相关论文: The Frisch--Waugh--Lovell Theorem for Standard Err…

In this paper, I discuss three aspects of the Frisch-Waugh-Lovell theorem. First, I show that the theorem holds for linear instrumental variables estimation of a multiple regression model that is either exactly or overidentified. I show…

This paper traces the historical and analytical development of what is known in the econometrics literature as the Frisch-Waugh-Lovell theorem. This theorem demonstrates that the coefficients on any subset of covariates in a multiple…

In this note we introduce a generalized formula for Cohen's $d$ under the presence of additional independent variables, providing a measure for the size of a possible effect concerning the location difference of a variable in two groups.…

The residualization procedure has been applied in many different fields to estimate models with multicollinearity. However, there exists a lack of understanding of this methodology and some authors discourage its use. This paper aims to…

Quantum f-divergences are a quantum generalization of the classical notion of f-divergences, and are a special case of Petz' quasi-entropies. Many well known distinguishability measures of quantum states are given by, or derived from,…

We consider the long time behavior of Wong-Zakai approximations of stochastic differential equations. These piecewise smooth diffusion approximations are of great importance in many areas, such as those with ordinary differential equations…

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

The generalized Kullback-Leibler divergence (K-Ld) in Tsallis statistics [constrained by the additive duality of generalized statistics (dual generalized K-Ld)] is here reconciled with the theory of Bregman divergences for expectations…

A version of the fundamental mean-square convergence theorem is proved for stochastic differential equations (SDE) which coefficients are allowed to grow polynomially at infinity and which satisfy a one-sided Lipschitz condition. The…

We prove a Freidlin-Wentzell large deviation principle for general stochastic evolution equations with small perturbation multiplicative noises. In particular, our general result can be used to deal with a large class of quasi linear…

This paper provides a design-based framework for variance (bound) estimation in experimental analysis. Results are applicable to virtually any combination of experimental design, linear estimator (e.g., difference-in-means, OLS, WLS) and…

A loss function measures the discrepancy between the true values and their estimated fits, for a given instance of data. In classification problems, a loss function is said to be proper if a minimizer of the expected loss is the true…

In this paper new test statistics are introduced and studied for the important problem of testing hypothesis that involves inequality constraint on proportions when the sample comes from independent binomial random variables: Wald type and…

A Freidlin-Wentzell type large deviation principle is established for stochastic partial differential equations with slow and fast time-scales, where the slow component is a one-dimensional stochastic Burgers equation with small noise and…

We present a new inequality constraining correlations obtained when performing Einstein-Podolsky-Rosen-Bohm experiments. The proof does not rely on mathematical models that are imagined to have produced the data and is therefore…

A generalized constitutive relation error is proposed in an analogous form to Fenchel-Young inequality on the basis of the key idea of Legendre-Fenchel duality theory. The generalized constitutive relation error is linked with the global…

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…

This paper shows how the Theorem of Residues (TR) and the Gelfand-Fuchs cocycle can be deduced in a simple way from the Weil Reciprocity Law (WRL). Indeed, if one understand WRL as the triviality of certain extension of groups, then TR is…

In the experimental verification of Bell's inequalities in real photonic experiments, it is generally believed that the so-called fair sampling assumption (which means that a small fraction of results provide a fair statistical sample) has…

For all Einstein-Podolsky-Rosen-type experiments on deterministic systems the Bell inequality holds, unless non-local interactions exist between certain parts of the setup. Here we show that in nonlinear systems the Bell inequality can be…