Primitive sequences obtained from iterated antiderivatives of the CDF are homeomorphic to probability measures on compact intervals, equivalent to factorial-rescaled moments of the reflected variable, and yield sharp bounds on functionals when the first m terms are fixed.
and Sheu, Chyong-Hwa, year = 1991, month = sep
5 Pith papers cite this work. Polarity classification is still indexing.
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The profile maximum likelihood estimator for the location in anisotropic hyperbolic wrapped normal models is strongly consistent, asymptotically normal, and attains the Hájek-Le Cam minimax lower bound under squared geodesic loss.
Sufficient conditions are given for pseudo-likelihood estimation of both parameters in the Potts model at rate sqrt(N) for bounded-degree or irregular graphs, with impossibility shown for certain dense regular graphs, plus a new concentration inequality via nonlinear large deviations.
Joint location-scale minimization for geometric medians on product manifolds degenerates to marginal medians, and three new scale-selection methods restore identifiability with asymptotic guarantees.
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Primitive Sequences for Probability Measures on Compact Intervals
Primitive sequences obtained from iterated antiderivatives of the CDF are homeomorphic to probability measures on compact intervals, equivalent to factorial-rescaled moments of the reflected variable, and yield sharp bounds on functionals when the first m terms are fixed.
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Profile Likelihood Inference for Anisotropic Hyperbolic Wrapped Normal Models on Hyperbolic Space
The profile maximum likelihood estimator for the location in anisotropic hyperbolic wrapped normal models is strongly consistent, asymptotically normal, and attains the Hájek-Le Cam minimax lower bound under squared geodesic loss.
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Joint Estimation in Potts Model
Sufficient conditions are given for pseudo-likelihood estimation of both parameters in the Potts model at rate sqrt(N) for bounded-degree or irregular graphs, with impossibility shown for certain dense regular graphs, plus a new concentration inequality via nonlinear large deviations.
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Scale selection for geometric medians on product manifolds
Joint location-scale minimization for geometric medians on product manifolds degenerates to marginal medians, and three new scale-selection methods restore identifiability with asymptotic guarantees.
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Interpretable Quantile Regression by Optimal Decision Trees
A novel algorithm learns sets of optimal quantile regression trees to predict full conditional distributions interpretably and efficiently.