: In this paper, a novel approach to the problem of estimating the heavy–tail exponent α > 0 of a distribution is proposed. It is based on the fact that block–maxima of siz...
For estimating parameters in an unstable AR(2) model, the paper proposes a sequential least squares estimate with a special stopping time defined by the trace of the observed Fis...
In this work we provide a new methodology for comparing regression functions m1 and m2 from two samples. Since apart from smoothness no other (parametric) assumptions are required...
In this paper we consider several multivariate extensions of comonotonicity. We show that naive extensions do not enjoy some of the main properties of the univariate concept. In o...
Using Fourier analysis, we prove that the limiting distribution of the standardized random number of comparisons used by Quicksort to sort an array of n numbers has an everywhere ...
In this paper we consider bounded real-valued functions over the discrete cube, f : {-1, 1}n [-1, 1]. Such functions arise naturally in theoretical computer science, combinatorics...
Irit Dinur, Ehud Friedgut, Guy Kindler, Ryan O'Don...