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Almost sure convergence of randomized urn models with application to elephant random walk Stat. Probab. Lett. (IF 0.718) Pub Date : 20220806
Ujan Gangopadhyay, Krishanu MaulikWe consider a randomized urn model with objects of finitely many colors. The replacement matrices are random, and are conditionally independent of the color chosen given the past. Further, the conditional expectations of the replacement matrices are close to an almost surely irreducible matrix. We obtain almost sure and L1 convergence of the configuration vector, the proportion vector and the count

Inference on common intraday periodicity at high frequencies Stat. Probab. Lett. (IF 0.718) Pub Date : 20220805
Fan Wu, Guanjun Wang, Xinbing KongIn this paper, we investigate the presence of common intraday periodicity of assets using functional data analysis. We implement the information criterion to select the number of common intraday periodic factors, and model the volatility part using highfrequency data.

On a prior based on the Wasserstein information matrix Stat. Probab. Lett. (IF 0.718) Pub Date : 20220805
W. Li, F.J. RubioWe introduce a prior for the parameters of univariate continuous distributions, based on the Wasserstein information matrix, which is invariant under reparameterisations. We discuss the links between the proposed prior with information geometry. We present sufficient conditions for the propriety of the posterior distribution for general classes of models. We present a simulation study that shows that

Nonmarginal feature screening for varying coefficient competing risks model Stat. Probab. Lett. (IF 0.718) Pub Date : 20220804
Bing Tian, Zili Liu, Hong WangThis article is concerned with a nonmarginal feature screening procedure for varying coefficient competing risks models with ultrahigh dimensional covariates. The proposed method enjoys ascent property and sure screening property. Its finitesample performances are illustrated by numerical studies.

On homogeneous James–Stein type estimators Stat. Probab. Lett. (IF 0.718) Pub Date : 20220801
Djamila Boukehil, Dominique Fourdrinier, Fatiha Mezoued, William E. StrawdermanThe shrinkage factor of the James–Stein estimators of a multivariate normal involves the power of the squared norm of X. We show powers of the norm greater than 2 also give improvement, while lesser powers do not .

Revitalizing the multivariate elliptical leptokurticnormal distribution and its application in modelbased clustering Stat. Probab. Lett. (IF 0.718) Pub Date : 20220801
Ryan P. BrowneWe derive an improved unimodality criteria for the elliptical multivariate leptokurticnormal (MLN) distribution. For finite mixtures of MLN, we prove identifiability. Then we provide a new estimation algorithm and show improvement over existing methods.

Moment estimates in the first Borel–Cantelli Lemma with applications to mean deviation frequencies Stat. Probab. Lett. (IF 0.718) Pub Date : 20220730
Luisa F. Estrada, Michael A. HögeleWe quantify the elementary Borel–Cantelli Lemma by higher moments of the overlap count statistic in terms of the weighted summability of the probabilities. Applications include mean deviation frequencies in the Strong Law and the Law of the Iterated Logarithm.

On the length of the shortest path in a sparse Barak–Erdős graph Stat. Probab. Lett. (IF 0.718) Pub Date : 20220725
Bastien Mallein, Pavel TesemnikovWe consider an inhomogeneous version of the Barak–Erdős graph, i.e. a directed Erdős–Rényi random graph on {1,…,n} with no loop. Given f a Riemannintegrable nonnegative function on [0,1]2 and γ>0, we define G(n,f,γ) as the random graph with vertex set {1,…,n} such that for each i

Approximating the magnetization in the Curie–Weiss model Stat. Probab. Lett. (IF 0.718) Pub Date : 20220725
Yingdong LuIn this paper, we quantify approximations to the magnetization, a key quantity for the Curie–Weiss model, via the Stein method for the Markov chain whose stationary distribution coincides with the Curie–Weiss model.

Berry–Esseen bound for a supercritical branching processes with immigration in a random environment Stat. Probab. Lett. (IF 0.718) Pub Date : 20220722
Xulan Huang, Yingqiu Li, Kainan XiangLet (Zn) be a supercritical branching process with immigration (Yn) in an independent and identically distributed environment ξ. We consider the rate of convergence of the normalized population Wn=Zn/E[Znξ] to its limit W, and establish a Berry–Esseen bound. Similar results are also obtained for Wn+k−Wn for each fixed positive integer k.

