相关论文: On the Bahadur - Kiefer Representation for Interme…
This paper is concerned with a robust estimator of the intensity of a stationary spatial point process. The estimator corresponds to the median of a jittered sample of the number of points, computed from a tessellation of the observation…
We develop a combinatorial approach to the quantum permutation algebras, as Hopf images of representations of type $\pi:A_s(n)\to B(H)$. We discuss several general problems, including the commutativity and cocommutativity ones, the…
Curious spectral properties of an ensemble of random unitary matrices appearing in the quantization of a map p -> p+alpha, q -> q+f(p+alpha) in [Giraud et al. nlin.CD/0403033] are investigated. When alpha=m/n with integer co-prime m,n and…
In several different fields, there is interest in analyzing the upper or lower tail quantile of the underlying distribution rather than mean or center quantile. However, the investigation of the tail quantile is difficult because of data…
We consider the problem of estimating assortment probabilities, which is common in operations management applications, including product bundling, advertising, etc. Existing approaches typically model each assortment as a category and apply…
In the present paper, we discuss for the first time the theoretical Kendall correlation coefficient for non-identical bivariate data. In the non-identical case, we first introduce a theoretical Kendall correlation coefficient $\tau_n$ and…
We revisit empirical Bayes discrimination detection, focusing on uncertainty arising from both partial identification and sampling variability. While prior work has mostly focused on partial identification, we find that some empirical…
Particle physics experiments such as those run in the Large Hadron Collider result in huge quantities of data, which are boiled down to a few numbers from which it is hoped that a signal will be detected. We discuss a simple probability…
From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…
We use a characterization of symmetry in terms of extremal order statistics which enables to build several new nonparametric tests of symmetry. We discuss their limiting distributions and calculate their local exact Bahadur efficiency under…
Indirect inference (II) is a methodology for estimating the parameters of an intractable (generative) model on the basis of an alternative parametric (auxiliary) model that is both analytically and computationally easier to deal with. Such…
The main object of Bayesian statistical inference is the determination of posterior distributions. Sometimes these laws are given for quantities devoid of empirical value. This serious drawback vanishes when one confines oneself to…
We introduce a new approach for estimating the invariant density of a multidimensional diffusion when dealing with high-frequency observations blurred by independent noises. We consider the intermediate regime, where observations occur at…
Bell inequalities follow from a set of seemingly natural assumptions about how to provide a causal model of a Bell experiment. In the face of their violation, two types of causal models that modify some of these assumptions have been…
The paper introduces a Bayesian estimation method for quantile regression in univariate ordinal models. Two algorithms are presented that utilize the latent variable inferential framework of Albert and Chib (1993) and the normal-exponential…
A statistical measure is given expressing relative occurrences of quantities within a given data set. Application of this measure on several real life physical data sets and some abstract distributions are shown to yield consistent results.…
A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…
The family of rank estimators, including Han's maximum rank correlation (Han, 1987) as a notable example, has been widely exploited in studying regression problems. For these estimators, although the linear index is introduced for…
This study proposes $p$-th Tobit quantile regression models with endogenous variables. In the first stage regression of the endogenous variable on the exogenous variables, the assumption that the $\alpha$-th quantile of the error term is…
Due to increased awareness of data protection and corresponding laws many data, especially involving sensitive personal information, are not publicly accessible. Accordingly, many data collecting agencies only release aggregated data, e.g.…