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The UNESCO Institute for Statistics (UIS) is the statistical branch of the United Nations Educational, Scientific and Cultural Organisation (UNESCO). The Institute produces the data and methodologies ...
Estimating Tail Probabilities in Queues via Extremal Statistics
Extreme values queues regenerative processes rare events estimation asymptotics
2015/7/8
We study the estimation of tail probabilities in a queue via a semi-parametric estimator based on the maximum value of the workload, observed over the sampled time interval. Logarithmic consistency an...
A general approach to the joint asymptotic analysis of statistics from sub-samples
Empirical processes sub-sampling,self-normalization change point weak con-vergence Time series compact differentiability
2013/6/14
In time series analysis, statistics based on collections of estimators computed from sub-samples play a crucial role in an increasing variety of important applications. Proving results about the joint...
We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary the result extends to samples with ties, and the vector...
CLT for linear spectral statistics of random matrix $S^{-1}T$
CLT linear spectral statistics random matrix $S^{-1}T$
2013/6/13
This paper proposes a CLT for linear spectral statistics of random matrix $S^{-1}T$ for a general non-negative definite and {\bf non-random} Hermitian matrix $T$.
A Note on Central Limit Theorems for Linear Spectral Statistics of Large Dimensional F-matrix
Linear spectral statistics central limit theorem centralized sample covari-ance matrix centralizedF-matrix simplified sample covariance matrix simplified F-matrix
2013/6/13
Sample covariance matrix and multivariate $F$-matrix play important roles in multivariate statistical analysis. The central limit theorems {\sl (CLT)} of linear spectral statistics associated with the...
A CLT for Information-theoretic statistics of Non-centered Gram random matrices
Random Matrix Spectral measure Stieltjes Transform
2011/7/19
In this article, we study the fluctuations of the random variable: $$ {\mathcal I}_n(\rho) = \frac 1N \log\det(\Sigma_n \Sigma_n^* + \rho I_N),\quad (\rho>0) $$ where $\Sigma_n= n^{-1/2} D_n^{1/2} X_n...
Riemannian statistics geometry: A counterpart approach of inference geometry
Geometrical Methods in Statistics
2011/7/19
Riemannian statistics geometry is proposed in this work as a counterpart approach of inference geometry.
A procedure for the change point problem in parametric models based on phi-divergence test-statistics
Change point Information criterion Divergence Wald test-statistic
2011/7/19
This paper studies the change point problem for a general parametric, univariate or multivariate family of distributions.
Generalized Likelihood Ratio Statistics and Uncertainty Adjustments in Efficient Adaptive Design of Clinical Trials
Hoeffding’s information bound Internal pilot Kullback-Leibler information Modified Haybittle-Peto test Multiparameter exponential family Sample size re-estimation
2011/6/20
A new approach to adaptive design of clinical trials is proposed in a general multi-
parameter exponential family setting, based on generalized likelihood ratio statistics and optimal
sequential tes...
Missing Data Imputation and Corrected Statistics for Large-Scale Behavioral Databases
missing data imputation statistics corrected for missing data item performance behavioral databases model goodness of fit
2011/3/22
This paper presents a new methodology to solve problems resulting from missing data in large-scale item performance behavioral databases. Useful statistics corrected for missing data are described, an...
Statistics of statisticians: Critical mass of statistics and operational research groups in the UK
Critical mass of statistics operational research groups statisticians
2011/3/24
Using a recently developed model, inspired by mean field theory in statistical physics, and data from the UK's Research Assessment Exercise, we analyse the relationship between the quality of statisti...
Non-Gaussian gravitational clustering field statistics
Cosmology and Extragalactic Astrophysics (astro-ph.CO) Statistics Theory (math.ST)
2010/12/17
In this work we investigate the multivariate statistical description of the matter distribution in the nonlinear regime. We introduce the multivariate Edgeworth expansion of the lognormal distribution...
It is always a pleasure to hear Brad Efron’s thoughts on the next century of statistics, especially considering the huge influence he has had on the field’s present state and future directions, both i...
It is an honor to comment on Prof. Efron’s latest contribution to the merging of frequentist and Bayesian thinking into a harmonious (even if not strictly coherent) statistical viewpoint.