A jackknife empirical likelihood ratio test for strong mean inactivity time order Stat. Probab. Lett. (IF 0.718) Pub Date : 20220722
Litty Mathew, Anisha P., Sudheesh K. KattumannilWe propose a nonparametric test for testing strong mean inactivity time (SMIT) order. A jackknife empirical likelihood (JEL) ratio test for testing SMIT order is also developed. Monte Carlo simulation study show that the proposed test has good power against various alternatives. Finally, we illustrate our method using real data sets.

Uniform bounds for ruin probability in multidimensional risk model Stat. Probab. Lett. (IF 0.718) Pub Date : 20220722
Nikolai KriukovIn this paper we consider some generalisations of the classical ddimensional Brownian risk model. This contribution derives some nonasymptotic bounds for simultaneous ruin probabilities of interest. In addition, we obtain nonasymptotic bounds also for the case of general trend functions and convolutions of our original risk model.

Nonparametric regression with modified ReLU networks Stat. Probab. Lett. (IF 0.718) Pub Date : 20220721
Aleksandr Beknazaryan, Hailin SangWe consider regression estimation with modified ReLU neural networks in which network weight matrices are first modified by a function α before being multiplied by input vectors. We give an example of continuous, piecewise linear function α for which the empirical risk minimizers over the classes of modified ReLU networks with l1 and squared l2 penalties attain, up to a logarithmic factor, the minimax

Construction controllability for conformable fractional stochastic evolution system with noninstantaneous impulse and nonlocal condition Stat. Probab. Lett. (IF 0.718) Pub Date : 20220716
Hamdy M. AhmedConformable fractional stochastic differential equation with noninstantaneous impulse and Poisson jump via nonlocal condition is studied. Controllability for the considered problem is constructed. The required results are established based on fractional calculus, stochastic analysis, and Sadovskii’s fixed point theorem. Moreover, an example is provided to illustrate the applicability of the results

Recursive integral equations for random weights averages: Exponential functions and Cauchy distribution Stat. Probab. Lett. (IF 0.718) Pub Date : 20220712
A.R. SoltaniIn this article, firstly, we prove that functions of the form ϕ(x)=ecxI(−∞,0)(x)+ebxI[0,+∞)(x), c,b constants, are the only solutions to the integral equation ϕ(x)=∫01ϕ(ux)ϕ((1−u)x)du. This indeed gives the result of Van Asshe (1987) who used the Schwartz distribution theory to prove that for i.i.d X and Y, UX+(1−U)Y=dX if and only if X has a Cauchy distribution. Secondly, by looking into certain recursive

On exponential stability of nonautonomous stochastic differential equations with Markovian switching Stat. Probab. Lett. (IF 0.718) Pub Date : 20220706
Ky Q. Tran, Bich T.N. LeThis paper is devoted to exponential stability of a class of nonautonomous stochastic differential equations with Markovian switching. By making use the time inhomogeneous property of the drift and diffusion coefficients, we derive sufficient and verifiable conditions for moment exponential stability and almost sure exponential stability. The contribution of the Markovian switching and timeinhomogeneous

On Brascamp–Lieb and Poincaré type inequalities for generalized tempered stable distribution Stat. Probab. Lett. (IF 0.718) Pub Date : 20220705
Kalyan Barman, Neelesh S. UpadhyeIn this article, we obtain a Stein’s lemma for generalized tempered stable distribution. In particular, we derive a Stein operator for the class generalized tempered stable distributions and discuss its implications on the existing literature. Using this lemma, we obtain Brascamp–Lieb and Poincaré type inequalities for generalized tempered stable distribution.

Existence and uniqueness of solution for coupled fractional meanfield forward–backward stochastic differential equations Stat. Probab. Lett. (IF 0.718) Pub Date : 20220708
MyongGuk Sin, KyongIl Ri, KyongHui KimWe study a coupled fractional meanfield forward–backward stochastic differential equation (MFFBSDE), in which the coefficients involved could also depend upon the distribution of the solution (X, Y), and which contains a special structure η. We prove the existence and uniqueness of a solution of the fractional MFFBSDE by using the method of continuation.

Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances Stat. Probab. Lett. (IF 0.718) Pub Date : 20220707
Adrian RiekertWe consider a Markov chain on Rd with invariant measure μ. We are interested in the rate of convergence of the empirical measures towards the invariant measure with respect to various dual distances, including in particular the 1Wasserstein distance. The main result of this article is a new upper bound for the expected distance, which is proved by combining a Fourier expansion with a truncation argument

Strong uniform consistency of the Frequency Polygon density estimator for stable nonanticipative stochastic processes Stat. Probab. Lett. (IF 0.718) Pub Date : 20220706
Salim LardjaneThe author establishes a new mathematical expression for the Frequency Polygon. He uses it to prove the strong uniform consistency of the Frequency Polygon marginal density estimator for nonanticipative stationary stochastic processes which are stable in the sense of Wu (2005). He gives examples of several time series models for which this result is relevant.

Uniform concentration bounds for frequencies of rare events Stat. Probab. Lett. (IF 0.718) Pub Date : 20220706
Stéphane Lhaut, Anne Sabourin, Johan SegersNew Vapnik–Chervonenkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on the maximal deviation over classes of Borel sets within a low probability region. The constants are explicit, enabling numerical comparisons.

The elephant random walk with gradually increasing memory Stat. Probab. Lett. (IF 0.718) Pub Date : 20220705
Allan Gut, Ulrich StadtmüllerIn the simple random walk the steps are independent, viz., the walker has no memory. In contrast, in the elephant random walk (ERW), which was introduced by Schütz and Trimper (2004), the next step always depends on the whole path so far. Various authors have studied further properties of the ERW. In Gut and Stadtmüller (2021b) we studied the case when the Elephant remembers only a finite part of the

Stationary distributions and ergodicity of reflectiontype Markov chains Stat. Probab. Lett. (IF 0.718) Pub Date : 20220704
Yujie Liu, Minwen Niu, Dacheng Yao, Hanqin ZhangWe consider a reflectiontype Markov chain which is usually used to characterize some process features in stochastic control and operations management. The existence of its stationary distributions is established by proving it to be the Feller chain, and its ergodicity is obtained by constructing the small set. Furthermore, for the nonergodic case, the system dynamics are completely characterized

Identification of the outcome distribution and sensitivity analysis under weak confounder–instrument interaction Stat. Probab. Lett. (IF 0.718) Pub Date : 20220623
Lu MaoRecently, Wang and Tchetgen Tchetgen (2018) showed that the global average treatment effect is identifiable even in the presence of unmeasured confounders so long as they do not modify the instrument’s additive effect on the treatment. We use a simple and direct method to show that this nointeraction assumption allows identification of the entire outcome distribution, which leads to multiply robust

Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics Stat. Probab. Lett. (IF 0.718) Pub Date : 20220623
Huiyan Liu, Zhongquan TanIn this paper, we studied the limit properties of the point processes of exceedances by stationary dependent Gaussian random fields. Applying the obtained results, we investigated the asymptotic relations between the locations and heights of extreme order statistics for stationary dependent Gaussian random fields. It is shown that these asymptotic relations are not sensitive to the dependence of the

Stochastic comparison for elliptically contoured random fields Stat. Probab. Lett. (IF 0.718) Pub Date : 20220623
Tianshi Lu, Juan Du, Chunsheng MaThis paper presents necessary and sufficient conditions for the peakedness comparison and convex ordering between two elliptically contoured random fields about their centers. A somewhat surprising finding is that the peakedness comparison for the infinite dimensional case differs from the finite dimensional case. For example, a Student’s t distribution is known to be more heavytailed than a normal

