Related papers: Asymptotic regime for impropriety tests of complex…
We present a general M-estimation framework for inference on the wavelet variance. This framework generalizes the results on the scale-wise properties of the standard estimator and extends them to deliver the joint asymptotic properties of…
This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…
We consider a one dimensional ballistic random walk evolving in a parametric independent and identically distributed random environment. We study the asymptotic properties of the maximum likelihood estimator of the parameter based on a…
In many applications, hypothesis testing is based on an asymptotic distribution of statistics. The aim of this paper is to clarify and extend multiple correction procedures when the statistics are asymptotically Gaussian. We propose a…
We are interested in testing general linear hypotheses in a high-dimensional multivariate linear regression model. The framework includes many well-studied problems such as two-sample tests for equality of population means, MANOVA and…
We study expected values of the polynomials $P_N^{}(z)=\prod_{1\leq n\leq N}(X_n^2+z^2)$ whose $2N$ zeros $\{\pm i X_k\}^{}_{k=1,...,N}$ are generated by $N$ identically distributed multi-variate mean-zero normal random variables…
This paper addresses the behaviour of a classical multi-antenna GLRT test that allows to detect the presence of a known signal corrupted by a multi-path propagation channel and by an additive white Gaussian noise with unknown spatial…
This paper studies the asymptotics of resampling without replacement in the proportional regime where dimension $p$ and sample size $n$ are of the same order. For a given dataset $(X,y)\in \mathbb{R}^{n\times p}\times \mathbb{R}^n$ and…
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…
Distance correlation has become an increasingly popular tool for detecting the nonlinear dependence between a pair of potentially high-dimensional random vectors. Most existing works have explored its asymptotic distributions under the null…
This paper deals with the local asymptotic structure, in the sense of Le Cam's asymptotic theory of statistical experiments, of the signal detection problem in high dimension. More precisely, we consider the problem of testing the null…
We consider the diffusion of independent particles experiencing random accelerations by a space- and time-dependent force as well as viscous damping. This model can exhibit several asymptotic behaviours, depending upon the limiting cases…
The number of times that we can access a system to extract information via quantum metrology is always finite, and possibly small, and realistic amounts of prior knowledge tend to be moderate. Thus theoretical consistency demands a…
In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attraction of a stable law with index $0<\alpha\le2$. In particular,…
We establish large sample approximations for an arbitray number of bilinear forms of the sample variance-covariance matrix of a high-dimensional vector time series using $ \ell_1$-bounded and small $\ell_2$-bounded weighting vectors.…
Time-to-event endpoints show an increasing popularity in phase II cancer trials. The standard statistical tool for such one-armed survival trials is the one-sample log-rank test. Its distributional properties are commonly derived in the…
The likelihood ratio test (LRT) is widely used for comparing the relative fit of nested latent variable models. Following Wilks' theorem, the LRT is conducted by comparing the LRT statistic with its asymptotic distribution under the…
Split-Plot or Repeated Measures Designs with multiple groups occur naturally in sciences. Their analysis is usually based on the classical Repeated Measures ANOVA. Roughly speaking, the latter can be shown to be asymptotically valid for…
Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…
Current performance bounds for randomized iterative methods are often considered tight under per-iteration analyses, yet they are notoriously loose in practice. We derive asymptotic performance bounds that narrow this theory-practice gap,…