相关论文: Intermediate efficiency of tests under heavy-taile…

In this paper we are concerned with a Gordan-type theorem involving an arbitrary number of inequality functions. We not only state its validity under a weak convexity assumption on the functions, but also show it is an optimal result. We…

We construct new tests of exponentiality based on Yanev-Chakraborty's characterization of exponential law. We calculate limiting distributions of new tests, local Bahadur efficiency for common alternatives and describe conditions of their…

We propose a compression-based version of the empirical entropy of a finite string over a finite alphabet. Whereas previously one considers the naked entropy of (possibly higher order) Markov processes, we consider the sum of the…

We define a new finite element method for a steady state elliptic problem with discontinuous diffusion coefficients where the meshes are not aligned with the interface. We prove optimal error estimates in the $L^2$ norm and $H^1$ weighted…

We provide a two-sided inequality for the alpha-optimal partition value of a measurable space according to n nonatomic finite measures. The result extends and often improves Legut (1988) since the bounds are obtained considering several…

Historically, the notion of effective algorithm is closely related to the Church-Turing thesis. But effectivity imposes no restriction on computation time or any other resource; in that sense, it is incompatible with engineering or physics.…

We address the "major open problem" of evaluating how much increased efficiency in estimation is possible using non-separable, as opposed to separable, measurements of N copies of m-level quantum systems. First, we study the six cases m =…

Generalized empirical likelihood and generalized method of moments are well spread methods of resolution of inverse problems in econometrics. Each method defines a specific semiparametric model for which it is possible to calculate…

This paper is concerned with non-parametric estimation of the entropy in ranked set sampling. Theoretical properties of the proposed estimator are studied. The proposed estimator is compared with the rival estimator in simple random…

We extend the classical Lyapunov inequality on the measurable space with infinite measure and on the so-called Grand Lebesgue spaces (GLS). We find also the exact value for correspondent constant. Possible applications: Functional Analysis…

We prove new results on the existence, non-existence, localization and multiplicity of nontrivial solutions for perturbed Hammerstein integral equations. Our approach is topological and relies on the classical fixed point index. Some of the…

We study the asymptotic behaviour of widely used tests for evaluating and comparing predictive accuracy when forecast errors exhibit heavy tails. In particular, when loss differentials have infinite variance, the Diebold-Mariano test…

We point out necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives for widespread nonparametric tests. Nonparametric sets of alternatives can be defined both in terms of distribution function and…

Let $g$ be an element of a group $G$. For a positive integer $n$, let $E_n(g)$ be the subgroup generated by all commutators $[...[[x,g],g],\dots ,g]$ over $x\in G$, where $g$ is repeated $n$ times. We prove that if $G$ is a profinite group…

We present the best constant and the existence of extremal functions for an Improved Hardy-Sobolev inequality. We prove that, under a proper transformation, this inequality is equivalent to the Sobolev inequality in $\mathbb{R}^N$. We also…

Let $X$ be a progressively measurable, almost surely right-continuous stochastic process such that $X_\tau \in L^1$ and $E[X_\tau] = E[X_0]$ for each finite stopping time $\tau$. In 2006, Cherny showed that $X$ is then a uniformly…

We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…

The Koml\'os$\unicode{x2013}$Major$\unicode{x2013}$Tusn\'ady (KMT) inequality for partial sums is one of the most celebrated results in probability theory. Yet its practical application has been hindered by a lack of practical constants.…

We prove a local Lipschitz stability estimate for Gel'fand-Calder\'on's inverse problem for the Schr\"odinger equation. The main novelty is that only a finite number of boundary input data is available, and those are independent of the…

We propose a general methodology for testing whether a given polynomial with integer coefficients is identically zero. The methodology evaluates the polynomial at efficiently computable approximations of suitable irrational points. In…