English
Related papers

Related papers: Axiomatic characterisation of generalized $\psi$-e…

200 papers

The finite sample properties of estimators are usually understood or approximated using asymptotic theories. Two main asymptotic constructions have been used to characterize the presence of many instruments. The first assumes that the…

Econometrics · Economics 2021-06-30 Guy Tchuente

The class of generic structures among those consisting of the measure algebra of a probability space equipped with an automorphism is axiomatizable by positive sentences interpreted using an approximate semantics. The separable generic…

Logic · Mathematics 2007-05-23 Alexander Berenstein , C. Ward Henson

By the Heyde theorem, the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of of $n$ independent random variables given another. When $n=2$ we prove analogues of this…

Probability · Mathematics 2017-02-08 G. M. Feldman

We extend to semi-abelian categories the notion of characteristic subobject, which is widely used in group theory and in the theory of Lie algebras. Moreover, we show that many of the classical properties of characteristic subgroups of a…

Category Theory · Mathematics 2013-11-22 Alan S. Cigoli , Andrea Montoli

The subject of robust estimation in time series is widely discussed in literature. One of the approaches is to use GM-estimation. This method incorporates a broad class of nonparametric estimators which under suitable conditions includes…

Statistics Theory · Mathematics 2007-06-13 Alexander Alekseev

In some estimation problems, especially in applications dealing with information theory, signal processing and biology, theory provides us with additional information allowing us to restrict the parameter space to a finite number of points.…

Methodology · Statistics 2012-07-25 Christine Choirat , Raffaello Seri

As a common non-trivial generalization of the concept of a proper generalized Bassian group, we introduce the notion of a semi-generalized Bassian group and initiate its comprehensive investigation. Precisely, we give a satisfactory…

Group Theory · Mathematics 2023-08-29 Andrey R. Chekhlov , Peter V. Danchev , Patrick W. Keef

A general notion of bootstrapped $\phi$-divergence estimates constructed by exchangeably weighting sample is introduced. Asymptotic properties of these generalized bootstrapped $\phi$-divergence estimates are obtained, by mean of the…

Statistics Theory · Mathematics 2019-03-06 Salim Bouzebda , Mohamed Cherfi

It is well known Heyde's characterization of the Gaussian distribution on the real line: Let $\xi_1, \xi_2,\dots, \xi_n$, $n\ge 2,$ be independent random variables, let $\alpha_j, \beta_j$ be nonzero constants such that…

Probability · Mathematics 2018-11-29 Gennadiy Feldman

Statistical models incorporating change points are common in practice, especially in the area of biomedicine. This approach is appealing in that a specific parameter is introduced to account for the abrupt change in the response variable…

Statistics Theory · Mathematics 2008-12-18 Hongling Zhou , Kung-Yee Liang

Explaining decisions of black-box classifiers is both important and computationally challenging. In this paper, we scrutinize explainers that generate feature-based explanations from samples or datasets. We start by presenting a set of…

Artificial Intelligence · Computer Science 2024-08-13 Leila Amgoud , Martin C. Cooper , Salim Debbaoui

This paper deals with the asymptotic statistical properties of a class of redescending M-estimators in linear models with increasing dimension. This class is wide enough to include popular high breakdown point estimators such as…

Statistics Theory · Mathematics 2016-12-20 Ezequiel Smucler

Let $X$ be a locally compact Abelian group, $Y$ be its character group. Following A. Kagan and G. Sz\'ekely we introduce a notion of $Q$-independence for random variables with values in $X$. We prove group analogues of the Cram\'er,…

Probability · Mathematics 2017-03-21 Gennadiy Feldman

The requirement that an entropy function be composable is key: it means that the entropy of a compound system can be calculated in terms of the entropy of its independent components. We prove that, under mild regularity assumptions, the…

Mathematical Physics · Physics 2018-01-17 Alberto Enciso , Piergiulio Tempesta

We consider discrete nonparametric priors which induce Gibbs-type exchangeable random partitions and investigate their posterior behavior in detail. In particular, we deduce conditional distributions and the corresponding Bayesian…

Probability · Mathematics 2008-08-22 Antonio Lijoi , Igor Prünster , Stephen G. Walker

In this paper, we propose some estimators for the parameters of a statistical model based on Kullback-Leibler divergence of the survival function in continuous setting. We prove that the proposed estimators are subclass of "generalized…

Statistics Theory · Mathematics 2016-07-01 Yaser Mehrali , Majid Asadi

A characterization of the general linear equation in standard form admitting a maximal symmetry algebra is obtained in terms of a simple set of conditions relating the coefficients of the equation. As a consequence, it is shown that in its…

Classical Analysis and ODEs · Mathematics 2023-01-03 J. C. Ndogmo

Note: Accepted version, published in Statistical Papers, https://doi.org/10.1007/s00362-023-01414-3. It is shown that some theoretically identifiable parameters cannot be empirically identified, meaning that no consistent estimator of them…

Statistics Theory · Mathematics 2023-04-18 Christian Hennig

By the well-known Heyde theorem, the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given another. In the case of two independent…

Probability · Mathematics 2021-09-27 Gennadiy Feldman

This paper suggests a generalized class of estimators for population mean of the qualitative study variable in simple random sampling using information on an auxiliary variable. Asymptotic expressions of bias and mean square error of the…

Statistics Theory · Mathematics 2014-09-18 Prayas Sharma , Hemant K. Verma , Rajesh Singh