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This paper develops several interesting, significant, and interconnected approaches to nonparametric or semi-parametric statistical inferences. The overwhelmingly favoured maximum likelihood estimator (MLE) under parametric model is…

Statistics Theory · Mathematics 2023-03-30 Haodi Liang , Jiahua Chen

We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…

Probability · Mathematics 2018-05-23 Gennady Samorodnitsky , Yizao Wang

In this paper, we consider U-statistics whose data is a strictly stationary sequence which can be expressed as a functional of an i.i.d. one. We establish a strong law of large numbers, a bounded law of the iterated logarithms and a central…

Probability · Mathematics 2021-04-22 Davide Giraudo

We revisit the problem of mean estimation in the Gaussian sequence model with $\ell_p$ constraints for $p \in [0, \infty]$. We demonstrate two phenomena for the behavior of the maximum likelihood estimator (MLE), which depend on the noise…

Statistics Theory · Mathematics 2025-07-02 Liviu Aolaritei , Michael I. Jordan , Reese Pathak , Annie Ulichney

Parameters defined via general estimating equations (GEE) can be estimated by maximizing the empirical likelihood (EL). Newey and Smith [Econometrica 72 (2004) 219--255] have recently shown that this EL estimator exhibits desirable…

Statistics Theory · Mathematics 2013-07-19 Susanne M. Schennach

We develop a new quantitative approach to a multidimensional version of the well-known {\it de Jong's central limit theorem} under optimal conditions, stating that a sequence of Hoeffding degenerate $U$-statistics whose fourth cumulants…

Probability · Mathematics 2016-12-22 Christian Döbler , Giovanni Peccati

Let $\mathbf{X}(n) \in \mathbb{R}^d$ be a sequence of random vectors, where $n\in\mathbb{N}$ and $d = d(n)$. Under certain weakly dependence conditions, we prove that the distribution of the maximal component of $\mathbf{X}$ and the…

Probability · Mathematics 2025-04-22 Mikhail Isaev , Igor Rodionov , Rui-Ray Zhang , Maksim Zhukovskii

Let $P$ be a set of $n$ points in $\mathbb{R}^d$, in general position. We remove all of them one by one, in each step erasing one vertex of the convex hull of the current remaining set. Let $g_d(P)$ denote the number of different removal…

Combinatorics · Mathematics 2024-11-15 Dániel Gábor Simon

Suppose $(f,\mathcal{X},\nu)$ is a measure preserving dynamical system and $\phi:\mathcal{X}\to\mathbb{R}$ is an observable with some degree of regularity. We investigate the maximum process $M_n:=\max\{X_1,\ldots,X_n\}$, where…

Dynamical Systems · Mathematics 2015-10-16 M. P. Holland , M. Nicol , A. Török

Let $\{A_n\}_{n=1}^{\infty}$ be a sequence of events on a probability space $(\Omega,\mathcal{F},\mathbf{P})$. We show that if $\lim_{m\to\infty}\sum_{n=1}^{m}w_n\mathbf{P}(A_n)=\infty$ where each $w_n\in\mathbb{R}$, then…

Probability · Mathematics 2009-10-02 Chunrong Feng , Liangpan Li , Jian Shen

We provide a Lyapunov type bound in the multivariate central limit theorem for sums of independent, but not necessarily identically distributed random vectors. The error in the normal approximation is estimated for certain classes of sets,…

Probability · Mathematics 2019-07-24 Martin Raič

Let $\mathbf{X}^{(1)}_{n},\ldots,\mathbf{X}^{(m)}_{n}$, where $\mathbf{X}^{(i)}_{n}=(X^{(i)}_{1},\ldots,X^{(i)}_{n})$, $i=1,\ldots,m$, be $m$ independent sequences of independent and identically distributed random variables taking their…

Probability · Mathematics 2016-03-15 Ruoting Gong , Christian Houdré , Ümit Işlak

We compute the leading asymptotics as $N\to\infty$ of the maximum of the field $Q_N(q)= \log\det|q- A_N|$, $q\in \mathbb{C}$, for any unitarily invariant Hermitian random matrix $A_N$ associated to a non-critical real-analytic potential.…

Probability · Mathematics 2021-04-13 Gaultier Lambert , Elliot Paquette

The goal of this note is to provide an alternative proof of Theorem 1.1 (i) in [4], that is, if $n\geq 2$ and $M^{\alpha}$ is bounded on $L^{p}(\mathbb{R}^{n})$ for some $\alpha\in \mathbb{C}$ and $p\geq 2$, then we have \begin{align*}…

Classical Analysis and ODEs · Mathematics 2024-04-19 Feng Zhang

\noindent We study the asymptotic behavior of a sum of independent and identically distributed random variables conditioned by a sum of independent and identically distributed integer-valued random variables. We prove a Berry-Esseen bound…

Probability · Mathematics 2015-04-01 Thierry Klein , Agnès Lagnoux , Pierre Petit

Let $X_1,X_2, \ldots $ and $Y_1, Y_2, \ldots$ be i.i.d. random uniform points in a bounded domain $A \subset \mathbb{R}^2$ with smooth or polygonal boundary. Given $n,m,k \in \mathbb{N}$, define the {\em two-sample $k$-coverage threshold}…

Probability · Mathematics 2025-01-16 Frankie Higgs , Mathew D. Penrose , Xiaochuan Yang

Morris and Saxton used the method of containers to bound the number of $n$-vertex graphs with $m$ edges containing no $\ell$-cycles, and hence graphs of girth more than $\ell$. We consider a generalization to $r$-uniform hypergraphs. The…

Combinatorics · Mathematics 2021-10-19 Sam Spiro , Jacques Verstraëte

Let $X_i,i=0,1,\ldots$ be a sequence of iid random variables whose distribution is continuous. Associated with this sequence is the sequence $(i,X_i),i=0,1,\ldots$. Let ${\cal R}_{n}$ denote the set of Pareto optimal elements of $\{…

Probability · Mathematics 2022-10-18 Daniel Q. Naiman , Fred Torcaso

Let $\Omega \subset \mathbb{R}^n$ be a bounded domain satisfying a Hayman-type asymmetry condition, and let $ D $ be an arbitrary bounded domain referred to as "obstacle". We are interested in the behaviour of the first Dirichlet eigenvalue…

Analysis of PDEs · Mathematics 2017-06-08 Bogdan Georgiev , Mayukh Mukherjee

Let $G$ be a graph attaining the maximum spectral radius among all connected nonregular graphs of order $n$ with maximum degree $\Delta$. Let $\lambda_1(G)$ be the spectral radius of $G$. A nice conjecture due to Liu, Shen and Wang [On the…

Combinatorics · Mathematics 2022-03-25 Lele Liu