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This paper addresses the problem of estimating the extreme value index in presence of random censoring for distributions in the Weibull domain of attraction. The methodologies introduced in [Worms (2014)], in the heavy-tailed case, are…
This paper shows that the problem of testing hypotheses in moment condition models without any assumptions about identification may be considered as a problem of testing with an infinite-dimensional nuisance parameter. We introduce a…
In this paper, we generalize and improve some fundamental concentration inequalities using information on the random variables' higher moments. In particular, we improve the classical Hoeffding's and Bennett's inequalities for the case…
Eigenvalues are defined for any element of an algebra of observables and do not require a representation in terms of wave functions or density matrices. A systematic algebraic derivation based on moments is presented here for the harmonic…
We provide simple necessary and sufficient conditions under which a path constitutes a solution to an infinite-horizon, continuous-time optimal control problem. We prove transversality conditions under standard assumptions. We also present…
Finite mixtures of regression models provide a flexible modeling framework for many phenomena. Using moment-based estimation of the regression parameters, we develop unbiased estimators with a minimum of assumptions on the mixture…
In this note, we present an elementary proof for a well-known second-order sufficient optimality condition in nonlinear semidefinite optimization which does not rely on the enhanced theory of second-order tangents. Our approach builds on an…
In the present paper, we focus on the vector optimization problems with inequality constraints, where objective functions and constrained functions are Fr\'echet differentiable, and whose gradient mapping is locally Lipschitz on an open…
In this paper, we discuss variational inequality (VI) problems without monotonicity from the perspective of convergence of projection-type algorithms. In particular, we identify existing conditions as well as present new conditions that are…
We introduce a notion of vague convergence for random marked metric measure spaces. Our main result shows that convergence of the moments of order $k \ge 1$ of a random marked metric measure space is sufficient to obtain its vague…
This paper introduces a new $p$-dependent coercivity condition through which $L^p$-moments for solutions can be obtained for a large class of SPDEs in the variational framework. If $p=2$, our condition reduces to the classically coercivity…
The paper is devoted to obtain first and second order necessary optimality conditions for continuous-time optimization problems with equality and inequality constraints. A full rank type regularity condition along with an uniform implicit…
We study existence, uniqueness and computability of solutions for a class of discrete time recursive utilities models. By combining two streams of the recent literature on recursive preferences---one that analyzes principal eigenvalues of…
We provide two new methods for computing lower bounds of eigenvalues of symmetric elliptic second-order differential operators with mixed boundary conditions of Dirichlet, Neumann, and Robin type. The methods generalize ideas of Weinstein's…
We propose a procedure to decide between the null hypothesis of (strict) stationarity and the alternative of non-stationarity, in the context of a Random Coefficient AutoRegression (RCAR). The procedure is based on randomising a diagnostic…
We show first that there are intrinsic relationships among different conditions, old and recent, which lead to some general statements in both the Stieltjes and the Hamburger moment problems. Then we describe checkable conditions and prove…
Using asymptotics of Toeplitz+Hankel determinants, we establish formulae for the asymptotics of the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices, as the matrix-size tends to infinity.…
Second-order formulations of the 3+1 Einstein equations obtained by eliminating the extrinsic curvature in terms of the time derivative of the metric are examined with the aim of establishing whether they are well posed, in cases of…
We provide a new result on the existence of extremal solutions for second-order Dirichlet problems with deviation argument. As a novelty in this work, the nonlinearity need not be continuous or monotone. In order to obtain this new result,…
Our main contributions include proving sufficient conditions for the existence of solution to a second order problem with nonzero nonlocal initial conditions, and providing a comprehensive analysis using fundamental solutions and…