Related papers: Asymptotic representations for Spearman's footrule…
In this work we present a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Earlier work showed this method to perform well in a simulation study. Here we provide rigorous…
We consider random graphs with a given degree sequence and show, under weak technical conditions, asymptotic normality of the number of components isomorphic to a given tree, first for the random multigraph given by the configuration model…
We report on calculations of smoothed spectral correlations in the two-dimensional Anderson model for weak disorder. As pointed out in (M. Wilkinson, J. Phys. A: Math. Gen. 21, 1173 (1988)), an analysis of the smoothing dependence of the…
Hierarchical Archimedean copulas (HACs) are multivariate uniform distributions constructed by nesting Archimedean copulas into one another, and provide a flexible approach to modeling non-exchangeable data. However, this flexibility in the…
Sarmanov copulas offer a simple and tractable way to build multivariate distributions by perturbing the independence copula. They admit closed-form expressions for densities and many functionals of interest, making them attractive for…
Integral representations play a prominent role in the analysis of entire functions. The representations of generalized Mittag-Leffler type functions and their asymptotics have been (and still are) investigated by plenty of authors in…
In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…
We consider a generalization of the so-called elephant random walk by introducing multiple elephants moving along the integer line, $\mathbb{Z}$. When taking a new step, each elephant considers not only its own previous steps but also the…
In recent years, there has been considerable interest in estimating conditional independence graphs in the high-dimensional setting. Most prior work has assumed that the variables are multivariate Gaussian, or that the conditional means of…
In a coupled-channel model, we explore the effects of coupling between configurations on the radial behavior of the wave function and, in particular, on the spectroscopic factor (SF) and the asymptotic normalization coefficient (ANC). We…
We study a Hamiltonian describing a pendulum coupled with several anisochronous oscillators, devising an asymptotic expansion for the splitting (matrix) associated with a homoclinic point. This expansion consists of contributions that are…
Spectral decomposition of dynamical systems is a popular methodology to investigate the fundamental qualitative and quantitative properties of these systems and their solutions. In this chapter, we consider a class of nonlinear cooperative…
We propose a linear independence criterion, and outline an application of it. Down to its simplest case, it aims at solving this problem: given three real numbers, typically as special values of analytic functions, how to prove that the…
This paper describes an estimator of the additive components of a nonparametric additive model with a known link function. When the additive components are twice continuously differentiable, the estimator is asymptotically normally…
We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics of large deviations of the joint…
We consider the motion of a particle on a surface which is a small perturbation of the standard sphere. One may qualitatively describe the motion by means of a precessing great circle of the sphere. The observation is employed to derive a…
This is the third in a series of articles devoted to showing that a typical covering map of large degree to a fixed, regular graph has its new adjacency eigenvalues within the bound conjectured by Alon for random regular graphs. In this…
We propose a new bivariate symmetric copula with positive and negative dependence properties. The main features of the proposed copula are its simple mathematical structure, wider dependence range compared to FGM copula and its…
The change-plane Cox model is a popular tool for the subgroup analysis of survival data. Despite the rich literature on this model, there has been limited investigation into the asymptotic properties of the estimators of the…
Suppose there are two unknown parameters, each parameter is the solution to an estimating equation, and the estimating equation of one parameter depends on the other parameter. The parameters can be jointly estimated by "stacking" their…