Related papers: Efficiency of estimators for locally asymptoticall…

We consider symmetric hypothesis testing in quantum statistics, where the hypotheses are density operators on a finite-dimensional complex Hilbert space, representing states of a finite quantum system. We prove a lower bound on the…

This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…

We consider nonparametric estimation of the distribution function $F$ of squared sphere radii in the classical Wicksell problem. Under smoothness conditions on $F$ in a neighborhood of $x$, in \cite{21} it is shown that the Isotonic Inverse…

Many statistical estimators are defined as the fixed point of a data-dependent operator, with estimators based on minimizing a cost function being an important special case. The limiting performance of such estimators depends on the…

The classical theory of rank-based inference is entirely based either on ordinary ranks, which do not allow for considering location (intercept) parameters, or on signed ranks, which require an assumption of symmetry. If the median, in the…

Preliminary test estimation, which is a natural procedure when it is suspected a priori that the parameter to be estimated might take value in a submodel of the model at hand, is a classical topic in estimation theory. In the present paper,…

We consider covariance parameter estimation for Gaussian processes with functional inputs. From an increasing-domain asymptotics perspective, we prove the asymptotic consistency and normality of the maximum likelihood estimator. We extend…

This paper is about vector autoregressive-moving average (VARMA) models with time-dependent coefficients to represent non-stationary time series. Contrarily to other papers in the univariate case, the coefficients depend on time but not on…

Thermodynamics relies on the possibility to describe systems composed of a large number of constituents in terms of few macroscopic variables. Its foundations are rooted into the paradigm of statistical mechanics, where thermal properties…

Cox proportional hazards model with measurement error is investigated. In Kukush et al. (2011) [Journal of Statistical Research 45, 77-94] and Chimisov and Kukush (2014) [Modern Stochastics: Theory and Applications 1, 13-32] asymptotic…

The asymptotic discrimination problem of two quantum states is studied in the setting where measurements are required to be invariant under some symmetry group of the system. We consider various asymptotic error exponents in connection with…

Quantum state tomography on a d-dimensional system demands resources that grow rapidly with d. They may be reduced by using model selection to tailor the number of parameters in the model (i.e., the size of the density matrix). Most model…

We propose two families of asymptotically local minimax lower bounds on parameter estimation performance. The first family of bounds applies to any convex, symmetric loss function that depends solely on the difference between the estimate…

Several quantities of interest in quantum information, including entanglement and purity, are nonlinear functions of the density matrix and cannot, even in principle, correspond to proper quantum observables. Any method aimed to determine…

We use semi--classical and perturbation methods to establish the quantum theory of the Neumann model, and explain the features observed in previous numerical computations.

In previous articles we have developed a theory of down conversion in nonlinear crystals, based on the Wigner representation of the radiation field. Taking advantage of the fact that the Wigner function is always positive in parametric down…

Asymptotic properties, both consistency and weak convergence, of estimators arising in a general class of dynamic recurrent event models are presented. The class of models take into account the impact of interventions after each event…

In quantum optics, the quantum state of a light beam is represented through the Wigner function, a density on $\mathbb R^2$ which may take negative values but must respect intrinsic positivity constraints imposed by quantum physics. In the…

We present a general framework for studying regularized estimators; such estimators are pervasive in estimation problems wherein "plug-in" type estimators are either ill-defined or ill-behaved. Within this framework, we derive, under…

It is well known that if the power spectral density of a continuous time stationary stochastic process does not have a compact support, data sampled from that process at any uniform sampling rate leads to biased and inconsistent spectrum…