Related papers: Testing exponentiality using extropy of upper reco…
We study the empirical spectral distribution (ESD) for complex n x n matrix polynomials of degree k. We obtain exact formulae for the almost sure limit of the ESD in two distinct scenarios: (1) n -> \infty with k constant and (2) k ->…
A class of probability distributions is characterized via equalities in law between two order statistics shifted by independent exponential variables. An explicit formula for the quintile function of the identified family of distributions…
We express the joint R\'enyi entropy of progressively censored order statistics in terms of an incomplete integral of the hazard function, and provide a simple estimate of the joint R\'enyi entropy of progressively Type-II censored data.…
We describe Monte Carlo approximation to the maximum likelihood estimator in models with intractable norming constants and explanatory variables. We consider both sources of randomness (due to the initial sample and to Monte Carlo…
In this paper, we consider the problem of estimating Tsallis entropy from a given data set. We propose four different estimators for Tsallis entropy measure based on higher-order sample spacings, and then discuss estimation of Tsallis…
Based on the scaling relation for the dynamics at the early time, a new method is proposed to measure both the static and dynamic critical exponents. The method is applied to the two dimensional Ising model. The results are in good…
Let recall that the term 'k-th extreme' was introduced in a limiting sense. That is, if $X_{r:n}$ denote the r-th order statistic then for fix k, as $n\to\infty$, $X_{n-k+1:n}$ is called the k-th extremes or k-th largest order statistics.…
We propose new classes of tests for the Pareto type I distribution using the empirical characteristic function. These tests are $U$ and $V$ statistics based on a characterisation of the Pareto distribution involving the distribution of the…
A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…
We propose a formal expansion of the transfer entropy to put in evidence irreducible sets of variables which provide information for the future state of each assigned target. Multiplets characterized by a large contribution to the expansion…
We use the statistical properties of Shannon entropy estimator and Kullback-Leibler divergence to study the predictability of ultra-high frequency financial data. We develop a statistical test for the predictability of a sequence based on…
In this paper, we propose nonparametric estimators for varextropy function of an absolutely continuous random variable. Consistency of the estimators is established under suitable regularity conditions. Moreover, a simulation study is…
We propose a number of concepts and properties related to `weighted' statistical inference where the observed data are classified in accordance with a `value' of a sample string. The motivation comes from the concepts of weighted…
Importance sampling Monte-Carlo methods are widely used for the approximation of expectations with respect to partially known probability measures. In this paper we study a deterministic version of such an estimator based on quasi-Monte…
Stated choice probabilities are increasingly used in conjunction with the random-coefficient model (RCM) to describe individual preferences. They allow survey respondents to express uncertainty about the future or the incompleteness of a…
The theory of integral quadratic constraints (IQCs) allows verification of stability and gain-bound properties of systems containing nonlinear or uncertain elements. Gain bounds often imply exponential stability, but it can be challenging…
The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…
In this paper, a new exponential and logarithm related to the non-extensive statistical physics is proposed by using the q-sum and q-product which satisfy the distributivity. And we discuss the q-mapping from an ordinary probability to…
We propose novel methodology for testing equality of model parameters between two high-dimensional populations. The technique is very general and applicable to a wide range of models. The method is based on sample splitting: the data is…
Monte Carlo approximations for random linear elliptic PDE constrained optimization problems are studied. We use empirical process theory to obtain best possible mean convergence rates $O(n^{-\frac{1}{2}})$ for optimal values and solutions,…