相关论文: A Note on the Existence of the Multivariate Gamma …

In this article we study weighted sums of $n$ i.i.d. Gamma($\alpha$) random variables with nonnegative weights. We show that for $n \geq 1/\alpha$ the sum with equal coefficients maximizes differential entropy when variance is fixed. As a…

This paper provides a characterization of all possible dependency structures between two stochastically ordered random variables. The answer is given in terms of copulas that are compatible with the stochastic order and the marginal…

An association scheme is $P$-polynomial if and only if it consists of the distance matrices of a distance-regular graph. Recently, bivariate $P$-polynomial association schemes of type $(\alpha,\beta)$ were introduced by Bernard et al., and…

In this paper we give a completely new approach to the problem of covariate selection in linear regression. A covariate or a set of covariates is included only if it is better in the sense of least squares than the same number of Gaussian…

We extend a classical test of subsphericity, based on the first two moments of the eigenvalues of the sample covariance matrix, to the high-dimensional regime where the signal eigenvalues of the covariance matrix diverge to infinity and…

While any symmetric and positive semidefinite mapping can be the non-centered covariance of a Gaussian random field, it is known that these conditions are no longer sufficient when the random field is valued in a two-point set. The question…

Assume that X is a set of sample statistics which follow a special case Central Limit Theorem, namely: as the sample size n increases the corresponding distribution becomes multivariate Normal with the mean (of each X) equal to zero and…

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…

Let $\mathbf{W}$ be a correlated complex non-central Wishart matrix defined through $\mathbf{W}=\mathbf{X}^H\mathbf{X}$, where $\mathbf{X}$ is $n\times m \, (n\geq m)$ complex Gaussian with non-zero mean $\boldsymbol{\Upsilon}$ and…

We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…

Let $G_1,\dots,G_m$ be independent copies of the standard gaussian random vector in $\mathbb{R}^d$. We show that there is an absolute constant $c$ such that for any $A \subset S^{d-1}$, with probability at least $1-2\exp(-c\Delta m)$, for…

The covariance graph (aka bi-directed graph) of a probability distribution $p$ is the undirected graph $G$ where two nodes are adjacent iff their corresponding random variables are marginally dependent in $p$. In this paper, we present a…

Bergsma (2006) proposed a covariance $\kappa$(X,Y) between random variables X and Y. He derived their asymptotic distributions under the null hypothesis of independence between X and Y. The non-null (dependent) case does not seem to have…

We give upper bounds on the size of the gap between the constant term and the next non-zero Fourier coefficient of an entire modular form of given weight for \Gamma_0(2). Numerical evidence indicates that a sharper bound holds for the…

We obtain several inequalities on the generalized means of dependent p-values. In particular, the weighted harmonic mean of p-values is strictly sub-uniform under several dependence assumptions of p-values, including independence, negative…

We address the asymptotic and approximate distributions of a large class of test statistics with quadratic forms used in association studies. The statistics of interest do not necessarily follow a chi-square distribution and take the…

In recent years, centrally essential rings have been intensively studied in ring theory. In particular, they find applications in homological algebra, group rings, and the structural theory of rings. The class of essentially central rings…

Consider a random sample of $n$ independently and identically distributed $p$-dimensional normal random vectors. A test statistic for complete independence of high-dimensional normal distributions, proposed by Schott (2005), is defined as…

This is a comment on arXiv:2202.01553. In regression Gaussian covariate p-values (Davies and D{\"u}mbgen, arXiv:2202.01553) are used to control greedy forward subset selection by accounting for choosing the best when fitting many variables.…

We generalize the following univariate characterization of the Kummer and Gamma distributions to the cone of symmetric positive definite matrices: let $X$ and $Y$ be independent, non-degenerate random variables valued in $(0, \infty)$, then…