相关论文: Weighted quantile correlation test for the logisti…

A Brownian motion model is devised on the manifold of S-matrices, and applied to the calculation of conductance-conductance correlations and of the weak localization peak. The model predicts that (i) the correlation function in $B$ has the…

Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…

The aim of this paper is to establish the asymptotic behavior of the mutual influence of the Gini index and the poverty measures by using the Gaussian fields described in Mergane and Lo(2013). The results are given as representation…

This paper investigates the (conditional) quasi-likelihood ratio test for the threshold in MA models. Under the hypothesis of no threshold, it is shown that the test statistic converges weakly to a function of the centred Gaussian process.…

Johansen's (1988, 1991) likelihood ratio test for cointegration rank of a Gaussian VAR depends only on the squared sample canonical correlations between current changes and past levels of a simple transformation of the data. We study the…

The asymptotic distribution of the likelihood-ratio statistic for testing parameters on the boundary is well known to be a chi-squared mixture. The mixture weights have been shown to correspond to the intrinsic volumes of an associated…

We discuss a class of binary parametric families with conditional probabilities taking the form of generalized linear models and show that this approach allows to model high-dimensional random binary vectors with arbitrary mean and…

Quantile regression is a powerful statistical methodology that complements the classical linear regression by examining how covariates influence the location, scale, and shape of the entire response distribution and offering a global view…

We develop a statistical theory to characterize correlations in weighted networks. We define the appropriate metrics quantifying correlations and show that strictly uncorrelated weighted networks do not exist due to the presence of…

The critical behaviour of correlation functions near a boundary is modified from that in the bulk. When the boundary is smooth this is known to be characterised by the surface scaling dimension $\xt$. We consider the case when the boundary…

We propose a score test for dependence predictability in conditional copulas that is robust to temporal instabilities. Our semiparametric procedure accommodates flexible dynamics in the marginal processes and remains agnostic about the…

In this paper we apply divergence measures to empirical likelihood applied to logistic regression models. We define a family of empirical test statistics based on divergence measures, called empirical phi-divergence test statistics,…

In this paper, we introduce weighted fractional generalized cumulative past entropy of a nonnegative absolutely continuous random variable with bounded support. Various properties of the proposed weighted fractional measure are studied.…

A large class of goodness-of-fit test statistics based on sup-functionals of weighted empirical processes is proposed and studied. The weight functions employed are Erd\H{o}s-Feller-Kolmogorov-Petrovski upper-class functions of a Brownian…

We review the main tools which allow for the statistical characterization of weighted networks. We then present two case studies, the airline connection network and the scientific collaboration network, which are representative of critical…

The purpose of this paper is to assess the statistical characterization of weighted networks in terms of the generalization of the relevant parameters, namely average path length, degree distribution and clustering coefficient. Although the…

We prove tightness and limiting Brownian-Gibbs description for line ensembles of non-colliding Brownian bridges above a hard wall, which are subject to geometrically growing self-potentials of tilted area type. Statistical properties of the…

Objective: To investigate the impact of different logistic regression estimators applied to RDS samples obtained by simulation and real data. Methods: Four simulated populations were created combining different connectivity models, levels…

We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…

We study non-compact scaling limits of uniform random planar quadrangulations with a boundary when their size tends to infinity. Depending on the asymptotic behavior of the boundary size and the choice of the scaling factor, we observe…