Related papers: The arithmetic-harmonic inequality index: Theory, …
Score matching is an estimation procedure that has been developed for statistical models whose probability density function is known up to proportionality but whose normalizing constant is intractable, so that maximum likelihood is…
In this paper we derive inferential results for a new index of inequality, specifically defined for capturing significant changes observed both in the left and in the right tail of the income distributions. The latter shifts are an apparent…
Inverse statistics in economics is considered. We argue that the natural candidate for such statistics is the investment horizons distribution. This distribution of waiting times needed to achieve a predefined level of return is obtained…
This article focuses on some properties of three tools used to measure economic inequalities with respect to a distribution of wealth $\mu$: Gini coefficient $G$, Hoover coefficient or Robin Hood coefficient $H$, and the Lorenz…
We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message…
We consider the invariant measure of a homogeneous continuous- time Markov process in the quarter-plane. The basic solutions of the global balance equation are the geometric distributions. We first show that the invariant measure can not be…
A central tool in the study of nonhomogeneous random matrices, the noncommutative Khintchine inequality, yields a nonasymptotic bound on the spectral norm of general Gaussian random matrices $X=\sum_i g_i A_i$ where $g_i$ are independent…
Generalized estimating equation (GEE) is widely adopted for regression modeling for longitudinal data, taking account of potential correlations within the same subjects. Although the standard GEE assumes common regression coefficients among…
We examine the optimality properties of the Gini index estimator under complex survey design involving stratification, clustering, and sub-stratification. While Darku et al. (Econometrics, 26, 2020) considered only stratification and…
The maximum a-posteriori (MAP) perturbation framework has emerged as a useful approach for inference and learning in high dimensional complex models. By maximizing a randomly perturbed potential function, MAP perturbations generate unbiased…
We introduce the first analytical model of asymmetric community dynamics to yield Hubbell's neutral theory in the limit of functional equivalence among all species. Our focus centers on an asymmetric extension of Hubbell's local community…
In this document, we aim to gather various results related to a compositional/categorical approach to rigorous Statistical Mechanics. Rigorous Statistical Mechanics is centered on the mathematical study of statistical systems. Central…
In this paper we will show that the Gini coefficient and the introduced measure of angular inequality are special cases of a wider indexed family of measurements. We will discuss the properties of the defined class based, inter alia, on a…
It is well known that the independence of the sample mean and the sample variance characterizes the normal distribution. By using Anosov's theorem, we further investigate the analogous characteristic properties in terms of the sample mean…
We study properties of the harmonic measure of balls in large critical Galton-Watson trees whose offspring distribution is in the domain of attraction of a stable distribution with index $\alpha\in (1,2]$. Here the harmonic measure refers…
We propose a testing and estimation methodology for univariate and bivariate symmatric $\alpha$-stable distributions using a modified version of the Greenwood statistic. Originally designed for positive-valued random variables, the…
The ability to quantify distinctness of a cluster structure is fundamental for certain simulation studies, in particular for those comparing performance of different classification algorithms. The intrinsic integral measure based on the…
We study the problem of estimating the common mean $\mu$ of $n$ independent symmetric random variables with different and unknown standard deviations $\sigma_1 \le \sigma_2 \le \cdots \le\sigma_n$. We show that, under some mild regularity…
In this paper, we analyze the generalization performance of the Iterative Hard Thresholding (IHT) algorithm widely used for sparse recovery problems. The parameter estimation and sparsity recovery consistency of IHT has long been known in…
We investigate the repeated averaging model for money exchanges: two agents picked uniformly at random share half of their wealth to each other. It is intuitively convincing that a Dirac distribution of wealth (centered at the initial…