Related papers: A multinomial Asymptotic Representation of Zenga's…

This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…

Rerandomization is an effective treatment allocation procedure to control for baseline covariate imbalance. For estimating the average treatment effect, rerandomization has been previously shown to improve the precision of the unadjusted…

We consider a linear mixed-effects model with a clustered structure, where the parameters are estimated using maximum likelihood (ML) based on possibly unbalanced data. Inference with this model is typically done based on asymptotic theory,…

Let $\gp$ be a finite group acting on a compact manifold $M$ and $\maA(M)$ denote the algebra of classical complete symbols on $M$. We determine all traces on the cross-product algebra $\maA(M) \rtimes \Gamma$. These traces appear as…

We study the asymptotic distribution of integers sharing the same rooted-tree structure that encodes their complete prime factorization tower. For each tree we derive an explicit density formula depending only on a pair $(m,k)$, the density…

The recent empirical work of Amaya et al. (2015) has pointed out that the realized skewness, which is the sample skewness of intraday high-frequency returns of a financial asset, serves as forecasting future returns in the cross-section.…

We derive the asymptotic theory of Bai (2009)'s interactive fixed effects estimator for unbalanced panels in which the source of attrition is conditionally random. For inference, we propose a method of alternating projections algorithm…

We consider data-adaptive wavelet estimation of a trend function in a time series model with strongly dependent Gaussian residuals. Asymptotic expressions for the optimal mean integrated squared error and corresponding optimal smoothing and…

Motivated by polynomial approximations of differential forms, we study analytical and numerical properties of a polynomial interpolation problem that relies on function averages over interval segments. The usage of segment data gives rise…

We propose a method for average partial effect estimation in high-dimensional single-index models that is root-n-consistent and asymptotically unbiased given sparsity assumptions on the underlying regression model. This note was prepared as…

A generalization of a well-known relation between the Riemann zeta function $\zeta(s)$ and Bernoulli numbers $B_n$ is obtained. The formula is a new representation of the Riemann zeta function in terms of a nested series of Bernoulli…

We introduce and study multivariate zeta functions enumerating subrepresentations of integral quiver representations. For nilpotent such representations defined over number fields, we exhibit a homogeneity condition that we prove to be…

Enumerating integral orbits in prehomogeneous vector spaces plays an important role in arithmetic statistics. We describe a method of proving subconvexity of the zeta function enumerating the integral orbits, illustrated by proving a…

We construct and study a certain zeta function which interpolates multi-poly-Bernoulli numbers at non-positive integers and whose values at positive integers are linear combinations of multiple zeta values. This function can be regarded as…

Ratio of medians or other suitable quantiles of two distributions is widely used in medical research to compare treatment and control groups or in economics to compare various economic variables when repeated cross-sectional data are…

Integral representations play a prominent role in the analysis of entire functions. The representations of generalized Mittag-Leffler type functions and their asymptotics have been (and still are) investigated by plenty of authors in…

We introduce multifractal zeta-functions providing precise information of a very general class of multifractal spectra, including, for example, the multifractal spectra of self-conformal measures and the multifractal spectra of ergodic…

For $\nu\in[0,1]$ and a complex parameter $\sigma,$ $Re\, \sigma>0,$ we discuss a linear inhomogeneous functional difference equation with variable coefficients on a complex plane $z\in\mathbb{C}$: \[…

We describe in this work all solutions to the problem of renormalizing multiple zeta values at arguments of any sign in a quasi-shuffle compatible way. As a corollary we clarify the relation between different renormalizations at…

This paper continues a series of investigations on converging representations for the Riemann Zeta function. We generalize some identities which involve Riemann's zeta function, and moreover we give new series and integrals for the zeta…