The averaging method for doubly perturbed distribution dependent SDEs Stat. Probab. Lett. (IF 0.718) Pub Date : 20220618
Xiaocui Ma, Haitao Yue, Fubao XiThis work studies the averaging method for doubly perturbed distribution dependent SDEs, in which an approximation theorem is established. Using the fixed point theorem, we prove the wellposedness of doubly perturbed distribution dependent SDEs. Then we prove that the solutions of the original equations converge to those of the averaged equations in the sense of mean square and probability. Moreover

On multiple acceleration of reversible Markov chain Stat. Probab. Lett. (IF 0.718) Pub Date : 20220614
ChenWei Hua, TingLi ChenReversible chains such as Gibbs sampler and Metropolis Hasting are popular in Markov chain Monte Carlo algorithms. However, it has been shown that they can be easily improved by adding an antisymmetric perturbation. Since the perturbed Markov chain is no longer reversible, adding another antisymmetric perturbation is not guaranteed to be better. Chen and Hwang (2013) proposed a way for multiple acceleration

On the rate of convergence for the autocorrelation operator in functional autoregression Stat. Probab. Lett. (IF 0.718) Pub Date : 20220617
Alessia Caponera, Victor M. PanaretosWe consider the problem of estimating the autocorrelation operator of an autoregressive Hilbertian process. By means of a Tikhonov approach, we establish a general result that yields the convergence rate of the estimated autocorrelation operator as a function of the rate of convergence of the estimated lag zero and lag one autocovariance operators. The result is general in that it can accommodate any

Nonasymptotic subGaussian error bounds for hypothesis testing Stat. Probab. Lett. (IF 0.718) Pub Date : 20220617
Yanpeng Li, Boping TianUsing the subGaussian norm of the Bernoulli random variable, this paper presents the explicit and informative error lower bounds for binary and multiple hypothesis testing in terms of the KL divergence nonasymptotically. Some numerical comparisons are also demonstrated.

The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion Stat. Probab. Lett. (IF 0.718) Pub Date : 20220615
Xiangyu Gao, Jianqiao Wang, Yanxia Wang, Hongfu YangRecently, Hong et al. (2020) established the strong convergence rate of the backward Euler scheme for the Cox–Ingersoll–Ross (CIR) model driven by fractional Brownian motion with Hurst parameter H∈(1/2,1), which may effect the efficiency of computation. Taking advantage of being explicit and easily implementable, a positivity preserving explicit scheme is proposed in this paper. For overcoming the

On the Ttest Stat. Probab. Lett. (IF 0.718) Pub Date : 20220611
S.Y. NovakThe aim of this article is to show that the Ttest can be misleading. We argue that normal or Student’s approximation to the distribution L(tn) of Student’s statistic tn does not hold uniformly over the class Pn of samples {X1,…,Xn} from zeromean unitvariance bounded distributions. We present lower bounds to the corresponding error. We suggest a generalisation of the Ttest that allows for variability

On the second order fluctuations for minimal difference partitions Stat. Probab. Lett. (IF 0.718) Pub Date : 20220609
Guozheng Dai, Zhonggen SuThe class of minimal difference partitions MDP(q) is defined by the condition that successive parts in an integer partition differ from one another by at least q≥0. As an extension, Bogachev and Yakubovich (2020) introduced a variable MDPtype condition encoded by an integer sequence q→=qi and found the limit shape. Based on their work, we establish a central limit theorem for the fluctuations of parts

Some properties of 2type Markov branching processes with immigration and instantaneous resurrection Stat. Probab. Lett. (IF 0.718) Pub Date : 20220609
Weiwei Meng, Chengxun XiWe consider a modified 2type Markov branching processes incorporating with both immigration and instantaneous resurrection. We prove that if the sum of the immigration rates is finite then no such structure can exist. The existence criterion is presented for the case that the sum of the resurrection rates is infinite. We construct some equivalent criteria that are far easier to verify. The recurrence

Asymptotic distribution of the maximum interpoint distance for highdimensional data Stat. Probab. Lett. (IF 0.718) Pub Date : 20220609
Ping Tang, Rongrong Lu, Junshan XieLet X1,X2,…,Xn be a random sample coming from a pdimensional population with independent subexponential components. Denote the maximum interpoint Euclidean distance by Mn=max1≤i

