-valued function on a two-dimensional rectangular grid is called threshold if its sets of zeros and ones are separable by a straight line. In this paper we study 2-threshold functions, i.e. functions representable as the…