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We consider the problem of correlation functions in the stationary states of one-dimensional stochastic models having conformal invariance. If one considers the space dependence of the correlators, the novel aspect is that although one…

Statistical Mechanics · Physics 2016-06-17 Francisco C. Alcaraz , Vladimir Rittenberg

We present a comprehensive analysis of the prescription we recently put forward for the computation of real-time correlation functions using gauge/gravity duality. The prescription is valid for any holographic supergravity background and it…

High Energy Physics - Theory · Physics 2015-05-13 Kostas Skenderis , Balt C. van Rees

Second-order variational type equations for spatial point processes are established. In case of log linear parametric models for pair correlation functions, it is demonstrated that the variational equations can be applied to construct…

We provide a unified approach to MM-estimation with auxiliary scale for balanced linear models with structured covariance matrices. This approach leads to estimators that are highly robust against outliers and highly efficient for normal…

Statistics Theory · Mathematics 2025-11-10 Hendrik Paul Lopuhaa

Sensitivity indices when the inputs of a model are not independent are estimated by local polynomial techniques. Two original estimators based on local polynomial smoothers are proposed. Both have good theoretical properties which are…

Methodology · Statistics 2008-12-18 Sébastien Da Veiga , François Wahl , Fabrice Gamboa

This paper proposes confidence regions for the identified set in conditional moment inequality models using Kolmogorov-Smirnov statistics with a truncated inverse variance weighting with increasing truncation points. The new weighting…

Applications · Statistics 2011-12-06 Timothy B. Armstrong

In this note we identify the leading terms of the (reduced) K-energy map with a universal linear combination of the principal and subdominant coefficients of the weight of the $mth$ Hilbert point. This shows that the weight…

Differential Geometry · Mathematics 2007-05-23 Sean T. Paul , Gang Tian

We propose new summary statistics to quantify the association between the components in coverage-reweighted moment stationary multivariate random sets and measures. They are defined in terms of the coverage-reweighted cumulant densities and…

Statistics Theory · Mathematics 2016-08-08 M. N. M. van Lieshout

We consider a stationary and isotropic spatial point process whose a realisation is observed within a large window. We assume it to be driven by a stationary random field $U$. In order to predict the local intensity of the point process,…

Methodology · Statistics 2016-04-21 Edith Gabriel , Florent Bonneu , Pascal Monestiez , Joel Chadoeuf

We propose a new program to quantize and renormalize gravity based on recent progress on the analysis of large random tensors. We compare it briefly with other existing approaches.

High Energy Physics - Theory · Physics 2015-06-03 Vincent Rivasseau

In this paper, we revisit the original ideas of Stein and propose an estimator of the intensity parameter of a homogeneous Poisson point process defined in $\R^d$ and observed in a bounded window. The procedure is based on a new general…

Statistics Theory · Mathematics 2015-07-31 Marianne Clausel , Jean-François Coeurjolly , Jérôme Lelong

Second-order measures, such as the two-point correlation function, are geometrical quantities describing the clustering properties of a point distribution. In this article well-known estimators for the correlation integral are reviewed and…

Astrophysics · Physics 2007-05-23 Martin Kerscher

Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance functions are of interest. Here, a new…

Statistics Theory · Mathematics 2011-02-28 Martin Schlather

We introduce new variant of $H$-measures defined on spectra of general algebra of test symbols and derive the localization properties of such $H$-measures. Applications for the compensated compactness theory are given. In particular, we…

Analysis of PDEs · Mathematics 2014-03-26 Evgeny Yu. Panov

In this paper, we consider a generic scheme that allows building weighted versions of various quantile estimators, such as traditional quantile estimators based on linear interpolation of two order statistics, the Harrell-Davis quantile…

Methodology · Statistics 2023-04-17 Andrey Akinshin

We propose nonparametric estimators for the second-order central moments of possibly anisotropic spherical random fields, within a functional data analysis context. We consider a measurement framework where each random field among an…

Statistics Theory · Mathematics 2022-06-28 Alessia Caponera , Julien Fageot , Matthieu Simeoni , Victor M. Panaretos

How should researchers adjust for covariates? We show that if the propensity score is estimated using a specific covariate balancing approach, inverse probability weighting (IPW), augmented inverse probability weighting (AIPW), and inverse…

Econometrics · Economics 2025-09-23 Tymon Słoczyński , S. Derya Uysal , Jeffrey M. Wooldridge

In longitudinal study, it is common that response and covariate are not measured at the same time, which complicates the analysis to a large extent. In this paper, we take into account the estimation of generalized varying coefficient model…

Methodology · Statistics 2022-06-10 Rou Zhong , Chunming Zhang , Jingxiao Zhang

We propose a new perspective for the evaluation of matching procedures by considering the complexity of the function class they belong to. Under this perspective we provide theoretical guarantees on post-matching covariate balance through a…

Statistics Theory · Mathematics 2023-01-04 Efrén Cruz Cortés , Kevin Josey , Fan Yang , Debashis Ghosh

We give the cumulative distribution functions, the expected values, and the moments of weighted lattice polynomials when regarded as real functions of independent random variables. Since weighted lattice polynomial functions include…

Probability · Mathematics 2008-02-19 Jean-Luc Marichal