Related papers: Breaking Bivariate Records
We introduce several statistics on ordered partitions of sets, that is, set partitions where the blocks are permuted arbitrarily. The distribution of these statistics is closely related to the q-Stirling numbers of the second kind. Some of…
The asymptotic solution to the problem of comparing the means of two heteroscedastic populations, based on two random samples from the populations, hinges on the pivot underpinning the construction of the confidence interval and the test…
Integer partitions have fascinated people for centuries, from Ramanujan's groundbreaking congruences to the modern theory of modular forms. This paper investigates the statistical properties of odd unimodal sequences--a natural refinement…
It is shown that the symmetry under parity of the wavefunctions of two identical particles with an arbitrary spin $s$ in three spatial dimensions accounts for the appropriate wavefunction exchange statistics under the permutations of…
This note addresses issues raised by Cox and Reid in their seminal paper in 1987 regarding parameter orthogonality in statistical inference. We extend the orthogonality condition to cases with multiple parameters of interest and demonstrate…
A great deal of inference in statistics is based on making the approximation that a statistic is normally distributed. The error in doing so is generally $O(n^{-1/2})$ and can be very considerable when the distribution is heavily biased or…
Let \{X_1, X_2, ...\} be a sequence of positive independent and identically distributed random variables of Pareto-type with index \alpha>0 and let \{N(t); t\geq 0\} be a mixed Poisson process independent of the X_i's. For t\geq 0, define…
In this paper, we establish the first and the second-order asymptotics of distributions of normalized maxima of independent and non-identically distributed bivariate Gaussian triangular arrays, where each vector of the $n$th row follows…
We investigate the statistics of three kinds of records associated with planar random walks, namely diagonal, simultaneous and radial records. The mean numbers of these records grow as universal power laws of time, with respective exponents…
We consider an open (scattering) quantum system under the action of a perturbation of its closed counterpart. It is demonstrated that the resulting shift of resonance widths is a sensitive indicator of the non-orthogonality of resonance…
A single joinpoint changepoint model partitions a time series into two segments, joined at the changepoint time by constraining the estimated piecewise linear regression responses to be continuous. This manuscript derives the exact…
We consider $n$ independent random points uniformly distributed in the $d_n$-dimensional unit cube and study Pareto points, that is, points that do not coordinatewise dominate any other point. We identify the critical growth rate of $d_n$…
Random diffeomorphisms with bounded absolutely continuous noise are known to possess a finite number of stationary measures. We discuss dependence of stationary measures on an auxiliary parameter, thus describing bifurcations of families of…
In this paper, the estimation of parameters in the harmonic regression with cyclically dependent errors is addressed. Asymptotic properties of the least-squares estimates are analyzed by simulation experiments. By numerical simulation, we…
Phase I distribution-free runs- and patterns-type control charts are proposed for monitoring the unknown target value (or location parameter) for both continuous and discrete individual observations. Our approach maintains the nominal…
In this note, we study asymptotic zero distribution of multivariable full system of random polynomials with independent Bernoulli coefficients. We prove that with overwhelming probability their simultaneous zeros sets are discrete and the…
From a time series whose data are embedded in heavy noise, we construct an Hilbert space operator (J-operator) whose discrete spectrum represents the signal while the essential spectrum located on the unit circle, is associated with the…
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 introduce a new framework for characterizing identified sets of structural and counterfactual parameters in econometric models. By reformulating the identification problem as a set membership question, we leverage the separating…
We consider semiparametric location-scatter models for which the $p$-variate observation is obtained as $X=\Lambda Z+\mu$, where $\mu$ is a $p$-vector, $\Lambda$ is a full-rank $p\times p$ matrix and the (unobserved) random $p$-vector $Z$…