相关论文: Rejoinder to "Analysis of variance--why it is more…

Rejoinder of "Bayesian Models and Methods in Public Policy and Government Settings" by S. E. Fienberg [arXiv:1108.2177]

Ratios of random variables often appear in probability and statistical applications. We aim to approximate the moments of such ratios under several dependence assumptions. Extending the ideas in Collomb [C. R. Acad. Sci. Paris 285 (1977)…

Rejoinder of "Estimating Random Effects via Adjustment for Density Maximization" by C. Morris and R. Tang [arXiv:1108.3234]

The bias-variance decomposition is a central result in statistics and machine learning, but is typically presented only for the squared error. We present a generalization of the bias-variance decomposition where the prediction error is a…

Correction to The Annals of Statistics (2006) 34, 1013--1044 [URL: http://projecteuclid.org/euclid.aos/1151418250]

This is a detailed survey which mainly presents the Pinkham-Feller way. I added some new points to the first version [V2] and I suppressed "Examples" devoted to Gamma, Fr\'echet and Weibull laws. Theorem 2 is a bit more general (no…

This is the second volume of a textbook for a two-semester course in mathematical analysis. This second volume is about analysis of multi-variable functions. The topics covered include Euclidean spaces, convergence of sequences, open sets…

(To appear in The American Statistician.) Distance covariance (Sz\'ekely, Rizzo, and Bakirov, 2007) is a fascinating recent notion, which is popular as a test for dependence of any type between random variables $X$ and $Y$. This approach…

Comment on "Support Vector Machines with Applications" [math.ST/0612817]

Comment on "Support Vector Machines with Applications" [math.ST/0612817]

We study conditions under which the addition of variables to a regression equation can turn a previously statistically insignificant result into a significant one. Specifically, we characterize the minimum strength of association required…

This is "Letter to the Editor" of Annals of Applied Statistics, addressing the paper by Goerg G. M. (2011) "Lambert W random variables-a new family of generalized skewed distributions with applications to risk estimation".

The century of complexity has come. The face of science has changed. Surprisingly, when we start asking about the essence of these changes and then critically analyse the answers, the result are mostly discouraging. Most of the answers are…

Rejoinder of "On the Birnbaum Argument for the Strong Likelihood Principle" by Deborah G. Mayo [arXiv:1302.7021].

This is the English version of my inaugural lecture at Coll\`ege de France in 2021, available at https://www.youtube.com/watch?v=bxktplKMhKU. I reflect on the difficulty of multi-disciplinary research, which often hinges of unexpected…

I review the classical theory of likelihood based inference and consider how it is being extended and developed for use in complex models and sampling schemes.

This viewpoint relates to an article by Jorge Kurchan (1998 J. Phys. A: Math. Gen. 31, 3719) as part of a series of commentaries celebrating the most influential papers published in the J. Phys. series, which is celebrating its 50th…

Comment on ``Support Vector Machines with Applications'' [math.ST/0612817]

Understanding human dynamics is of major scientific and practical importance and can be increasingly addressed in a quantitative fashion thanks to electronic records capturing various human activity patterns. The authors of Ref. [1] revisit…

We generalize the random graph evolution process of Bohman, Frieze, and Wormald [T. Bohman, A. Frieze, and N. C. Wormald, Random Struct. Algorithms, 25, 432 (2004)]. Potential edges, sampled uniformly at random from the complete graph, are…