Poisson and Gaussian approximation of weighted local empirical processes
We consider the local empirical process indexed by sets, a substantial generalization of the well-studied uniform tail empirical process. We show that the weak limit of weighted versions of this process is Poisson under certain conditions, whereas it is ...
Einmahl, John H. J.
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Eigenvalues of Random Matrices with Isotropic Gaussian Noise and the Design of Diffusion Tensor Imaging Experiments. [PDF]
SIAM J Imaging Sci, 2017 Gasbarra D, Pajevic S, Basser PJ.
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A first digit theorem for powerful integer powers. [PDF]
Springerplus, 2015 Hürlimann W.
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High-dimensional asymptotic expansions for the distributions of canonical correlations
This paper examines asymptotic distributions of the canonical correlations between and with q [infinity] and c=p/n-->c0[set membership, variant][0,1), assuming that and have a joint (q+p)-variate normal distribution. An extended Fisher's z-transformation
Sakurai, Tetsuro, Fujikoshi, Yasunori
core
Empirical likelihood based confidence intervals for copulas
Copula as an effective way of modeling dependence has become more or less a standard tool in risk management, and a wide range of applications of copula models appear in the literature of economics, econometrics, insurance, finance, etc.
Zhao, Yichuan, Peng, Liang, Chen, Jian
core
On convex least squares estimation when the truth is linear. [PDF]
Electron J Stat, 2016 Chen Y, Wellner JA.
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Asymptotic results in segmented multiple regression
This paper studies the asymptotic behavior of the least squares estimators in segmented multiple regression. For a model with more than one partitioning variable, each of which has one or more change-points, we study the asymptotic properties of the ...
Kim, Jeankyung, Kim, Hyune-Ju
core
FRACTALS WITH POINT IMPACT IN FUNCTIONAL LINEAR REGRESSION. [PDF]
Ann Stat, 2010 McKeague IW, Sen B.
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Estimation of a discrete monotone distribution. [PDF]
Electron J Stat, 2009 Jankowski HK, Wellner JA.
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MULTIVARIATE ANALYSIS AND JACOBI ENSEMBLES: LARGEST EIGENVALUE, TRACY-WIDOM LIMITS AND RATES OF CONVERGENCE. [PDF]
Ann Stat, 2008 Johnstone IM.
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