相关论文: Normal Limits, Nonnormal Limits, and the Bootstrap…

Panel data of our interest consist of a moderate or relatively large number of panels, while the panels contain a small number of observations. This paper establishes testing procedures to detect a possible common change in means of the…

Fundamental constants are a cornerstone of our physical laws. Any constant varying in space and/or time would reflect the existence of an almost massless field that couples to matter. This will induce a violation of the universality of free…

We investigate coherent and incoherent tunneling phenomena in conditions of crossing diabatic potentials. We consider a model of two crossing parabolic diabatic potentials with an independent of coordinates constant adiabatic coupling. As a…

Contagion arising from clustering of multiple time series like those in the stock market indicators can further complicate the nature of volatility, rendering a parametric test (relying on asymptotic distribution) to suffer from issues on…

Structural models with no solution are incoherent, and those with multiple solutions are incomplete. We show that models with occasionally binding constraints are not generically coherent. Coherency requires restrictions on the parameters…

We are interested in a fragmentation process. We observe fragments frozen when their sizes are less than $\epsilon$ ($\epsilon$ > 0). Is is known ([BM05]) that the empirical measure of these fragments converges in law, under some…

The validity of various bootstrapping methods has been proved for the sample mean of strongly mixing data. But in many applications, there appear nonlinear statistics of processes that are not strongly mixing. We investigate the…

A law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither necessarily identically distributed, nor necessarily all of…

We advance the previous studies of quantum walks on the line with two coins. Such four-state quantum walks driven by a three-direction shift operator may have nonzero stationary distributions (localization), thus distinguishing themselves…

We derive necessary and sufficient inseparability conditions imposed on the variance matrix of symmetric qubits. These constraints are identified by examining a structural parallelism between continuous variable states and two qubit states.…

Choi and Shin (2020) have constructed a bootstrap-based test for change-points in panels with temporal and and/or cross-sectional dependence. They have compared their test to several other proposed tests. We demonstrate that by an…

We study multiscalar theories with $\text{O}(N) \times \text{O}(2)$ symmetry. These models have a stable fixed point in $d$ dimensions if $N$ is greater than some critical value $N_c(d)$. Previous estimates of this critical value from…

The controllability condition for finite dimensional quantum systems, the Lie Algebra Rank Condition, has been stated assuming that the right invariant differential system under consideration is bilinear. We remark that this assumption is…

Accurate approximation of the sampling distribution of nonparametric kernel density estimators is crucial for many statistical inference problems. Since these estimators have complex asymptotic distributions, bootstrap methods are often…

We establish sufficient conditions for the asymptotic normality of kernel density estimators, applied to causal linear random fields. Our conditions on the coefficients of linear random fields are weaker than known results, although our…

One of the most commonly used methods for forming confidence intervals for statistical inference is the empirical bootstrap, which is especially expedient when the limiting distribution of the estimator is unknown. However, despite its…

We prove uniform convergence results for the integrated periodogram of a weakly dependent time series, namely a law of large numbers and a central limit theorem. These results are applied to Whittle's parametric estimation. Under general…

While researchers commonly use the bootstrap for statistical inference, many of us have realized that the standard bootstrap, in general, does not work for Chatterjee's rank correlation. In this paper, we provide proof of this issue under…

We address the question of why larger, high symmetry crystals are mostly weak, ductile and statistically sub-critical, while smaller crystals with the same symmetry are strong, brittle and super-critical. We link it to another question of…

We present a general central limit theorem with simple, easy-to-check covariance-based sufficient conditions for triangular arrays of random vectors when all variables could be interdependent. The result is constructed from Stein's method,…