Related papers: Bilinear form test statistics for extremum estimat…
It is well known that estimating bilinear models is quite challenging. Many different ideas have been proposed to solve this problem. However, there is not a simple way to do inference even for its simple cases. This paper studies the…
We provide new limit theory for functionals of a general class of processes lying at the boundary between stationarity and nonstationarity -- what we term weakly nonstationary processes (WNPs). This includes, as leading examples, fractional…
In small sample studies with binary outcome data, use of a normal approximation for hypothesis testing can lead to substantial inflation of the type-I error-rate. Consequently, exact statistical methods are necessitated, and accordingly,…
We continue our study of bilinear estimates on waveguide $\mathbb{R}\times \mathbb{T}$ started in \cite{DFYZZ2024,Deng2023}. The main point of the current article is, comparing to previous work \cite{Deng2023}, that we obtain estimates…
We present a multivariate one-sided sensitivity analysis for matched observational studies, appropriate when the researcher has specified that a given causal mechanism should manifest itself in effects on multiple outcome variables in a…
Due to globalization and relaxed market regulation, we have assisted to an increasing of extremal dependence in international markets. As a consequence, several measures of tail dependence have been stated in literature in recent years,…
We address the issue of designing robust stabilization terms for the nonconforming virtual element method. To this end, we transfer the problem of defining the stabilizing bilinear form from the elemental nonconforming virtual element…
Bayesian, classical, and extended maximum likelihood approaches to estimation of upper limits in experiments with small numbers of signal events are surveyed. The discussion covers only experiments whose outcomes are well described by a…
We propose a two-sample test for large-dimensional covariance matrices in generalized elliptical models. The test statistic is based on a U-statistic estimator of the squared Frobenius norm of the difference between the two population…
This paper studies optimal estimation of large-dimensional nonlinear factor models. The key challenge is that the observed variables are possibly nonlinear functions of some latent variables where the functional forms are left unspecified.…
We prove new bounds on bilinear forms with Kloosterman sums, complementing and improving a series of results by \'E. Fouvry, E. Kowalski and Ph. Michel (2014), V. Blomer, \'E. Fouvry, E. Kowalski, Ph. Michel and D. Mili\'cevi\'c (2017), E.…
Tests of equality of copulas between two samples are introduced and studied using the empirical Bernstein copula process. Three statistics are proposed and their asymptotic properties are established. Besides, a subsampling Bernstein…
The modelling of multivariate extreme events is important in a wide variety of applications, including flood risk analysis, metocean engineering and financial modelling. A wide variety of statistical techniques have been proposed in the…
In particle-based algorithms, the effect of binary collisions is commonly described in a statistical way, using Monte Carlo techniques. It is shown that, in the relativistic regime, stringent constraints should be considered on the sampling…
This paper underscores the vital role of the chi-square test within political science research utilizing structural equation modeling (SEM). The ongoing debate regarding the inclusion of chi-square test statistics alongside fit indices in…
We suggest a dependence coefficient between a categorical variable and some general variable taking values in a metric space. We derive important theoretical properties and study the large sample behaviour of our suggested estimator.…
We look for pointwise bounds on a plurisubharmonic function near its singularity point, given the value of its generalized Lelong number with respect to a plurisubharmonic weight. To this end, an extremal problem is considered. In certain…
In this paper, we propose a new test for the equality of several covariance functions for functional data. Its test statistic is taken as the supremum value of the sum of the squared differences between the estimated individual covariance…
A simple approach for modeling multivariate extremes is to consider the vector of component-wise maxima and their max-stable distributions. The extremal dependence can be inferred by estimating the angular measure or, alternatively, the…
This paper proves several weak limit theorems for the joint version of extreme order statistics and partial sums of independently and identically distributed random variables. The results are also extended to almost sure limit version.