相关论文: On Hodges and Lehmann's "$6/\pi$ result"

Distance correlation is a novel class of multivariate dependence measure, taking positive values between 0 and 1, and applicable to random vectors of arbitrary dimensions, not necessarily equal. It offers several advantages over the…

We consider a regression framework where the design points are deterministic and the errors possibly non-i.i.d. and heavy-tailed (with a moment of order $p$ in $[1,2]$). Given a class of candidate regression functions, we propose a…

Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…

Statistical pattern classification methods based on data-random graphs were introduced recently. In this approach, a random directed graph is constructed from the data using the relative positions of the data points from various classes.…

We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…

Measures of rank correlation are commonly used in statistics to capture the degree of concordance between two orderings of the same set of items. Standard measures like Kendall's tau and Spearman's rho coefficient put equal emphasis on each…

This is the sixth in a series of articles devoted to showing that a typical covering map of large degree to a fixed, regular graph has its new adjacency eigenvalues within the bound conjectured by Alon for random regular graphs. In this…

Single-index models or time-to-event models are frequently applied in empirical research. These models are non-identifiable in presence of unknown (dependent) censoring or competing risks and do not give informative results in empirical…

The autologistic model and related auto-models, commonly applied as autocovariate regression, offer distinct advantages for analysing spatially autocorrelated ecological data. However, comparative studies by Carl and K\"uhn (Ecol. Model.,…

With increasing inter-electronic distance, the screening of the electron-electron interaction by the presence of other electrons becomes the dominant source of electron correlation. This effect is described by the random phase approximation…

In this work, nonparametric log-rank-type statistical tests are introduced in order to verify homogeneity of purely discrete variables subject to arbitrary right-censoring for infinitely many categories. In particular, the Cram\'er-von…

In this study, we consider the problem of variable selection and estimation in high-dimensional linear regression models when the complete data are not accessible, but only certain marginal information or summary statistics are available.…

In this paper we generalize and put in a new light part of ``Fouier analysis on Number fields and Hecke's zeta function''[14] by Tate. We express the relative Euler characteristic using purely adelic language. By using certain natural…

We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). The matrices are normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. Under suitable…

In this paper, we study distance covariance, Hilbert-Schmidt covariance (aka Hilbert-Schmidt independence criterion [Gretton et al. (2008)]) and related independence tests under the high dimensional scenario. We show that the sample…

Within the nonparametric regression model with unknown regression function $l$ and independent, symmetric errors, a new multiscale signed rank statistic is introduced and a conditional multiple test of the simple hypothesis $l=0$ against a…

In this paper, we focus on stochastic comparisons of extreme order statistics stemming from multiple-outlier scale models with dependence. Archimedean copula is used to model dependence structure among nonnegative random variables.…

The leverage scores of a full-column rank matrix A are the squared row norms of any orthonormal basis for range(A). We show that corresponding leverage scores of two matrices A and A + \Delta A are close in the relative sense, if they have…

We propose a new statistical test for the residual autocorrelation in ARX adaptive tracking. The introduction of a persistent excitation in the adaptive tracking control allows us to build a bilateral statistical test based on the…

New tests are developed for two-way ANOVA models with heterogeneous error variances. The testing problems are considered for testing the significant interaction effects, simple effects, and treatment effects. The likelihood ratio tests…