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In the past decades, the central limit theorem (CLT) has been generalized to non-Euclidean data spaces. Some years ago, it was found that for some random variables on the circle, the sample Fr\'echet mean fluctuates around the population…

Statistics Theory · Mathematics 2020-10-08 Benjamin Eltzner

There are many open questions pertaining to the statistical analysis of random objects, which are increasingly encountered. A major challenge is the absence of linear operations in such spaces. A basic statistical task is to quantify…

Methodology · Statistics 2025-08-01 Wookyeong Song , Hans-Georg Müller

We study statistical inference on unit roots and cointegration for time series in a Hilbert space. We develop statistical inference on the number of common stochastic trends embedded in the time series, i.e., the dimension of the…

Econometrics · Economics 2026-03-17 Morten Ørregaard Nielsen , Won-Ki Seo , Dakyung Seong

Finite Sample Smeariness (FSS) has been recently discovered. It means that the distribution of sample Fr\'echet means of underlying rather unsuspicious random variables can behave as if it were smeary for quite large regimes of finite…

Statistics Theory · Mathematics 2021-03-02 Benjamin Eltzner , Shayan Hundrieser , Stephan F. Huckemann

The (CLT) central limit theorems for generalized Frechet means (data descriptors assuming values in stratified spaces, such as intrinsic means, geodesics, etc.) on manifolds from the literature are only valid if a certain empirical process…

Statistics Theory · Mathematics 2018-01-23 Benjamin Eltzner , Stephan F. Huckemann

Fr\'echet means are indispensable for nonparametric statistics on non-Euclidean spaces. For suitable random variables, in some sense, they "sense" topological and geometric structure. In particular, smeariness seems to indicate the presence…

Statistics Theory · Mathematics 2021-03-02 Do Tran , Benjamin Eltzner , Stephan Huckemann

Two central limit theorems for sample Fr\'echet means are derived, both significant for nonparametric inference on non-Euclidean spaces. The first one, Theorem 2.2, encompasses and improves upon most earlier CLTs on Fr\'echet means and…

Statistics Theory · Mathematics 2016-03-29 Rabi Bhattacharya , Lizhen Lin

Linear regression is widely used to model relationships between responses and predictors. In modern applications, one encounters data where the responses are non-Euclidean random objects situated in a metric space, paired with Euclidean…

Methodology · Statistics 2026-05-20 Wookyeong Song , Paromita Dubey , Hans-Georg Müller , Alexander Petersen

We produce a series of Central Limit Theorems (CLTs) associated to compact metric measure spaces $(K,d,\eta)$, with $\eta$ a reasonable probability measure. For the first CLT, we can ignore $\eta$ by isometrically embedding $K$ into…

Probability · Mathematics 2020-01-14 Steven Rosenberg , Jie Xu

Spin-density-functional theory (SDFT) is the most widely implemented and applied formulation of density-functional theory. However, it is still finding novel applications, and occasionally encounters unexpected problems. In this paper we…

Materials Science · Physics 2015-06-25 K. Capelle , Valter L. Libero

Fr\'echet mean and variance provide a way of obtaining mean and variance for general metric space valued random variables and can be used for statistical analysis of data objects that lie in abstract spaces devoid of algebraic structure and…

Statistics Theory · Mathematics 2019-10-22 Paromita Dubey , Hans-Georg Müller

Motivated by the problem of nonparametric inference in high level digital image analysis, we introduce a general extrinsic approach for data analysis on Hilbert manifolds with a focus on means of probability distributions on such sample…

Statistics Theory · Mathematics 2013-02-11 Leif Ellingson , Vic Patrangenaru , Frits Ruymgaart

Motivated by the fact that circular or spherical data are often much concentrated around a location $\pmb\theta$, we consider inference about $\pmb\theta$ under "high concentration" asymptotic scenarios for which the probability of any…

Statistics Theory · Mathematics 2019-06-11 Davy Paindaveine , Thomas Verdebout

Fr\'echet means of samples from a probability measure $\mu$ on any smoothly stratified metric space M with curvature bounded above are shown to satisfy a central limit theorem (CLT). The methods and results proceed by introducing and…

Probability · Mathematics 2023-11-17 Jonathan C. Mattingly , Ezra Miller , Do Tran

Fr\'echet means on non-Euclidean spaces may exhibit nonstandard asymptotic rates rendering quantile-based asymptotic inference inapplicable. We show here that this affects, among others, all circular distributions whose support exceeds a…

Methodology · Statistics 2021-07-28 Shayan Hundrieser , Benjamin Eltzner , Stephan F. Huckemann

Under the high-dimensional setting that data dimension and sample size tend to infinity proportionally, we derive the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix. Different…

Statistics Theory · Mathematics 2021-06-21 Liu Zhijun , Bai Zhidong , Hu Jiang , Song Haiyan

Spherical symmetry arguments are used to produce a general device to convert identities and inequalities for the $p$th absolute moments of real-valued random variables into the corresponding identities and inequalities for the $p$th moments…

Probability · Mathematics 2022-10-14 Iosif Pinelis

Functional data that are nonnegative and have a constrained integral can be considered as samples of one-dimensional density functions. Such data are ubiquitous. Due to the inherent constraints, densities do not live in a vector space and,…

Statistics Theory · Mathematics 2016-01-13 Alexander Petersen , Hans-Georg Müller

A Hilbert space embedding for probability measures has recently been proposed, with applications including dimensionality reduction, homogeneity testing, and independence testing. This embedding represents any probability measure as a mean…

Spatial stochastic processes that are modeled over the entire Earth's surface require statistical approaches that directly consider the spherical domain. Here, we extend the notion of intrinsic random functions (IRF) to model non-stationary…

Statistics Theory · Mathematics 2016-06-08 Chunfeng Huang , Haimeng Zhang , Scott M. Robeson , Jacob Shields
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