3 problems

Permutation bootstrap consistency conjecture for the max self-similarity estimator
Let $X(1),\ldots,X(N)$ be an i.i.d. sample, and let $\widehat H_i$ , $i=1,\ldots,M$ , be a permutation bootstrap sample of the estimator $\widehat H(j_1,j_2)$ . Let the scales $j_1$ ,…
openFrom papersbootstrap heavy-tails statistical-inference
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3
Universal optimality of the logarithmic coordinate for heavy tails
Let $\mathcal{P}$ be a distribution family on $(0,\infty)$ whose members have power-law tails satisfying $P(X>x)\sim x^{-\alpha}$ for some $\alpha>0$ . Let the logarithmic coordinat…
openFrom papersconcentration-of-measure heavy-tails robust-statistics
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5
Heavy-tail conjecture for unbounded signal power in SIR models
Heavy-tail conjecture.
openFrom papersheavy-tails sir-asymptotics wireless-networks
0 responses
7

Permutation bootstrap consistency conjecture for the max self-similarity estimator