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TIT
2011
134views more  TIT 2011»
13 years 5 months ago
Estimating Heavy-Tail Exponents Through Max Self-Similarity
: 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...
Stilian Stoev, George Michailidis, Murad S. Taqqu
MA
2010
Springer
147views Communications» more  MA 2010»
13 years 9 months ago
On asymptotic normality of sequential LS-estimate for unstable autoregressive process AR(2)
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...
Leonid Galtchouk, Victor Konev
MA
2010
Springer
135views Communications» more  MA 2010»
13 years 9 months ago
Nonparametric comparison of regression functions
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...
Ramidha Srihera, Winfried Stute
MA
2010
Springer
110views Communications» more  MA 2010»
13 years 9 months ago
Multivariate comonotonicity
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...
Giovanni Puccetti, Marco Scarsini
CORR
2000
Springer
71views Education» more  CORR 2000»
13 years 10 months ago
Smoothness and decay properties of the limiting Quicksort density function
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 ...
James Allen Fill, Svante Janson
STOC
2006
ACM
130views Algorithms» more  STOC 2006»
14 years 11 months ago
On the fourier tails of bounded functions over the discrete cube
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...