5 problems

The multiple-predictor null is $H_0: \beta_{1,K}=\cdots=\beta_{K,K}=0$, while the reparameterized scalar null is $H_0: \beta=0$ under the restriction…

Inconsistency threshold conjecture. We conjecture that $d\gtrsim \sqrt{n}$ is the threshold for inconsistency, and that

Let $X_t$ be the covariate vector for agent $t$ and let $\beta^{\left(0\right)}$ be the initial parameter value. An ordering of the agents with $y_t=1$ determines the order in whic…

Let $Y$, $X$, and $Z$ be random variables inducing laws $P_Y$, $P_X$, and $P_Z$ on the sets $\mathcal{X}$, $\mathcal{Y}$, and $\mathcal{Z}$, where $P_Z$ and $P_Y$ are general proba…

Let $\varpi$ denote the truncation parameter in the estimator for the discontinuous leverage effect, and suppose the estimator is considered under the assumptions and finite-jump-a…