English
Related papers

Related papers: Asymptotic theory for multiple samples with random…

200 papers

This paper provides a selective review of the statistical network analysis literature focused on clustering and inference problems for stochastic blockmodels and their variants. We survey asymptotic normality results for stochastic…

Statistics Theory · Mathematics 2025-01-24 Joshua Agterberg , Joshua Cape

The concept of complexity appears in virtually all areas of knowledge. Its intuitive meaning shares similarities across fields, but disagreements between its details hinders a general definition, leading to a plethora of proposed…

Statistical Mechanics · Physics 2023-10-04 Roberto C. Alamino

The popular generalized additive model framework is extended to allow both the mean curves and the response distribution to be nonparametric. The approach is demonstrated to be a flexible yet parsimonious tool for data analysis in its own…

Methodology · Statistics 2017-09-18 Alan Huang , Nanxi Zhang

The theory of dependency graphs is a powerful toolbox to prove asymptotic normality of sums of random variables. In this article, we introduce a more general notion of weighted dependency graphs and give normality criteria in this context.…

Probability · Mathematics 2018-10-18 Valentin Féray

This paper is concerned with the asymptotic behavior of sums of terms which are a test function f evaluated at successive increments of a discretely sampled semimartingale. Typically the test function is a power function (when the power is…

Probability · Mathematics 2007-05-23 Jean Jacod

A class of Fourier based statistics for irregular spaced spatial data is introduced, examples include, the Whittle likelihood, a parametric estimator of the covariance function based on the $L_{2}$-contrast function and a simple…

Statistics Theory · Mathematics 2016-11-03 Suhasini Subba Rao

We study pairs and m--tuples of compositions of a positive integer n with parts restricted to a subset P of positive integers. We obtain some exact enumeration results for the number of tuples of such compositions having the same number of…

Combinatorics · Mathematics 2015-12-09 Cyril Banderier , Pawel Hitczenko

Understanding the interplay between recombination and resampling is a significant challenge in mathematical population genetics and of great practical relevance. Asymptotic results about the distribution of samples when recombination is…

Probability · Mathematics 2024-11-13 Frederic Alberti

In this paper, we discuss asymptotic behavior of the capacity of the range of symmetric simple random walks on finitely generated groups. We show the corresponding strong law of large numbers and central limit theorem.

Probability · Mathematics 2021-11-19 Rudi Mrazović , Nikola Sandrić , Stjepan Šebek

We compute the whole asymptotic expansion of the probability that a large uniform labeled graph is connected, and of the probability that a large uniform labeled tournament is irreducible. In both cases, we provide a combinatorial…

Combinatorics · Mathematics 2022-05-16 Thierry Monteil , Khaydar Nurligareev

The paper aims at reconsidering the famous Le Cam LAN theory. The main features of the approach which make it different from the classical one are as follows: (1) the study is nonasymptotic, that is, the sample size is fixed and does not…

Statistics Theory · Mathematics 2013-03-06 Vladimir Spokoiny

We study properties of a piecewise deterministic Markov process modeling the changes in concentration of specific antibodies. The evolution of densities of the process is described by a stochastic semigroup. The long-time behaviour of this…

Probability · Mathematics 2020-05-14 Katarzyna Pichór , Ryszard Rudnicki

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

Random matrix theory has played a major role in several areas of pure and applied mathematics, as well as statistics, physics, and computer science. This lecture aims to describe the intrinsic freeness phenomenon and how it provides new…

Probability · Mathematics 2025-10-02 Afonso S. Bandeira

We prove asymptotic normality for the number of fringe subtrees isomorphic to any given tree in uniformly random trees with given vertex degrees. As applications, we also prove corresponding results for random labelled trees with given…

Probability · Mathematics 2023-12-08 Gabriel Berzunza Ojeda , Cecilia Holmgren , Svante Janson

This paper develops unified asymptotic distribution theory for dynamic quantile predictive regressions which is useful when examining quantile predictability in stock returns under possible presence of nonstationarity.

Econometrics · Economics 2023-11-13 Christis Katsouris

We examine a random model consisting of objects with positive weights and evolving in discrete time steps, which generalizes certain random graph models. We prove almost sure convergence for the weight distribution and show scale-free…

Probability · Mathematics 2014-11-10 Ágnes Backhausz , Tamás F. Móri

In this paper we explore the behaviour of dependent test statistics for testing of multiple hypothesis . To keep simplicity, we have considered a mixture normal model with equicorrelated correlation set up. With a simple linear…

Statistics Theory · Mathematics 2020-01-09 Rahul Roy , Subir Kumar Bhandari

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 :…

Methodology · Statistics 2020-07-27 Rami Mahdi

In Bayesian nonparametric inference, random discrete probability measures are commonly used as priors within hierarchical mixture models for density estimation and for inference on the clustering of the data. Recently, it has been shown…

Statistics Theory · Mathematics 2012-11-26 Stefano Favaro , Antonio Lijoi , Igor Prünster