Convexity and sublinearity of gexpectations Stat. Probab. Lett. (IF 0.718) Pub Date : 20220609
Ronglin Ji, Xuejun Shi, Shijie Wang, Jinming ZhouUnder the basic assumptions of gexpectations defined in Chen and Wang (2000), we establish the onetoone correspondence between generators of backward stochastic differential equations (BSDEs for short) and the convexity (resp. conditional convexity, Ftconvexity) of gexpectations, respectively. We also obtain the relationship between generators of BSDEs and the sublinearity (resp. conditional sublinearity

Limit theorems for dependent random variables with infinite means Stat. Probab. Lett. (IF 0.718) Pub Date : 20220609
Ismahen Bernou, Fakhreddine BoukhariWe investigate necessary and sufficient conditions for the convergence in probability of weighted averages of random variables with infinite means. The obtained results are valid for a wide range of dependence structures, they extend and improve the corresponding theorems of Adler (2012) and Nakata (2016), established in the independent case.

The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sublinear expectation Stat. Probab. Lett. (IF 0.718) Pub Date : 20220527
LiXin ZhangLet {Xn;n≥1} be a sequence of independent and identically distributed random variables on a sublinear expectation space (Ω,ℋ,Ê), Sn=X1+…+Xn. We consider the moments of maxn≥1Sn/2nloglogn. The sufficient and necessary conditions for the moments to be finite are given. As an application, we obtain the law of the iterated logarithm for moving average processes of independent and identically distributed

Moments of the first descending epoch for a random walk with negative drift Stat. Probab. Lett. (IF 0.718) Pub Date : 20220601
Sergey Foss, Timofei PrasolovWe consider the first descending ladder epoch τ=min{n≥1:Sn≤0} of a random walk Sn=∑1nξi,n≥1 with i.d.d. summands having a negative drift Eξ=−a<0. Let ξ+=max(0,ξ1). It is wellknown that, for any α>1, the finiteness of E(ξ+)α implies the finiteness of Eτα and, for any λ>0, the finiteness of Eexp(λξ+) implies that of Eexp(cτ) where c>0 is, in general, another constant that depends on the distribution

The disorder problem for diffusion processes with the εlinear and expected total miss criteria Stat. Probab. Lett. (IF 0.718) Pub Date : 20220601
B. BuonaguidiWe study the disorder problem for a timehomogeneous diffusion process. The aim is to determine an efficient detection strategy of the disorder time θ, at which the process changes its drift. We focus on the εlinear and the expected total miss criteria, where, unlike the well known linear penalty criterion, the expected penalty for an early/wrong detection of θ is expressed as the frequency of false

Saddlepoint approximations for the probability mass functions of some nonparametric test statistics Stat. Probab. Lett. (IF 0.718) Pub Date : 20220523
Cyrille JoutardWe give classical saddlepoint approximations for the probability mass functions of two nonparametric test statistics, the Kendall’s tau coefficient and the Wilcoxon signedrank statistic. Then, we provide numerical comparisons, by comparing the exact probabilities with the saddlepoint approximation, a large deviation local limit theorem, an Edgeworth expansion and a normal approximation.

Note on the delta method for finite population inference with applications to causal inference Stat. Probab. Lett. (IF 0.718) Pub Date : 20220521
Nicole E. PashleyThis work derives a finite population delta method. The delta method creates more general inference results when coupled with central limit theorem results for the finite population. This opens up a range of new estimators for which we can find finite population asymptotic properties. We focus on the use of this method to derive asymptotic distributional results and variance expressions for causal

On the convergence rate of the “outoforder” block Gibbs sampler Stat. Probab. Lett. (IF 0.718) Pub Date : 20220517
Zhumengmeng Jin, James P. HobertA seemingly harmless reordering of the steps in a block Gibbs sampler can actually lead to a change in the invariant distribution. It is shown that, despite the altered invariant distribution, the “outoforder” block Gibbs sampler converges at the same rate as the original block Gibbs Markov chain.

