相关论文: One optional observation inflates $\alpha$ by $100…

\cite{HillMotegi2017} present a new general asymptotic theory for the maximum of a random array $\{\mathcal{X}_{n}(i)$ $:$ $1$ $\leq $ $i$ $\leq $ $\mathcal{L}\}_{n\geq 1}$, where each $\mathcal{X}_{n}(i)$ is assumed to converge in…

We study the intersection of two independent renewal processes, $\rho=\tau\cap\sigma$. Assuming that $\mathbf{P}(\tau_1 = n ) = \varphi(n)\, n^{-(1+\alpha)}$ and $\mathbf{P}(\sigma_1 = n ) = \tilde\varphi(n)\, n^{-(1+ \tilde\alpha)} $ for…

A variational method is discussed, extending the Gaussian effective potential to higher orders. The single variational parameter is replaced by trial unknown two-point functions, with infinite variational parameters to be optimized by the…

In 1995 Magnus posed a conjecture about the asymptotics of the recurrence coefficients of orthogonal polynomials with respect to the weights on [-1,1] of the form $$ (1-x)^\alpha (1+x)^\beta |x_0 - x|^\gamma \times a jump at x_0, $$ with…

We prove an explicit finite-sample version of the Borel--Cantelli lemma under $m$-dependence. Given any $m$-dependent sequence of events $(A_k)_{1\leq k\leq N}$, we show that \[ \mathbb{P}\Bigl(\bigcup_{k=1}^N A_k\Bigr) \ge 1 -…

In statistical inference, confidence set procedures are typically evaluated based on their validity and width properties. Even when procedures achieve rate-optimal widths, confidence sets can still be excessively wide in practice due to…

Consider a testing problem for the null hypothesis $H_0:\theta\in\Theta_0$. The standard frequentist practice is to reject the null hypothesis when the p-value is smaller than a threshold value $\alpha$, usually 0.05. We ask the question…

In the first five sections, we deal with the class of probability measures with asymptotically periodic Verblunsky coefficients of p-type bounded variation. The goal is to investigate the perturbation of the Verblunsky coefficients when we…

We study the utility indifference price of a European option in the context of small transaction costs. Considering the general setup allowing consumption and a general utility function at final time T, we obtain an asymptotic expansion of…

In this paper we consider the construction of optimal tests of equivalence hypotheses. Specifically, assume X_1,..., X_n are i.i.d. with distribution P_{\theta}, with \theta \in R^k. Let g(\theta) be some real-valued parameter of interest.…

Much of science is (rightly or wrongly) driven by hypothesis testing. Even in situations where the hypothesis testing paradigm is correct, the common practice of basing inferences solely on p-values has been under intense criticism for over…

Testing mutual independence among multiple random variables is a fundamental problem in statistics, with wide applications in genomics, finance, and neuroscience. In this paper, we propose a new class of tests for high-dimensional mutual…

We are interested in the asymptotic behavior of orthogonal polynomials of the generalized Jacobi type as their degree $n$ goes to $\infty$. These are defined on the interval $[-1,1]$ with weight function…

In this paper we present a method to generate independent samples for a general random variable, either continuous or discrete. The algorithm is an extension of the acceptance-rejection method, and it is particularly useful for kinetic…

Simultaneous testing of one hypothesis at multiple alpha levels can be performed within a conventional Neyman-Pearson framework. This is achieved by treating the hypothesis as a family of hypotheses, each member of which explicitly concerns…

We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test. In outlier hypothesis testing, one is given multiple observed sequences, where most sequences are…

Anytime valid sequential tests permit us to stop testing based on the current data, without invalidating the inference. Given a maximum number of observations $N$, one may believe this must come at the cost of power when compared to a…

For the mean vector test in high dimension, Ayyala et al.(2017,153:136-155) proposed new test statistics when the observational vectors are M dependent. Under certain conditions, the test statistics for one-same and two-sample cases were…

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

Asymptotic equivalence results for nonparametric regression experiments have always assumed that the variances of the observations are known. In practice, however the variance of each observation is generally considered to be an unknown…