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Two approximations are frequently used in statistical physics: the first one, which we shall name the mean values approximation, is generally (and improperly) named as "maximum term approximation". The second is the "Stirling…

General Physics · Physics 2007-05-23 Conrado Hoffmann

Recognizing subtle historical patterns is central to modeling and forecasting problems in time series analysis. Here we introduce and develop a new approach to quantify deviations in the underlying hidden generators of observed data…

Machine Learning · Statistics 2019-10-09 Yi Huang , Ishanu Chattopadhyay

The established language for statistical testing --- significance levels, power, and p-values --- is overly complicated and deceptively conclusive. Even teachers of statistics and scientists who use statistics misinterpret the results of…

Statistics Theory · Mathematics 2019-10-23 Glenn Shafer

Modern technologies are generating ever-increasing amounts of data. Making use of these data requires methods that are both statistically sound and computationally efficient. Typically, the statistical and computational aspects are treated…

Methodology · Statistics 2022-09-15 Mahsa Taheri , Néhémy Lim , Johannes Lederer

Kriging is a widely employed technique, in particular for computer experiments, in machine learning or in geostatistics. An important challenge for Kriging is the computational burden when the data set is large. This article focuses on a…

Statistics Theory · Mathematics 2021-03-01 François Bachoc , Nicolas Durrande , Didier Rullière , Clément Chevalier

Contribution of this paper lies in the formulation and estimation of a generalized model for stochastic frontier analysis (SFA) that nests virtually all forms used and includes some that have not been considered so far. The model is based…

Econometrics · Economics 2020-10-13 Kamil Makieła , Błażej Mazur

Statistical inference is often simplified by sample-splitting. This simplification comes at the cost of the introduction of randomness not native to the data. We propose a simple procedure for sequentially aggregating statistics constructed…

Econometrics · Economics 2024-11-18 David M. Ritzwoller , Joseph P. Romano

In this paper, a shrinkage estimator for the population mean is proposed under known quadratic loss functions with unknown covariance matrices. The new estimator is non-parametric in the sense that it does not assume a specific parametric…

Methodology · Statistics 2014-11-07 Cheng Wang , Tiejun Tong , Longbing Cao , Baiqi Miao

Several authors, including the American Statistician (ASA), have noted the challenges facing statisticians when attacking large, complex, unstructured problems, as opposed to well-defined textbook problems. Clearly, the standard paradigm of…

Other Statistics · Statistics 2015-11-20 Roger W. Hoerl , Ronald D. Snee

A novel approach to improve prediction and inference in M-estimation by integrating external information from heterogeneous populations is proposed. Our method leverages joint asymptotics to combine estimates from external and internal…

Methodology · Statistics 2025-09-08 Walter Dempsey , Jeremy M. G. Taylor

Currently, statistical tests for random number generators (RNGs) are widely used in practice, and some of them are even included in information security standards. But despite the popularity of RNGs, consistent tests are known only for…

Statistics Theory · Mathematics 2021-05-17 Boris Ryabko

This note presents a new definition of nonlinear statistics mean and variance to simplify the nonlinear statistics computations. These concepts aim to provide a theoretical explanation of a novel nonlinear weighted residual methodology…

Numerical Analysis · Mathematics 2025-10-20 W. Chen

In 1948, W. Hoeffding introduced a large class of unbiased estimators called U-statistics, defined as the average value of a real-valued m-variate function h calculated at all possible sets of m points from a random sample. In the present…

Methodology · Statistics 2009-06-09 Michael Mayer

The study of associations and their causal explanations is a central research activity whose methodology varies tremendously across fields. Even within specialized subfields, comparisons across textbooks and journals reveals that the basics…

Methodology · Statistics 2025-10-13 Sander Greenland

Statistical matching is a technique for integrating two or more data sets when information available for matching records for individual participants across data sets is incomplete. Statistical matching can be viewed as a missing data…

Methodology · Statistics 2015-10-14 Jae-kwang Kim , Emily Berg , Taesung Park

Many geosciences data are imprecise due to various limitations and uncertainties in the measuring process. One way to preserve this imprecision in a geostatistical mapping framework is to characterize the measurements as intervals rather…

Methodology · Statistics 2019-11-22 Brennan Bean , Yan Sun , Marc Maguire

This review maps developments in stochastic modeling, highlighting non-standard approaches and their applications to biology and epidemiology. It brings together four strands: (1) core models for systems that evolve with randomness; (2)…

Dynamical Systems · Mathematics 2025-10-24 Yassine Sabbar , Kottakkaran Sooppy Nisar

Much of statistics relies upon four key elements: a law of large numbers, a calculus to operationalize stochastic convergence, a central limit theorem, and a framework for constructing local approximations. These elements are…

Optimization and Control · Mathematics 2018-01-09 Anil Aswani

Traditional statistical inference considers relatively small data sets and the corresponding theoretical analysis focuses on the asymptotic behavior of a statistical estimator when the number of samples approaches infinity. However, many…

Methodology · Statistics 2013-01-03 Jon Wellner , Tong Zhang

In this paper we have considered the problem of estimating the population mean in systematic sampling using information on an auxiliary variable in presence of non response. Some modified ratio, product and difference type estimators in…

Methodology · Statistics 2014-03-06 Hemant K. Verma , R. D. Singh , Rajesh Singh