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We introduce a consistent estimator of the extreme value index under random truncation based on a single sample fraction of top observations from truncated and truncation data. We establish the asymptotic normality of the proposed estimator…
This paper deals with an improvement of the "a-priori stability bounds" on the variation of the action variables and on the stability time obtained from a given Birkhoff normal form around the elliptic equilibrium point of an Hamiltonian…
We consider a random walk in a truncated cone $K_N$, which is obtained by slicing cone $K$ by a hyperplane at a growing level of order $N$. We study the behaviour of the Green function in this truncated cone as $N$ increases. Using these…
One of the most pressing challenges facing the fusion community is adequately mitigating or, even better, avoiding disruptions of tokamak plasmas. However, before this can be done, disruptions must first be predicted with sufficient warning…
This paper studies a cluster robust variance estimator proposed by Chiang, Hansen and Sasaki (2024) for linear panels. First, we show algebraically that this variance estimator (CHS estimator, hereafter) is a linear combination of three…
We consider optimal control problem with an integral cost which is a mean of a given function. As a particular case, the cost concerned is the Ces\`aro average. The limit of the value with Ces\`aro mean when the horizon tends to infinity is…
The estimation of risk measures recently gained a lot of attention, partly because of the backtesting issues of expected shortfall related to elicitability. In this work we shed a new and fundamental light on optimal estimation procedures…
Resampling methods are especially well-suited to inference with estimators that provide only "black-box'' access. Jackknife is a form of resampling, widely used for bias correction and variance estimation, that is well-understood under…
Monte Carlo integration is typically interpreted as an estimator of the expected value using stochastic samples. There exists an alternative interpretation in calculus where Monte Carlo integration can be seen as estimating a…
This paper introduces a new version of the smoothly trimmed mean with a more general version of weights, which can be used as an alternative to the classical trimmed mean. We derive its asymptotic variance and to further investigate its…
The coincidence method of measuring the entropy of a system, proposed some time ago by Ma, is generalized to include systems out of equilibrium. It is suggested that the method can be adapted to analyze multiparticle states produced in…
Bayesian Model Calibration is used to revisit the problem of scaling factor calibration for semi-empirical correction of ab initio harmonic properties (e.g. vibrational frequencies and zero-point energies). A particular attention is devoted…
We characterize the conditions under which a multi-time quantum process with a finite temporal resolution can be approximately described by an equilibrium one. By providing a generalization of the notion of equilibration on average, where a…
A variational treatment of the Gutzwiller - renormalized t-J Hamiltonian combined with the mean-field (MF) approximation is proposed, with a simultaneous inclusion of additional consistency conditions. Those conditions guarantee that the…
The declining synchronous inertia in power systems undergoing the energy transition increases the sensitivity of system frequency to generation and interconnector disturbances, making accurate frequency risk quantification increasingly…
Dynamics and stability of average current-mode control of buck converters are analyzed by sampled-data and harmonic balance analyses. An exact sampled-data model is derived. A new continuous-time model "lifted" from the sampled-data model…
We consider robust location-scale estimators under contamination. We show that commonly used robust estimators such as the median and the Huber estimator are inconsistent under asymmetric contamination, while the Tukey estimator is…
The article concerns hybrid combinations of empirical and parametric likelihood functions. Combining the two allows classical parametric likelihood to be crucially modified via the nonparametric counterpart, making possible model…
The purpose of this paper is to develop and illustrate certain classes of graphical plots that can be used for model verification in quite general survival data and life history data models. By suitably comparing nonparametric and…
This paper is concerned with the partially observed linear system identification, where the goal is to obtain reasonably accurate estimation of the balanced truncation of the true system up to order $k$ from output measurements. We consider…