Bootstrapping the error of Oja's algorithm
We consider the problem of quantifying uncertainty for the estimation error of the leading
eigenvector from Oja's algorithm for streaming principal component analysis, where the data …
eigenvector from Oja's algorithm for streaming principal component analysis, where the data …
High-dimensional analysis of variance in multivariate linear regression
In this paper, we develop a systematic theory for high-dimensional analysis of variance in
multivariate linear regression, where the dimension and the number of coefficients can both …
multivariate linear regression, where the dimension and the number of coefficients can both …
A bootstrap hypothesis test for high-dimensional mean vectors
A Giessing, J Fan - arXiv preprint arXiv:2309.01254, 2023 - arxiv.org
This paper is concerned with testing global null hypotheses about population mean vectors
of high-dimensional data. Current tests require either strong mixing (independence) …
of high-dimensional data. Current tests require either strong mixing (independence) …
Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls
X Fang, Y Koike - arXiv preprint arXiv:2009.00339, 2020 - arxiv.org
We prove the large-dimensional Gaussian approximation of a sum of $ n $ independent
random vectors in $\mathbb {R}^ d $ together with fourth-moment error bounds on convex …
random vectors in $\mathbb {R}^ d $ together with fourth-moment error bounds on convex …
On the phase transition of Wilks' phenomenon
Wilks' theorem, which offers universal chi-squared approximations for likelihood ratio tests,
is widely used in many scientific hypothesis testing problems. For modern datasets with …
is widely used in many scientific hypothesis testing problems. For modern datasets with …
Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls
X Fang, Y Koike - The Annals of Applied Probability, 2024 - projecteuclid.org
We prove the large-dimensional Gaussian approximation of a sum of n independent random
vectors in R d together with fourth-moment error bounds on convex sets and Euclidean balls …
vectors in R d together with fourth-moment error bounds on convex sets and Euclidean balls …
Modelling of raindrop size distribution using optimized kernel fuzzy c-means clustering algorithm
M Sivagami, R Dhoot, S Agrawal, S Kumar… - Theoretical and Applied …, 2025 - Springer
Abstract The Drop Size Distribution (DSD) has been modelled, and the dataset is being fitted
using exponential, gamma, and lognormal distribution approaches. The existing Gaussian …
using exponential, gamma, and lognormal distribution approaches. The existing Gaussian …
Digitalization of BSR in the recession
E Chytilová, M Talíř - Management Science Letters, 2024 - growingscience.com
Digitalization of BSR (buyer supplier relationship) is generally one of the effective tools to
strengthen the supply chain. This study aims to establish the correlations between the …
strengthen the supply chain. This study aims to establish the correlations between the …
[HTML][HTML] A High-Dimensional Cramér–von Mises Test
D Zhang, M Xu - Mathematics, 2024 - mdpi.com
The Cramér–von Mises test provides a useful criterion for assessing goodness of fit in
various problems. In this paper, we introduce a novel Cramér–von Mises-type test for testing …
various problems. In this paper, we introduce a novel Cramér–von Mises-type test for testing …
Bootstrap prediction intervals with asymptotic conditional validity and unconditional guarantees
Y Zhang, DN Politis - Information and Inference: A Journal of the …, 2023 - academic.oup.com
It can be argued that optimal prediction should take into account all available data.
Therefore, to evaluate a prediction interval's performance one should employ conditional …
Therefore, to evaluate a prediction interval's performance one should employ conditional …