相关论文: Convergence of the empirical two-sample $U$-statis…

We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not…

In many experiments in the life sciences, several endpoints are recorded per subject. The analysis of such multivariate data is usually based on MANOVA models assuming multivariate normality and covariance homogeneity. These assumptions,…

There has been a resurgence of interest in incomplete U-statistics that only sum over a subset of kernel evaluations, due to their computational efficiency and asymptotic normality which can be leveraged to quantify the uncertainty of…

We consider the superposition of a symmetric simple exclusion dynamics, speeded-up in time, with a spin-flip dynamics in a one-dimensional interval with periodic boundary conditions. We prove the large deviations principle for the empirical…

Empirical phi-divergence test-statistics have demostrated to be a useful technique for the simple null hypothesis to improve the finite sample behaviour of the classical likelihood ratio test-statistic, as well asfor model misspecification…

We study the convergence rates of empirical Bayes posterior distributions for nonparametric and high-dimensional inference. We show that as long as the hyperparameter set is discrete, the empirical Bayes posterior distribution induced by…

In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…

We derive distributional limits for empirical transport distances between probability measures supported on countable sets. Our approach is based on sensitivity analysis of optimal values of infinite dimensional mathematical programs and a…

Two time scale stochastic approximation is analyzed when the iterates on either or both time scales do not necessarily converge.

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Non-equilibrium systems in steady states are commonly described by generalized statistical mechanical theories such as non-extensive statistics and superstatistics. Superstatistics assumes that the inverse temperature $\beta = 1/(k_B T)$…

Hierarchically-organized data arise naturally in many psychology and neuroscience studies. As the standard assumption of independent and identically distributed samples does not hold for such data, two important problems are to accurately…

Indirect Inference (I-I) estimation of structural parameters $\theta$ {{requires matching observed and simulated statistics, which are most often generated using an auxiliary model that depends on instrumental parameters $\beta$.}} {The…

We demonstrate the equilibration of isolated macroscopic quantum systems, prepared in non-equilibrium mixed states with significant population of many energy levels, and observed by instruments with a reasonably bound working range compared…

The present study introduces the notions of statistical convergence of order $\alpha$ and strong $p-$ Ces\`{a}ro summability of order $\alpha$ in partial metric spaces. Also, we examine the inclusion relations between these concepts. In…

Concerning bivariate least squares linear regression, the classical results obtained for extreme structural models in earlier attempts are reviewed using a new formalism in terms of deviation (matrix) traces which, for homoscedastic data,…

Competition between varying ideas, people and institutions fuels the dynamics of socio-economic systems. Numerous analyses of the empirical data extracted from different financial markets have established a consistent set of stylized facts…

Chi-squared random fields arise naturally from the study of fluctuations in field theories with SO(n) symmetry. The extrema of chi-squared fields are of particular physical interest. In this paper, we undertake a statistical analysis of the…

We consider the problem of combining data from observational and experimental sources to make causal conclusions. This problem is increasingly relevant, as the modern era has yielded passive collection of massive observational datasets in…

We consider random i.i.d. samples of absolutely continuous measures on bounded connected domains. We prove an upper bound on the $\infty$-transportation distance between the measure and the empirical measure of the sample. The bound is…