4 problems
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Conjecture on monotonicity of the linearized population mean for grouped exponential data
Monotonicity conjecture. The function is strictly increasing.
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Conjecture on the proper scaling of tail-index estimators
Proper-scaling conjecture. The proper scaling is , and this scaling yields the same limit as in the second regime, namely
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Asymptotic conjecture for the minimum-distance Hill estimator under a Pareto break
Asymptotic conjecture for the minimum-distance Hill estimator. The pair consisting of the selected threshold fraction and the rescaled Hill-estimator error converges weakly:
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General inconsistency conjecture for tail-index posteriors in DPM and NRM models
The discussion concerns Dirichlet process mixture (DPM) and normalized random measure (NRM) models for Bayesian kernel mixtures, and the posterior distribution is studied for consi…