... graphs. We illustrate the framework’s value via several applications using networks from rural India. We study whether network structure helps enforce risk-sharing and whether cross-caste interactions are more likely to be private. We also develop a new central limit theorem for correlated random...

... centering of composite likelihood score functions. Time series of point patterns from rain forest censuses are quite short, while each point pattern covers a fairly big spatial region. To obtain asymptotic results, we therefore use a central limit theorem for the fixed timespan—increasing spatial domain...

... in this setting. Additionally, we establish a functional central limit theorem for the approximation of ODEs and show the convergence of invariant measures for linear SDEs. As a practical application we construct a compound Poisson approximation for two-dimensional Navier–Stokes equations on the torus...

..., with an exclusive emphasis on the null case that and are independent. This paper derives the first non-null central limit theorem for the sample distance covariance, and the more general sample (Hilbert–Schmidt) kernel distance covariance in high dimensions, in the distributional class...

... reviews of Amazon movies and the diversity of statistical paper abstracts. authorship attribution closeness testing customer reviews martingale central limit theorem minimax optimality topic model NSF 10.13039/501100008982 grant DMS-2015259 NIH 10.13039/100000002 grant R01-GM129781...

... network and show that gender and race are significant predictors of local friendship patterns. Central limit theorem Inhomogeneous random graph Rooted subgraph count A graph, or network, is composed of vertices connected by edges, for instance students connected by friendship ties in a school...

...Chao Gao; Yandi Shen; Anderson Y Zhang Corresponding author. Email: chaogao@uchicago.edu 25 2 2022 9 8 2022 18 10 2022 Bradley–Terry–Luce model uncertainty quantification central limit theorem maximum likelihood estimator spectral estimator National Science Foundation 10.13039...

...Giacomo Toscano; Giulia Livieri; Maria Elvira Mancino; Stefano Marmi The article is organized as follows. Section 2 contains the assumptions and definitions. Section 3 states the central limit theorems, which are supported by the simulation study in Section 4. Finally, Section 5 contains...

... structures where each particle only communicates with a few neighbouring particles. The resulting algorithms converge at the usual Monte Carlo rate. This leads to efficient versions of distributed sequential Monte Carlo. α-sequential Monte Carlo Bootstrap particle filter Central limit theorem...

... privacy definition among the family of f-DP guarantees due to a central limit theorem for differential privacy that we prove. More precisely, the privacy guarantees of any hypothesis testing based definition of privacy (including the original differential privacy definition) converges...

...Qiang Liu; Zhi Liu semimartingale high-frequency data infinite variation jump spot covariance spot correlation spot market beta central limit theorem C13 C14 G10 G12 Ministry of Education Academic Research Fund R-146-000-258-114 Science and Technology Development Fund 10.13039...

.... The cumulative sums test uses the test statistic , where is a consistent estimator of the long-run variance of the mean. The asymptotic distribution of this test statistic under can be derived from a functional central limit theorem for the partial sum process . Approximate critical values can...

...Paromita Dubey; Hans-Georg Müller pdubey@ucdavis.edu 16 02 2018 Fréchet mean-based testing and corresponding large-sample theory, including laws of large numbers and central limit theorems for empirical Fréchet means, have been explored previously for data objects that lie in special types...

... reserved. 2019 This article is published and distributed under the terms of the Oxford University Press, Standard Journals Publication Model ( https://dbpia.nl.go.kr/journals/pages/open_access/funder_policies/chorus/standard_publication_model ) Abstract We provide a central limit theorem...

... of linear spectral statistics, such as the largest sample eigenvalue and others. Bootstrap method Central limit theorem Linear spectral statistic Marčenko –Pastur law Nonlinear spectral statistic Spectrum estimation This paper is concerned with developing a new method for bootstrapping statistics...

.... Results of a simulation study of the small sample size behaviour are given. M/G/1 queue virtual waiting time distribution terminating renewal process asymptotic exponential tail jackknife domain of attraction of a stable law central limit theorem REFERENCES 1 Cox , D. R. ( 1965 ) Some...

... between the component distributions increase. central limit theorem efficiency empiric distribution function mixture proportions nonparametric estimators References 1 Aitchison , J. and Aitken , C. G. G. ( 1976 ). Multivariate binary discrimination by the kernel method . Biometrika...

... and by statistical models. bayes factors central limit theorem prequential framework principle of excluded gambling strategy p-values strong law of large numbers REFERENCES 1 Barwise , J. (ed.) ( 1977 ) Handbook of Mathematical Logic. Amsterdam : North-Holland . 2 Berger , J...

.... Failure of the classical bootstrap and alternatives are discussed. The utility of the distributional results is illustrated on two data sets. Bootstrap Central limit theorem Directional Hadamard derivative Hypothesis testing Optimal transport Wasserstein distance Third, it is well established (Rubner...

... use of our tests. Change point test Functional central limit theorem β‐Mixing Tail index estimator VaR Our test can also be compared with change point tests in Shao and Zhang (2010) that are based on mere order statistic estimates of quantiles (i.e. estimates that do not take into account...