Related papers: On the maximum of Cramer's V

The increment ratio (IR) statistic was first defined and studied in Surgailis {\it et al.} (2007) for estimating the memory parameter either of a stationary or an increment stationary Gaussian process. Here three extensions are proposed in…

Credit Valuation Adjustment is a balance sheet item which is nowadays subject to active risk management by specialized traders. However, one of the most important risk factors, which is the vector of default intensities of the counterparty,…

The study of sums of possibly associated Bernoulli random variables has been hampered by an asymmetry between positive correlation and negative correlation. The Conway-Maxwell Binomial (COMB) distribution and its multivariate extension, the…

We study the problem of determining exactly the number of defective items in an adaptive Group testing by using a minimum number of tests. We improve the existing algorithm and prove a lower bound that shows that the number of tests in our…

The matching number of a graph G is the size of a maximum matching in the graph. In this note, we present a sufficient condition involving the matching number for the Hamiltonicity of graphs.

Traditionally, the Dirichlet-multinomial distribution has been recognized as a key model for contingency tables generated by cluster sampling schemes. There are, however, other possible distributions appropriate for these contingency…

The classical Cram\'er-Rao inequality gives a lower bound for the variance of a unbiased estimator of an unknown parameter, in some statistical model of a random process. In this note we rewrite the statment and proof of the bound using…

We study Bayesian persuasion when the receiver evaluates actions by reward-side Conditional Value-at-Risk (CVaR) rather than expected utility. CVaR preferences break the standard action-based direct-recommendation reduction: merging signals…

Probabilistic prediction systems often aggregate probability estimates from multiple models into a single decision. A common assumption is that if each model is individually calibrated, the aggregate prediction will also be well calibrated.…

We address the problem of testing for the invariance of a probability measure under the action of a group of linear transformations. We propose a procedure based on consideration of one-dimensional projections, justified using a variant of…

Quark number susceptibilities approach their ideal gas limit at sufficiently high temperatures. As in the case of other thermodynamic quantities, this limit itself is altered substantially on lattices with small temporal extent, N_t = 4-8,…

We consider the class of risk measures associated with optimized certainty equivalents. This class includes several popular examples, such as CV@R and monotone mean-variance. Numerical schemes are developed for the computation of these risk…

Let $G$ be a distance-regular graph of order $v$ and size $e$. In this paper, we show that the max-cut in $G$ is at most $e(1-1/g)$, where $g$ is the odd girth of $G$. This result implies that the independence number of $G$ is at most…

Not a matter of serious contention, Pearson's correlation coefficient is still the most important statistical association measure. Restricted to just two variables, this measure sometimes doesn't live up to users' needs and expectations.…

Conflict-avoiding codes (CACs) have been used in multiple-access collision channel without feedback. The size of a CAC is the number of potential users that can be supported in the system. A code with maximum size is called optimal. The use…

We address the issue of the degree of equilibrium achieved in a high energy heavy-ion collision. Specifically, we explore the consequences of incomplete strangeness chemical equilibrium. This is achieved over a volume V of the order of the…

We establish exponential inequalities and Cramer-type moderate deviation theorems for a class of V-statistics under strong mixing conditions. Our theory is developed via kernel expansion based on random Fourier features. This type of…

There is a considerable literature in case-control logistic regression on whether or not non-confounding covariates should be adjusted for. However, only limited and ad hoc theoretical results are available on this important topic. A…

Conflict-avoiding codes are used in the multiple-access collision channel without feedback. The number of codewords in a conflict-avoiding code is the number of potential users that can be supported in the system. In this paper, a new upper…

Standard optimality criteria (e.g. A-, D-optimality criterion, etc.) have been commonly used for obtaining optimal designs. For a given statistical model, standard criteria assume the error variance is known at the design stage. However, in…