Search results for "Variables"
showing 10 items of 578 documents
A Unified Approach to Likelihood Inference on Stochastic Orderings in a Nonparametric Context
1998
Abstract For data in a two-way contingency table with ordered margins, we consider various hypotheses of stochastic orders among the conditional distributions considered by rows and show that each is equivalent to requiring that an invertible transformation of the vectors of conditional row probabilities satisfies an appropriate set of linear inequalities. This leads to the construction of a general algorithm for maximum likelihood estimation under multinomial sampling and provides a simple framework for deriving the asymptotic distribution of log-likelihood ratio tests. The usual stochastic ordering and the so called uniform and likelihood ratio orderings are considered as special cases. I…
Stochastic order characterization of uniform integrability and tightness
2013
We show that a family of random variables is uniformly integrable if and only if it is stochastically bounded in the increasing convex order by an integrable random variable. This result is complemented by proving analogous statements for the strong stochastic order and for power-integrable dominating random variables. Especially, we show that whenever a family of random variables is stochastically bounded by a p-integrable random variable for some p>1, there is no distinction between the strong order and the increasing convex order. These results also yield new characterizations of relative compactness in Wasserstein and Prohorov metrics.
Uniform measure density condition and game regularity for tug-of-war games
2018
We show that a uniform measure density condition implies game regularity for all 2 < p < ∞ in a stochastic game called “tug-of-war with noise”. The proof utilizes suitable choices of strategies combined with estimates for the associated stopping times and density estimates for the sum of independent and identically distributed random vectors. peerReviewed
Recursive estimation of the conditional geometric median in Hilbert spaces
2012
International audience; A recursive estimator of the conditional geometric median in Hilbert spaces is studied. It is based on a stochastic gradient algorithm whose aim is to minimize a weighted L1 criterion and is consequently well adapted for robust online estimation. The weights are controlled by a kernel function and an associated bandwidth. Almost sure convergence and L2 rates of convergence are proved under general conditions on the conditional distribution as well as the sequence of descent steps of the algorithm and the sequence of bandwidths. Asymptotic normality is also proved for the averaged version of the algorithm with an optimal rate of convergence. A simulation study confirm…
Fractional calculus approach to the statistical characterization of random variables and vectors
2009
Fractional moments have been investigated by many authors to represent the density of univariate and bivariate random variables in different contexts. Fractional moments are indeed important when the density of the random variable has inverse power-law tails and, consequently, it lacks integer order moments. In this paper, starting from the Mellin transform of the characteristic function and by fractional calculus method we present a new perspective on the statistics of random variables. Introducing the class of complex moments, that include both integer and fractional moments, we show that every random variable can be represented within this approach, even if its integer moments diverge. A…
Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
2006
In this paper, the influence functions and limiting distributions of the canonical correlations and coefficients based on affine equivariant scatter matrices are developed for elliptically symmetric distributions. General formulas for limiting variances and covariances of the canonical correlations and canonical vectors based on scatter matrices are obtained. Also the use of the so-called shape matrices in canonical analysis is investigated. The scatter and shape matrices based on the affine equivariant Sign Covariance Matrix as well as the Tyler's shape matrix serve as examples. Their finite sample and limiting efficiencies are compared to those of the Minimum Covariance Determinant estima…
On (n-l)-wise and joint independence and normality of n Random variables: an example
1981
An example is given of a vector of n random variables such that any (n-1)-dimensional subvector consists of n-1 independent standard normal variables. The whole vector however is neither independent nor normal.
On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations
2021
Given [Formula: see text], we study two classes of large random matrices of the form [Formula: see text] where for every [Formula: see text], [Formula: see text] are iid copies of a random variable [Formula: see text], [Formula: see text], [Formula: see text] are two (not necessarily independent) sets of independent random vectors having different covariance matrices and generating well concentrated bilinear forms. We consider two main asymptotic regimes as [Formula: see text]: a standard one, where [Formula: see text], and a slightly modified one, where [Formula: see text] and [Formula: see text] while [Formula: see text] for some [Formula: see text]. Assuming that vectors [Formula: see t…
Complete spectrum and scalar products for the open spin-1/2 XXZ quantum chains with non-diagonal boundary terms
2013
We use the quantum separation of variable (SOV) method to construct the eigenstates of the open XXZ chain with the most general boundary terms. The eigenstates in the inhomogeneous case are constructed in terms of solutions of a system of quadratic equations. This SOV representation permits us to compute scalar products and can be used to calculate form factors and correlation functions.
Open spin chains with generic integrable boundaries: Baxter equation and Bethe ansatz completeness from separation of variables
2014
28 pages; International audience; We solve the longstanding problem to define a functional characterization of the spectrum of the transfer matrix associated to the most general spin-1/2 representations of the 6-vertex reflection algebra for general inhomogeneous chains. The corresponding homogeneous limit reproduces the spectrum of the Hamiltonian of the spin-1/2 open XXZ and XXX quantum chains with the most general integrable boundaries. The spectrum is characterized by a second order finite difference functional equation of Baxter type with an inhomogeneous term which vanishes only for some special but yet interesting non-diagonal boundary conditions. This functional equation is shown to…