The Marcinkiewicz–Zygmund law of large numbers for exchangeable arrays Stat. Probab. Lett. (IF 0.718) Pub Date : 20220516
Laurent Davezies, Xavier D’Haultfœuille, Yannick GuyonvarchWe show a Marcinkiewicz–Zygmund law of large numbers for jointly, dissociated exchangeable arrays, in Lr (r∈(0,2)) and almost surely. Then, we obtain a law of iterated logarithm for such arrays under a weaker moment condition than the existing one.

Closure of beta and Dirichlet distributions under discrete mixing Stat. Probab. Lett. (IF 0.718) Pub Date : 20220512
N. Balakrishnan, M.C. JonesWe identify a general approach to the construction of discrete mixtures of beta distributions that are themselves beta distributions, and explore a number of examples. The approach extends to discrete mixtures of transformed beta – socalled ‘betaG’ – distributions that are themselves betaG distributions, and to discrete mixtures of Dirichlet distributions that are Dirichlet distributions. Along

Confidence intervals for discrete loglinear models when MLE doesn’t exist Stat. Probab. Lett. (IF 0.718) Pub Date : 20220507
Nanwei Wang, Hélène Massam, Qiong LiThe aim of this paper is to provide a methodology and MATLAB programs to compute confidence intervals for the cell probability parameters in a highdimensional discrete loglinear model when the maximum likelihood estimate of these parameters does not exist. To do so, we use the geometry of exponential families as well as recent methodology to identify the submodel for which the maximum likelihood

The cover time of a (multiple) Markov chain with rational transition probabilities is rational Stat. Probab. Lett. (IF 0.718) Pub Date : 20220507
John SylvesterThe cover time of a Markov chain on a finite state space is the expected time until all states are visited. We show that if the cover time of a discretetime Markov chain with rational transitions probabilities is bounded, then it is a rational number. The result is proved by relating the cover time of the original chain to the hitting time of a set in another higher dimensional chain. We prove this

On the maximum of random assignment process Stat. Probab. Lett. (IF 0.718) Pub Date : 20220507
M.A. Lifshits, A.A. TadevosianWe describe the behavior of the maximum’s expectation for the random assignment process associated to a large square matrix with i.i.d. entries. Under mild assumptions on the underlying distribution, the answer is expressed in terms of its quantile function.

Ensemble Kalman inversion for general likelihoods Stat. Probab. Lett. (IF 0.718) Pub Date : 20220507
Samuel Duffield, Sumeetpal S. SinghIn this letter we generalise Ensemble Kalman inversion techniques to general Bayesian models where previously they were restricted to additive Gaussian likelihoods — all in the difficult setting where the likelihood can be sampled from, but its density not necessarily evaluated.

Asymptotic efficiency of some nonparametric tests for location on hyperspheres Stat. Probab. Lett. (IF 0.718) Pub Date : 20220507
Sophie DaboNiang, Baba Thiam, Thomas VerdeboutIn the present paper, we show that several classical nonparametric tests for multivariate location in the Euclidean case can be adapted to nonparametric tests for the location problem on hyperspheres. The tests we consider are spatial signedrank tests for location on hyperspheres. We compute the asymptotic powers of the latter tests in the classical rotationally symmetric case. In particular, we show

Hoeffding and Bernstein inequalities for Ustatistics without replacement Stat. Probab. Lett. (IF 0.718) Pub Date : 20220504
Jianhang Ai, Ondřej Kuželka, Yuyi WangConcentration inequalities quantify random fluctuations of functions of random variables, typically by bounding the probability that such a function differs from its expected value by more than a certain amount. In this paper, we extend Hoeffding’s inequality and Bernstein’s inequality for Ustatistics to the setting of sampling without replacement from a finite population.

