Related papers: On the maximum of Cramer's V
We study two nonparametric tests of the hypothesis that a sequence of independent observations is identically distributed against the alternative that at a single change point the distribution changes. The tests are based on the Cramer-von…
The maximum matching problem on random graphs is studied analytically by the cavity method of statistical physics. When the average vertex degree \mth{c} is larger than \mth{2.7183}, groups of max-matching patterns which differ greatly from…
Joint degree vectors give the number of edges between vertices of degree $i$ and degree $j$ for $1\le i\le j\le n-1$ in an $n$-vertex graph. We find lower and upper bounds for the maximum number of nonzero elements in a joint degree vector…
In this paper, we consider the problem of maximizing the spread of influence through a social network. Given a graph with a threshold value~$thr(v)$ attached to each vertex~$v$, the spread of influence is modeled as follows: A vertex~$v$…
We study the conditional distribution of goodness of fit statistics of the Cram\'{e}r--von Mises type given the complete sufficient statistics in testing for exponential family models. We show that this distribution is close, in large…
The paper shows that matching without replacement on propensity scores produces estimators that generally are inconsistent for the average treatment effect of the treated. To achieve consistency, practitioners must either assume that no…
Conditional Value-at-Risk (CVaR) is a widely used risk metric in applications such as finance. We derive concentration bounds for CVaR estimates, considering separately the cases of light-tailed and heavy-tailed distributions. In the…
We apply the formalism of quantum estimation theory to obtain information about the value of the nonlinear optomechanical coupling strength. In particular, we discuss the minimum mean-square error estimator and a quantum Cram\'er--Rao-type…
We consider the optimal risk sharing problem with a continuum of agents, modeled via a non-atomic measure space. Individual preferences are not assumed to be convex. We show the multiplicity of agents induces the value function to be…
Several recent works in communication systems have proposed to leverage the power of neural networks in the design of encoders and decoders. In this approach, these blocks can be tailored to maximize the transmission rate based on…
This paper deals exclusively with crossover designs for the purpose of comparing t test treatments with a control treatment when the number of periods is no larger than t+1. Among other results it specifies sufficient conditions for a…
This article proposes omnibus portmanteau tests for contrasting adequacy of time series models. The test statistics are based on combining the autocorrelation function of the conditional residuals, the autocorrelation function of the…
A goodness-of-fit test for the fitting of a parametric model to data obtained from a detector with finite resolution and limited acceptance is proposed. The parameters of the model are found by minimization of a statistic that is used for…
Risk measure forecast and model have been developed in order to not only provide better forecast but also preserve its (empirical) property especially coherent property. Whilst the widely used risk measure of Value-at-Risk (VaR) has shown…
We study the optimal rates of convergence for estimating a prior distribution over a VC class from a sequence of independent data sets respectively labeled by independent target functions sampled from the prior. We specifically derive upper…
The Pickands estimator for the extreme value index is beneficial due to its universal consistency, location, and scale invariance, which sets it apart from other types of estimators. However, similar to many extreme value index estimators,…
Conditional value-at-risk (CVaR) is a prominent risk measure in financial engineering, energy systems, and supply chain management. In these domains, Markov decision processes (MDPs) with a long-run CVaR criterion effectively mitigate cost…
We investigate the possibility of proving upper bounds on Hadwiger's number of a graph with partial information, mirroring several known upper bounds for the chromatic number. For each such bound we determine whether the corresponding bound…
Let G be a compact group acting in a real vector space V. We obtain a number of inequalities relating the L^infinity norm of a matrix element of the representation of G with its L^p norm for p<infinity. We apply our results to obtain…
Let $X_1,X_2,...$ be independent random variables with zero means and finite variances, and let $S_n=\sum_{i=1}^nX_i$ and $V^2_n=\sum_{i=1}^nX^2_i$. A Cram\'{e}r type moderate deviation for the maximum of the self-normalized sums…