Related papers: Asymptotic representations for Spearman's footrule…
Linear thresholding models postulate that the conditional distribution of a response variable in terms of covariates differs on the two sides of a (typically unknown) hyperplane in the covariate space. A key goal in such models is to learn…
In time series analysis, statistics based on collections of estimators computed from sub-samples play a crucial role in an increasing variety of important applications. Proving results about the joint asymptotic distribution of such…
Delattre et al. (2013) considered n independent stochastic differential equations (SDEs), where in each case the drift term is associated with a random effect, the distribution of which depends upon unknown parameters. Assuming the…
Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of thousands of tests are performed simultaneously to find if any…
We introduce two new heuristic ideas concerning the spectrum of a Laplacian, and we give theorems and conjectures from the realms of manifolds, graphs and fractals that validate these heuristics. The first heuristic concerns Laplacians that…
Using the Coulomb Fluid method, this paper derives central limit theorems (CLTs) for linear spectral statistics of three "spiked" Hermitian random matrix ensembles. These include Johnstone's spiked model (i.e., central Wishart with spiked…
Current performance bounds for randomized iterative methods are often considered tight under per-iteration analyses, yet they are notoriously loose in practice. We derive asymptotic performance bounds that narrow this theory-practice gap,…
Conditional copula models allow dependence structures to vary with observed covariates while preserving a separation between marginal behavior and association. We study the uniform asymptotic behavior of kernel-weighted local likelihood…
We prove sharp asymptotic estimates for the rate of escape of the two-dimensional simple random walk conditioned to avoid a fixed finite set. We derive it from asymptotics available for the continuous analogue of this process (cf…
This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…
We derive new approximate representations of the Lommel functions in terms of the Scorer function and approximate representations of the first derivative of the Lommel functions in terms of the derivative of the Scorer function. Using the…
We propose nonparametric identification and semiparametric estimation of joint potential outcome distributions in the presence of confounding. First, in settings with observed confounding, we derive tighter, covariate-informed bounds on the…
We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment, we show that for expectiles other then the mean, only the…
In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…
Multiple testing has been a popular topic in statistical research. Although vast works have been done, controlling the false discoveries remains a challenging task when the corresponding test statistics are dependent. Various methods have…
Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estimates are subject to large biases, and (2) confidence…
Recently, symbolic regression (SR) has demonstrated its efficiency for discovering basic governing relations in physical systems. A major impact can be potentially achieved by coupling symbolic regression with asymptotic methodology. The…
This paper is concerned with the problem of comparing the population means of two groups of independent observations. An approximate randomization test procedure based on the test statistic of Chen and Qin (2010) is proposed. The asymptotic…
In this paper the asymptotic distributions are exactly solved for linearly independent solutions considering problems of the second order and for the coefficients of asymptotic destribution the recurent formulas are obtained. Further, using…
We consider the evolution of a network of neurons, focusing on the asymptotic behavior of spikes dynamics instead of membrane potential dynamics. The spike response is not sought as a deterministic response in this context, but as a…