相关论文: Asymptotic correlations of metrics on the symmetri…

Kendall's tau and Spearman's rho are widely used tools for measuring dependence. Surprisingly, when it comes to asymptotic inference for these rank correlations, some fundamental results and methods have not yet been developed, in…

Permutations on a set, endowed with function composition, build a group called a symmetric group. In addition to their algebraic structure, symmetric groups have two metrics that are of particular interest to us here: the Cayley distance…

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…

In order to address the theoretical challenges arising from the dependence structure of ranks in Spearman's footrule correlation coefficient, we propose two asymptotic representations to approximate the distribution of this coefficient…

We consider random permutations which are spherically symmetric with respect to a metric on the symmetric group $S_n$ and are consistent as $n$ varies. The extreme infinitely spherically symmetric permutation-valued processes are identified…

This work considers the asymptotic behavior of the distance between two sample covariance matrices (SCM). A general result is provided for a class of functionals that can be expressed as sums of traces of functions that are separately…

Chatterjee (2021) introduced a novel independence test that is rank-based, asymptotically normal and consistent against all alternatives. One limitation of Chatterjee's test is its low statistical power for detecting monotonic…

One of the most popular class of tests for independence between two random variables is the general class of rank statistics which are invariant under permutations. This class contains Spearman's coefficient of rank correlation statistic,…

Let $S_n$ be the symmetric group on the set $\{1,2,\ldots,n\}$. Given a permutation $\sigma=\sigma_1\sigma_2 \cdots \sigma_n \in S_n$, we say it has a peak at index $i$ if $\sigma_{i-1}<\sigma_i>\sigma_{i+1}$. Let $\text{Peak}(\sigma)$ be…

Data sets sampled in Lie groups are widespread, and as with multivariate data, it is important for many applications to assess the differences between the sets in terms of their distributions. Indices for this task are usually derived by…

We consider statistics on permutations chosen uniformly at random from fixed parabolic double cosets of the symmetric group. We show that the distribution of fixed points is asymptotically Poisson and establish central limit theorems for…

Hoeffding proved that Kendall's and Spearman's nonparametric measures of correlation between two continuous random variables X and Y are each asymptotically normal with an asymptotic variance of the form sigma^2/n -- provided the…

Mallows permutation model, introduced by Mallows in statistical ranking theory, is a class of non-uniform probability measures on the symmetric group $S_n$. The model depends on a distance metric $d(\sigma,\tau)$ on $S_n$, which can be…

We study the joint distribution of SYK Hamiltonians for different systems with specified overlaps. We show that, in the large-system limit, their joint distribution converges in distribution to a mixed $q$-Gaussian system. We explain that…

We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

In this paper, we propose two new estimators of the multivariate rank correlation coefficient Spearman's footrule which are based on two general estimators for Average Orthant Dependence measures. We compare the new proposals with a…

We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…

Asymptotics of the normalizing constant is computed for a class of one parameter exponential families on permutations which includes Mallows model with Spearmans's Footrule and Spearman's Rank Correlation Statistic. The MLE, and a…

This paper discusses the asymptotic behaviour of the number of descents in a random signed permutation and its inverse, which was posed as an open problem by Chatterjee and Diaconis in a recent publication. For that purpose, we generalize…

We suggest novel correlation coefficients which equal the maximum correlation for a class of bivariate Lancaster distributions while being only slightly smaller than maximum correlation for a variety of further bivariate distributions. In…