English
Related papers

Related papers: Generalized Limit Theorems For $U$-max Statistics

200 papers

Recently W. Lao and M. Mayer [6], [7], [9] considered $U$-max - statistics, where instead of sum appears the maximum over the same set of indices. Such statistics often appear in stochastic geometry. The examples are given by the largest…

Probability · Mathematics 2013-01-09 E. V. Koroleva , Ya. Yu. Nikitin

Weibull distribution has received a wide range of applications in engineering and science. The utility and usefulness of an estimator is highly subject to the field of practitioner's study. In practice users looking for their desired…

Computation · Statistics 2019-02-18 Sahar Sadani , Kamel Abdollahnezhad , Mahdi Teimouri , Vahid Ranjbar

The Max-Min and Min-Max of matrices arise prevalently in science and engineering. However, in many real-world situations the computation of the Max-Min and Min-Max is challenging as matrices are large and full information about their…

Statistical Mechanics · Physics 2019-08-28 Iddo Eliazar , Ralf Metzler , Shlomi Reuveni

A $U$-statistic of a Poisson point process is defined as the sum $\sum f(x_1,\ldots,x_k)$ over all (possibly infinitely many) $k$-tuples of distinct points of the point process. Using the Malliavin calculus, the Wiener-It\^{o} chaos…

Probability · Mathematics 2013-12-13 Matthias Reitzner , Matthias Schulte

Generalized linear (GL-) statistics are defined as functionals of an U-quantile process and unify different classes of statistics such as U-statistics and L-statistics. We derive a central limit theorem for GL-statistics of strongly mixing…

Statistics Theory · Mathematics 2014-12-02 Svenja Fischer , Roland Fried , Martin Wendler

We prove a limit theorem for the the maximal interpoint distance (also called the diameter) for a sample of n i.i.d. points in the unit ball of dimension 2 or more. The exact form of the limit distribution and the required normalisation are…

Probability · Mathematics 2007-05-23 Michael Mayer , Ilya Molchanov

Let $\{X_n, n \ge 1\}$ be a sequence of stationary associated random variables. We discuss another set of conditions under which a central limit theorem for U-statistics based on $\{X_n, n \ge 1\}$ holds. We look at U-statistics based on…

Statistics Theory · Mathematics 2017-09-20 Mansi Garg , Isha Dewan

The limit behavior is studied for the distributions of normalized U- and V-statistics of an arbitrary order with canonical (degenerate) kernels, based on samples of increasing sizes from a stationary sequence of observations satisfying…

Probability · Mathematics 2009-07-01 I. S. Borisov , N. Volodko

We study query time bounds for the fundamental problem of estimating the kernel mean $\frac1{|X|}\sum_{x\in X}\mathbf{k}(x,y)$ of a query $y$ in a finite dataset $X\subset\mathbb{R}^d$ up to a prescribed additive error $\varepsilon$. The…

Data Structures and Algorithms · Computer Science 2026-05-05 Tal Wagner

This survey will appear as a chapter of the forthcoming book [19]. A U-statistic of order $k$ with kernel $f:\X^k \to \R^d$ over a Poisson process is defined in \cite{ReiSch11} as$$ \sum\_{x\_1, \dots , x\_k \in \eta^k\_{\neq}} f(x\_1,…

Probability · Mathematics 2015-03-27 Raphaël Lachèze-Rey , Matthias Reitzner

In this paper, quantitative central limit theorems for $U$-statistics on the $q$-dimensional torus defined in the framework of the two-sample problem for Poisson processes are derived. In particular, the $U$-statistics are built over tight…

Probability · Mathematics 2016-04-06 Solesne Bourguin , Claudio Durastanti

In descriptive statistics, $U$-statistics arise naturally in producing minimum-variance unbiased estimators. In 1984, Serfling considered the distribution formed by evaluating the kernel of the $U$-statistics and proposed generalized…

Statistics Theory · Mathematics 2024-09-13 Li Tuobang

Two approaches are suggested to the definition of asymmetric generalized Weibull distribution. These approaches are based on the representation of the two-sided Weibull distributions as variance-mean normal mixtures or more general…

Probability · Mathematics 2015-06-23 Victor Korolev , Lily Kurmangazieva , Alexander Zeifman

Minkowski's First Theorem and Dirichlet's Approximation Theorem provide upper bounds on certain minima taken over lattice points contained in domains of Euclidean spaces. We study the distribution of such minima and show, under some…

Number Theory · Mathematics 2022-01-14 Michael Björklund , Alexander Gorodnik

Motivated by second order asymptotic results, we characterize the convergence in law of double integrals, with respect to Poisson random measures, toward a standard Gaussian distribution. Our conditions are expressed in terms of…

Probability · Mathematics 2008-10-27 Giovanni Peccati , Murad S. Taqqu

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

Probability · Mathematics 2009-11-11 V. Shcherbakov

The notion of a $U$-statistic for an $n$-tuple of identical quantum systems is introduced in analogy to the classical (commutative) case: given a selfadjoint `kernel' $K$ acting on $(\mathbb{C}^{d})^{\otimes r}$ with $r<n$, we define the…

Quantum Physics · Physics 2011-06-23 Madalin Guta , Cristina Butucea

In many applications of machine learning, a large number of variables are considered. Motivated by machine learning of interacting particle systems, we consider the situation when the number of input variables goes to infinity. First, we…

Machine Learning · Computer Science 2023-10-30 Christian Fiedler , Michael Herty , Sebastian Trimpe

Kernel-weighted test statistics have been widely used in a variety of settings including non-stationary regression, inference on propensity score and panel data models. We develop the limit theory for a kernel-based specification test of a…

Econometrics · Economics 2023-05-30 Sid Kankanala , Victoria Zinde-Walsh

The asymptotic normality of U-statistics has so far been proved for iid data and under various mixing conditions such as absolute regularity, but not for strong mixing. We use a coupling technique introduced in 1983 by Bradley to prove a…

Probability · Mathematics 2011-08-19 Herold Dehling , Martin Wendler
‹ Prev 1 2 3 10 Next ›