A refined randomized concentration inequality Stat. Probab. Lett. (IF 0.718) Pub Date : 20220429
Xiaoyu Lei, QiMan ShaoLet ξ1,ξ2,…,ξn be independent random variables with Eξi=0 and ∑i=1nEξi2=1 and let Δ=Δ(ξ1,…,ξn). Set W=∑i=1nξi. In this note we prove that P(W≤Δ)−EΦ(Δ)≤36∑i=1nEξi2min(1,ξi)+24∑i=1n‖ξi‖2‖Δ−Δ(i)‖2, where Δ(i) is any random variable that doesn’t depend on ξi. The result leads to a refined Berry–Esseen inequality for nonlinear statistics W+Δ as well as a refined concentration inequality for P(W≤Δ2)−P(W≤Δ1)

Skew Brownian motion with dry friction: Joint density approach Stat. Probab. Lett. (IF 0.718) Pub Date : 20220426
Alexander Gairat, Vadim ShcherbakovThis note concerns the distribution of Skew Brownian motion with dry friction and its occupation time. These distributions were obtained in Berezin and Zayats (2019) by using the Laplace transform and joint characteristic functions. We provide an alternative approach, which is based on the use of the joint density for Skew Brownian motion, its last visit to the origin, its local and occupation times

On Samuel’s pvalue model and the Simes test under dependence Stat. Probab. Lett. (IF 0.718) Pub Date : 20220420
Peihan Xiong, Taizhong HuThe conservativeness of the Simes test under dependence is a key issue in developing many other new test procedures and new error rate criteria. In this paper, we consider several pvariable models and investigate the validity and failure conditions of the Simes test under these models. The main results have some impact on testing concerns and can give us some insight on the interaction between validity

Correction to the paper “Construction of some slevel regular designs with general minimum lowerorder confounding” [Statist. Probab. Lett. 167 (2020) 108897] Stat. Probab. Lett. (IF 0.718) Pub Date : 20220416
Tianfang Zhang, Guoqian Cai, Zhiming LiThe condition of Theorem 6 in Li et al. (2020) is invalid for a design having general minimumlower confounding (GMC) property. The purpose of the note is to correct the result and propose the right condition. The correction has no effect on the main text of Li et al. (2020).

RDS free CLT for spiked eigenvalues of highdimensional covariance matrices Stat. Probab. Lett. (IF 0.718) Pub Date : 20220412
Yan Liu, Zhidong Bai, Hua Li, Jiang Hu, Zhihui Lv, Shurong ZhengIn this paper, we extend the CLT for sample spiked eigenvalues in the generalized spiked covariance model proposed in Jiang and Bai (2021a) to the case where RDS is considered free, i.e., except for an upper limit of the RDS to guarantee that the spiked eigenvalue is distant, there is no limit for p/n, which is the Ratio of Dimension to sample Size (RDS). Therefore, the choice of dimensionality and

Intermittency in the smalltime behavior of Lévy processes Stat. Probab. Lett. (IF 0.718) Pub Date : 20220412
Danijel GrahovacIn this paper we consider convergence of moments in the smalltime limit theorems for Lévy processes. We provide precise asymptotics for all the absolute moments of positive order. The convergence of moments in limit theorems holds typically only up to some critical moment order and higher order moments decay at different rate. Such behavior is known as intermittency and has been encountered in some

Biascorrection of some estimators in the INAR(1) process Stat. Probab. Lett. (IF 0.718) Pub Date : 20220412
Xiaoqiang Zeng, Yoshihide KakizawaA class of estimators in the firstorder nonnegative integervalued autoregressive process is considered, which contains the Yule–Walker, Burg, and method of moment estimators. Biascorrection and higherorder mean squared error comparison are studied. Some simulations demonstrate that the biascorrection works well.

Exponential and related probability distributions on symmetric matrices Stat. Probab. Lett. (IF 0.718) Pub Date : 20220411
Abdelhamid Hassairi, Amel RoulaPursuing the study initiated in Hassairi and Roula (2019), we show in the present paper that the reliability function of a probability distribution on the cone Ω of positive definite symmetric matrices characterizes the distribution without any invariance condition. We also show that the characterization of the exponential probability distribution on Ω by a memoryless property holds without assuming

Algorithm for the product of Jack polynomials and its application to the sphericity test Stat. Probab. Lett. (IF 0.718) Pub Date : 20220411
Koki Shimizu, Hiroki HashiguchiWe derive the distribution of a ratio of the largest and smallest eigenvalues of a singular betaWishart matrix. We propose an algorithm for calculating the product of Jack polynomials. Numerical computation for the derived distributions is performed using the algorithm.