Related papers: Ordering properties of the smallest order statisti…
Gaussian Graphical Models (GGM) are often used to describe the conditional correlations between the components of a random vector. In this article, we compare two families of GGM inference methods: nodewise edge selection and penalised…
We study the statistical distribution of the closest encounter between generic smooth observations computed along different trajectories of a rapidly mixing dynamical system. At the limit of large trajectories, we obtain a distribution of…
Spaces with locally varying scale of measurement, like multidimensional structures with differently scaled dimensions, are pretty common in statistics and machine learning. Nevertheless, it is still understood as an open question how to…
In this paper, we provide some new results for the Weibull-R family of distributions (Alzaghal, Ghosh and Alzaatreh (2016)). We derive some new structural properties of the Weibull-R family of distributions. We provide various…
When some treatments are ordered according to the categories of an ordinal categorical variable (e.g., extent of side effects) in a monotone order, one might be interested in knowing wether the treatments are equally effective or not. One…
In this short note we provide an elementary proof that a certain type of nonuniform sequential Doeblin minorization condition implies non-uniform sequential "geometric" ergodicity. Using this result several limit theorems for inhomogeneous…
Ordered random vectors are frequently encountered in many problems. The generalized order statistics (GOS) and sequential order statistics (SOS) are two general models for ordered random vectors. However, these two models do not capture the…
We present new families of goodness-of-fit tests of uniformity on a full-dimensional set $W\subset\R^d$ based on statistics related to edge lengths of random geometric graphs. Asymptotic normality of these statistics is proven under the…
We review the possibility that the Supersymmetric Standard Model arises from orbifold constructions of the E_8 x E_8 Heterotic Superstring, and the phenomenological properties that such a model should have. In particular, trying to solve…
The Gaussian graphical model is routinely employed to model the joint distribution of multiple random variables. The graph it induces is not only useful for describing the relationship between random variables but also critical for…
The importance of the balance in inhibitory and excitatory couplings in the brain has increasingly been realized. Despite the key role played by inhibitory-excitatory couplings in the functioning of brain networks, the impact of a balanced…
A general structural equation model is fitted on a panel data set that consists of $I$ correlated samples. The correlated samples could be data from correlated populations or correlated observations from occasions of panel data. We consider…
We consider the Gumbel or extreme value statistics describing the distribution function p_G(x_max) of the maximum values of a random field x within patches of fixed size. We present, for smooth Gaussian random fields in two and three…
Stochastic ordering among distributions has been considered in a variety of scenarios. Economic studies often involve research about the ordering of investment strategies or social welfare. However, as noted in the literature, stochastic…
In the seminal contribution [4] the joint weak convergence of maxima and minima of weakly dependent stationary sequences is derived under some mild asymptotic conditions. In this paper we address additionally the case of incomplete samples…
We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…
Human dynamics and sociophysics suggest statistical models that may explain and provide us with a better understanding of social phenomena. Here we propose a generative multiplicative decrease model that gives rise to a rank-order…
A new method to simulate probability distributions in regions where the events are VERY unlikely (e.g. p ~ 10^{-40}) is presented. The basic idea is to represent the underlying probability space by the phase space of a physical system. The…
We introduce a method for the comparison of some extremal eigenvalue statistics of random matrices. For example, it allows one to compare the maximal eigenvalue gap in the bulk of two generalized Wigner ensembles, provided that the first…
Testing hypotheses of goodness-of-fit about mixture distributions on the basis of independent but not necessarily identically distributed random vectors is considered. The hypotheses are given by a specific distribution or by a family of…