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This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…

Econometrics · Economics 2019-09-24 Christoph Breunig

We present an alternative account of the problem of classifying and finding normal forms for arbitrary bilinear forms. Beginning from basic results developed by Riehm, our solution to this problem hinges on the classification of…

Rings and Algebras · Mathematics 2013-11-20 Fernando Szechtman

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Statistics Theory · Mathematics 2021-02-11 Leonie Selk , Charles Tillier , Orlando Marigliano

We study double ergodic averages with respect to two general commuting transformations and establish a sharp quantitative result on their convergence in the norm. We approach the problem via real harmonic analysis, using recently developed…

Dynamical Systems · Mathematics 2019-02-01 Polona Durcik , Vjekoslav Kovač , Kristina Ana Škreb , Christoph Thiele

In recent years, there has been a lot of progress in obtaining non-trivial bounds for bilinear forms of Kloosterman sums in $\mathbb{Z}/m\mathbb{Z}$ for arbitrary integers $m$. These results have been motivated by a wide variety of…

Number Theory · Mathematics 2023-04-12 Christian Bagshaw

The partially linear binary choice model can be used for estimating structural equations where nonlinearity may appear due to diminishing marginal returns, different life cycle regimes, or hectic physical phenomena. The inference procedure…

Econometrics · Economics 2023-12-01 Wenzheng Gao , Zhenting Sun

The estimation of the extremal dependence structure is spoiled by the impact of the bias, which increases with the number of observations used for the estimation. Already known in the univariate setting, the bias correction procedure is…

Statistics Theory · Mathematics 2015-04-03 Anne-Laure Fougères , Laurens de Haan , Cécile Mercadier

We propose confidence regions for the parameters of incomplete models with exact coverage of the true parameter in finite samples. Our confidence region inverts a test, which generalizes Monte Carlo tests to incomplete models. The test…

Econometrics · Economics 2025-10-07 Lixiong Li , Marc Henry

Likelihood-based procedures are a common way to estimate tail dependence parameters. They are not applicable, however, in non-differentiable models such as those arising from recent max-linear structural equation models. Moreover, they can…

Methodology · Statistics 2016-01-20 John H. J. Einmahl , Anna Kiriliouk , Johan Segers

The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…

Information Theory · Computer Science 2024-05-30 Valentinian Lungu , Ioannis Kontoyiannis

We prove non-trivial bounds for general bilinear forms in hyper-Kloosterman sums when the sizes of both variables may be below the P\'olya-Vinogradov range. We then derive applications to the second moment of holomorphic cusp forms twisted…

Number Theory · Mathematics 2017-04-10 E. Kowalski , Ph. Michel , W. Sawin

In this paper, we study the estimation of partially linear models for spatial data distributed over complex domains. We use bivariate splines over triangulations to represent the nonparametric component on an irregular two-dimensional…

Statistics Theory · Mathematics 2021-06-03 Li Wang , Guannan Wang , Min-Jun Lai , Lei Gao

We obtain several estimates for bilinear form with exponential sums with binomials $mx^k + nx^\ell$. In particular we show the existence of nontrivial cancellations between such sums when the coefficients $m$ and $n$ vary over rather sparse…

Number Theory · Mathematics 2016-11-29 Kui Liu , Igor E. Shparlinski , Tianping Zhang

This paper extends the empirical minimum divergence approach for models which satisfy linear constraints with respect to the probability measure of the underlying variable (moment constraints) to the case where such constraints pertain to…

Statistics Theory · Mathematics 2015-02-20 Alexis Decurninge , Michel Broniatowski

The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…

Methodology · Statistics 2020-03-12 Enkelejd Hashorva , Simone A. Padoan , Stefano Rizzelli

In clinical studies with paired organs, binary outcomes often exhibit intra-subject correlation and may include a mixture of unilateral and bilateral observations. Under Donner's constant correlation model, we develop three likelihood-based…

Methodology · Statistics 2025-10-22 Jia Zhou , Chang-Xing Ma

Chi-square processes with trend appear naturally as limiting processes in various statistical models. In this paper we are concerned with the exact tail asymptotics of the supremum taken over (0; 1) of a class of locally stationary…

Probability · Mathematics 2016-07-20 Peng Liu , Lanpeng Ji

In this paper we propose and examine gap statistics for assessing uniform distribution hypotheses. We provide examples relevant to data integrity testing for which max-gap statistics provide greater sensitivity than chi-square ($\chi^2$),…

Methodology · Statistics 2019-06-05 Truc Le , Jeffrey Uhlmann

We consider a system of quasilinear elliptic equations, with indefinite super-linear nonlinearity, depending on two real parameters $\lambda,\mu$. By using the Nehari manifold and the notion of extremal parameter, we extend some results…

Analysis of PDEs · Mathematics 2019-06-06 Kaye Silva , Abiel Macedo

In this paper, we gain the new almost unbiased Liu-type estimators to literature for the Bell regression model. We provide the superiority of the proposed estimator to its competitors such as the maximum likelihood estimator and Liu-type…

Statistics Theory · Mathematics 2025-09-23 Caner Tanış , Yasin Asar