Related papers: Multiple Adjusted Quantiles
We prove some new results on existence of solutions to first--order ordinary differential equations with deviating arguments. Delay differential equations are included in our general framework, which even allows deviations to depend on the…
The paper extends the widely used in optimisation theory decoupling techniques to infinite collections of functions. Extended concepts of uniform lower semicontinuity and firm uniform lower semicontinuity are discussed. The main theorems…
A coordinate-free proof of the Maximum Principle is provided in the specific case of an optimal control problem with fixed time. Our treatment heavily relies on a special notion of variation of curves that consist of a concatenation of…
This paper is concerned with a discounted optimal control problem of partially observed forward-backward stochastic systems with jumps on infinite horizon. The control domain is convex and a kind of infinite horizon observation equation is…
Under large cardinal hypotheses beyond the Kunen inconsistency -- hypotheses so strong as to contradict the Axiom of Choice -- we solve several variants of the generalized continuum problem and identify structural features of the levels…
Much of statistics relies upon four key elements: a law of large numbers, a calculus to operationalize stochastic convergence, a central limit theorem, and a framework for constructing local approximations. These elements are…
We consider distributionally robust optimization (DRO) problems, reformulated as distributionally robust feasibility (DRF) problems, with multiple expectation constraints. We propose a generic stochastic first-order meta-algorithm, where…
In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential…
Quantile Factor Models (QFM) represent a new class of factor models for high-dimensional panel data. Unlike Approximate Factor Models (AFM), where only location-shifting factors can be extracted, QFM also allow to recover unobserved factors…
This paper contributes to the theory of large cardinals beyond the Kunen inconsistency, or choiceless large cardinal axioms, in the context where the Axiom of Choice is not assumed. The first part of the paper investigates a periodicity…
Continuous response variables often need to be transformed to meet regression modeling assumptions; however, finding the optimal transformation is challenging and results may vary with the choice of transformation. When a continuous…
We prove two ZFC theorems about cardinal invariants above the continuum which are in sharp contrast to well-known facts about these same invariants at the continuum. It is shown that for an uncountable regular cardinal $\kappa$,…
The purpose of this work is to improve the efficiency in estimating the average causal effect (ACE) on the survival scale where right-censoring exists and high-dimensional covariate information is available. We propose new estimators using…
Convex combinations of i.i.d. random variables without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resulting combination may become stochastically larger,…
We prove that if $\Sigma_{\mathbf A}(\mathbb N)$ is an irreducible Markov shift space over $\mathbb N$ and $f:\Sigma_{\mathbf A}(\mathbb N) \rightarrow \mathbb R$ is coercive with bounded variation then there exists a maximizing probability…
We revisit the classic Cournot model and extend it to a two-echelon supply chain with an upstream supplier who operates under demand uncertainty and multiple downstream retailers who compete over quantity. The supplier's belief about retail…
We consider a periodic-review, fixed-lifetime perishable inventory control problem where demand is a general stochastic process. The optimal solution for this problem is intractable due to "curse of dimensionality". In this paper, we first…
We continue the study from \cite{BrendleFreidmanMontoya, vandervlugtlocalizationcardinals} of localization cardinals $\mfb_\kappa(\in^*)$ and $\mfd_\kappa(\in^*)$ and their variants at regular uncountable $\kappa$. We prove that if $\kappa$…
We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We…
In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…