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Asymptotic study of canonical correlation analysis: from matrix and analytic approach to operator and tensor approach.

Jeanne Fine (2003)


Asymptotic study of canonical correlation analysis gives the opportunity to present the different steps of an asymptotic study and to show the interest of an operator and tensor approach of multidimensional asymptotic statistics rather than the classical, matrix and analytic approach. Using the last approach, Anderson (1999) assumes the random vectors to have a normal distribution and the non zero canonical correlation coefficients to be distinct. The new approach we use, Fine (2000), is coordinate-free,...

Bayesian analysis of structural change in a distributed Lag Model (Koyck Scheme)

Arvin Paul B. Sumobay, Arnulfo P. Supe (2014)

Discussiones Mathematicae Probability and Statistics

Structural change for the Koyck Distributed Lag Model is analyzed through the Bayesian approach. The posterior distribution of the break point is derived with the use of the normal-gamma prior density and the break point, ν, is estimated by the value that attains the Highest Posterior Probability (HPP). Simulation study is done using R. Given the parameter values ϕ = 0.2 and λ = 0.3, the full detection of the structural change when σ² = 1 is generally attained at ν + 1. The after...

Commutative nonstationary stochastic fields

Hatamleh Ra'ed (2002)

Archivum Mathematicum

The present paper is devoted to further development of commutative nonstationary field themes; the first studies in this area were performed by K. Kirchev and V. Zolotarev [4, 5]. In this paper a more complicated variant of commutative field with nonstationary rank 2, carrying into more general situation for correlation function is studied. A condition of consistency (see (7) below) for commutative field is placed in the basis of the method proposed in [4, 5] and developed in this paper. The following...

Consistency of the LSE in Linear regression with stationary noise

Guy Cohen, Michael Lin, Arkady Tempelman (2004)

Colloquium Mathematicae

We obtain conditions for L₂ and strong consistency of the least square estimators of the coefficients in a multi-linear regression model with a stationary random noise. For given non-random regressors, we obtain conditions which ensure L₂-consistency for all wide sense stationary noise sequences with spectral measure in a given class. The condition for the class of all noises with continuous (i.e., atomless) spectral measures yields also L p -consistency when the noise is strict sense stationary with...

Dynamics and density evolution in piecewise deterministic growth processes

Michael C. Mackey, Marta Tyran-Kamińska (2008)

Annales Polonici Mathematici

A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence of a unique stationary density and give sufficient conditions for asymptotic stability.

Markov operators and n-copulas

P. Mikusiński, M. D. Taylor (2009)

Annales Polonici Mathematici

We extend the definition of Markov operator in the sense of J. R. Brown and of earlier work of the authors to a setting appropriate to the study of n-copulas. Basic properties of this extension are studied.

Nonparametric recursive aggregation process

Elena Tsiporkova, Veselka Boeva (2004)


In this work we introduce a nonparametric recursive aggregation process called Multilayer Aggregation (MLA). The name refers to the fact that at each step the results from the previous one are aggregated and thus, before the final result is derived, the initial values are subjected to several layers of aggregation. Most of the conventional aggregation operators, as for instance weighted mean, combine numerical values according to a vector of weights (parameters). Alternatively, the MLA operators...

On some alternative forms equivalent to Kruskal's condition for OLSE to be BLUE.

Gabriela Beganu (2007)


The necessary and sufficient condition for the ordinary least squares estimators (OLSE) to be the best linear unbiased estimators (BLUE) of the expected mean in the general univariate linear regression model was given by Kruskal (1968) using a coordinate-free approach. The purpose of this article is to present in the same manner some alternative forms of this condition and to prove two of the Haberman’s equivalent conditions in a different and simpler way. The results obtained in the general univariate...

Penalized estimators for non linear inverse problems

Jean-Michel Loubes, Carenne Ludeña (2010)

ESAIM: Probability and Statistics

In this article we tackle the problem of inverse non linear ill-posed problems from a statistical point of view. We discuss the problem of estimating an indirectly observed function, without prior knowledge of its regularity, based on noisy observations. For this we consider two approaches: one based on the Tikhonov regularization procedure, and another one based on model selection methods for both ordered and non ordered subsets. In each case we prove consistency of the estimators and show...

Rough paths via sewing Lemma

Laure Coutin (2012)

ESAIM: Probability and Statistics

We present the rough path theory introduced by Lyons, using the swewing lemma of Feyel and de Lapradelle.

Sharp estimates for the Ornstein-Uhlenbeck operator

Giancarlo Mauceri, Stefano Meda, Peter Sjögren (2004)

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze

Let be the Ornstein-Uhlenbeck operator which is self-adjoint with respect to the Gauss measure γ on d . We prove a sharp estimate of the operator norm of the imaginary powers of on L p ( γ ) , 1 < p < ...

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