Related papers: Multivariate R\'enyi inaccuracy measures based on …
R\'enyi complexity ratio of two density functions is introduced for three and multidimensional quantum systems. Localization property of several density functions are defined and five theorems about near continuous property of R\'enyi…
In this paper we propose a convolution estimator for estimating the density of a response variable that employs an underlying multiple regression framework to enhance the accuracy of density estimates through the incorporation of auxiliary…
Time-to-event semi-competing risk endpoints may be correlated when both events are occurring on the same individual. These events and the association between them may also be influenced by individual characteristics. In this paper, we…
This paper provides a simple, yet reliable, alternative to the (Bayesian) estimation of large multivariate VARs with time variation in the conditional mean equations and/or in the covariance structure. With our new methodology, the original…
Dependence modeling of multivariate count data has garnered significant attention in recent years. Multivariate elliptical copulas are typically preferred in statistical literature to analyze dependence between repeated measurements of…
We prove R\'enyi entropic inequalities in a holographic setup based on the recent proposal for the holographic formula of R\'enyi entropies when the bulk is stable against any perturbation. Regarding the R\'enyi parameter as an inverse…
At a quantum critical point, the universal scaling behavior of R\'enyi entanglement entropy is controlled by the universality class of the codimension-two R\'enyi (or conical) defects in the infrared theory. In this work we perform a…
This paper studies convergence properties of multivariate distributions constructed by endowing empirical margins with a copula. This setting includes Latin Hypercube Sampling with dependence, also known as the Iman--Conover method. The…
Our goal in this paper is to propose an alternative risk measure which takes into account the fluctuations of losses and possible correlations between random variables. This new notion of risk measures, that we call Copula Conditional Tail…
This paper lays out a principled approach to compare copula forecasts via strictly consistent scores. We first establish the negative result that, in general, copulas fail to be elicitable, implying that copula predictions cannot sensibly…
In causal inference with ordinal outcomes, several interpretable estimands are functions of the probability that the potential outcome under one treatment is larger than that under another treatment for the same unit. This probability…
Let $X$ be a $d$-dimensional L\'evy process with L\'evy triplet $(\Sigma,\nu,\alpha)$ and $d\geq 2$. Given the low frequency observations $(X_t)_{t=1,\ldots,n}$, the dependence structure of the jumps of $X$ is estimated. The L\'evy measure…
Extreme-value copulas arise in the asymptotic theory for componentwise maxima of independent random samples. An extreme-value copula is determined by its Pickands dependence function, which is a function on the unit simplex subject to…
Sensitivity analysis for measurement error can be applied in the absence of validation data by means of regression calibration and simulation-extrapolation. These have not been compared for this purpose. A simulation study was conducted…
We investigate the role of convexity in R\'enyi entropy power inequalities. After proving that a general R\'enyi entropy power inequality in the style of Bobkov-Chistyakov (2015) fails when the R\'enyi parameter $r\in(0,1)$, we show that…
Interpolation error estimates in terms of geometric quality measures are established for harmonic coordinates on polytopes in two and three dimensions. First we derive interpolation error estimates over convex polygons that depend on the…
The current statistical procedures implemented in statistical software packages for pooling of diagnostic test accuracy data include hSROC regression and the bivariate random-effects meta-analysis model (BRMA). However, these models do not…
This paper investigates asymptotic properties of multifractal products of random fields. The obtained limit theorems provide sufficient conditions for the convergence of cumulative fields in the spaces $L_q.$ New results on the rate of…
A semiparametric copula-based two-part quantile regression framework is developed for the analysis of semicontinuous outcomes characterized by a point mass at zero and a continuous positive component. The proposed approach models the…
The empirical copula process, a fundamental tool for copula inference, is studied in the high dimensional regime where the dimension is allowed to grow to infinity exponentially in the sample size. Under natural, weak smoothness assumptions…