相关论文: A complement to Le Cam's theorem

We revisit the problem of condensation for independent, identically distributed random variables with a power-law tail, conditioned by the value of their sum. For large values of the sum, and for a large number of summands, a condensation…

Given a homogeneous Poisson process on ${\mathbb{R}}^d$ with intensity $\lambda$, we prove that it is possible to partition the points into two sets, as a deterministic function of the process, and in an isometry-equivariant way, so that…

Bessel and modified Bessel functions of imaginary order $i\nu$ ($\nu >0$) are studied. Asymptotic expansions are derived as $\nu \to \infty$ that are uniformly valid in unbounded complex domains, with error bounds provided. Coupled with…

We show that asymptotic equivalence, in a strong form, holds between two random graph models with slightly differing edge probabilities under substantially weaker conditions than what might naively be expected. One application is a simple…

Given a semiring with a preorder subject to certain conditions, the asymptotic spectrum, as introduced by Strassen (J. reine angew. Math. 1988), is a compact Hausdorff space together with a map from the semiring to the ring of continuous…

Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…

In this paper we are interested in empirical likelihood (EL) as a method of estimation, and we address the following two problems: (1) selecting among various empirical discrepancies in an EL framework and (2) demonstrating that EL has a…

We consider the problem of hypothesis testing in the situation when the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of the Score Function test,…

The Poisson-Boltzmann equation for a strongly charged plate inside a generic charge-asymmetric electrolyte is solved using the method of asymptotic matching. Both near field and far field asymptotic behaviors of the potential are…

Empirical Bayes methods are widely used for large-scale estimation and inference in the Poisson means problem. Existing results establish theoretical properties of the nonparametric maximum likelihood estimator (NPMLE) for optimal posterior…

We consider a general class of statistical experiments, in which an $n$-dimensional centered Gaussian random variable is observed and its covariance matrix is the parameter of interest. The covariance matrix is assumed to be…

We consider the problem of parameter estimation by observations of inhomogeneous Poisson process. It is well-known that if the regularity conditions are fulfilled then the maximum likelihood and Bayesian estimators are consistent,…

Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…

Within a Bayesian decision theoretic framework we investigate some asymptotic optimality properties of a large class of multiple testing rules. A parametric setup is considered, in which observations come from a normal scale mixture model…

A scaling on some space is a measurable action of the group of positive real numbers. A measure on a measurable space equipped with a scaling is said to be $\alpha$-homogeneous for some nonzero real number $\alpha$ if the mass of any…

Several application domains require formal but flexible approaches to the comparison problem. Different process models that cannot be related by behavioral equivalences should be compared via a quantitative notion of similarity, which is…

We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime,…

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

This work considers a problem of estimating a mixing probability density $f$ in the setting of discrete mixture models. The paper consists of three parts. The first part focuses on the construction of an $L_1$ consistent estimator of $f$.…

Many statistical models have likelihoods which are intractable: it is impossible or too expensive to compute the likelihood exactly. In such settings, a common approach is to replace the likelihood with an approximation, and proceed with…