相关论文: Weighted quantile correlation test for the logisti…
There is a considerable literature in case-control logistic regression on whether or not non-confounding covariates should be adjusted for. However, only limited and ad hoc theoretical results are available on this important topic. A…
We examine a new path transform on 1-dimensional simple random walks and Brownian motion, the quantile transform. This transformation relates to identities in fluctuation theory due to Wendel, Port, Dassios and others, and to discrete and…
Since some realistic networks are influenced not only by increment behavior but also by tunable clustering mechanism with new nodes to be added to networks, it is interesting to characterize the model for those actual networks. In this…
This paper studies the problem of distributed weighted least-squares (WLS) estimation for an interconnected linear measurement network with additive noise. Two types of measurements are considered: self measurements for individual nodes,…
Instantaneous volatility of logarithmic return in the lognormal fractional SABR model is driven by the exponentiation of a correlated fractional Brownian motion. Due to the mixed nature of driving Brownian and fractional Brownian motions,…
Covariate balance is crucial for unconfounded descriptive or causal comparisons. However, lack of balance is common in observational studies. This article considers weighting strategies for balancing covariates. We define a general class of…
Covariate balance is crucial for unconfounded descriptive or causal comparisons. However, lack of balance is common in observational studies. This article considers weighting strategies for balancing covariates. We define a general class of…
In this paper, we derive cumulant bounds for subgraph counts and power-weighted edge length in a class of spatial random networks known as weighted random connection models. This involves dealing with long-range spatial correlations induced…
In this paper, we construct a family of probability measures, by penalizations of a Walsh's Brownian motion with a weight dependent on its value and its local time at a time t. We prove that this family converges to a probability measure as…
In quantum mechanics, joint measurements of non-commuting observables are only possible if a minimal unavoidable measurement uncertainty is accepted. On the other hand, correlations between non-commuting observables can exceed classical…
The asymptotic behavior of the quantum walk on the line is investigated focusing on the probability distribution of chirality independently of position. The long-time limit of this distribution is shown to exist and to depend on the initial…
In this article, we propose a novel logistic quasi-maximum likelihood estimation (LQMLE) for general parametric time series models. Compared to the classical Gaussian QMLE and existing robust estimations, it enjoys many distinctive…
We consider statistical methods based on finite samples of locally randomized measurements in order to certify different degrees of multiparticle entanglement in intermediate-scale quantum systems. We first introduce hierarchies of…
We propose new goodness-of-fit tests for the Poisson distribution. The testing procedure entails fitting a weighted Poisson distribution, which has the Poisson as a special case, to observed data. Based on sample data, we calculate an…
Generally, the local interactions in a many-body quantum spin system on a lattice do not commute with each other. Consequently, the Hamiltonian of a local region will generally not commute with that of the entire system, and so the two…
We derive explicit formulas for probabilities of Brownian motion with jumps crossing linear or piecewise linear boundaries in any finite interval. We then use these formulas to approximate the boundary crossing probabilities for general…
The space-time distribution, $Q_A(x,dt d\xi)$ say, of Brownian hitting of a bounded Borel set $A$ of the $d$-dimensional Euclidian space is studied. We derive the asymptotic form of the leading term of the time-derivative $Q_A(x,…
We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of…
We obtain results on both weak and almost sure asymptotic behaviour of power variations of a linear combination of independent Wiener process and fractional Brownian motion. These results are used to construct strongly consistent parameter…
Asymptotic concentration behaviors of linear combinations of weight distributions on the random linear code ensemble are presented. Many important properties of a binary linear code can be expressed as the form of a linear combination of…