7 problems
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Boundary regularity conjecture for Hawkes-process resolvent functions
Boundary regularity conjecture. For every , there exists a version of that is continuous at and at . Moreover, there exist…
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Simulation-based confidence intervals after semiparametric adaptive stopping
The procedure discussed above concerns inference after adaptive data collection in a contextual bandit with stopping time : one simulates the limiting stopping-time distribut…
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Semiparametric efficient score conjecture for contextual best-arm identification
Let and . Let denote the loss for arm at time horizon , and let the semiparametric efficient score functio…
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Conjecture that bandwidth two increases estimator variance
Let be the bandwidth parameter used in the ordinary least-squares regression for estimating the fractal index , and let mean that the estimator uses only the two p…
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Failure of the standard nonparametric bootstrap under alternative asymptotics
Bootstrap failure conjecture. The standard nonparametric bootstrap will also fail to provide valid inference for other alternative asymptotics frameworks.
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Asymptotic efficiency of rank-likelihood maximum likelihood estimators
Let a Gaussian copula model be estimated from observations using the likelihood determined by their ranks, and let the corresponding maximum likelihood estimator be the maximizer o…
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Equivalence and efficiency of the Chatterjee–Carroll estimator
Equivalence and efficiency conjecture. The estimator in Chatterjee and Carroll is equivalent to the method proposed here and is therefore also efficient.