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In this article, we study the fluctuations of the random variable: $$ {\mathcal I}_n(\rho) = \frac 1N \log\det(\Sigma_n \Sigma_n^* + \rho I_N),\quad (\rho>0) $$ where $\Sigma_n= n^{-1/2} D_n^{1/2} X_n...
This paper studies the change point problem for a general parametric, univariate or multivariate family of distributions.
This paper presents a new methodology to solve problems resulting from missing data in large-scale item performance behavioral databases. Useful statistics corrected for missing data are described, an...
Using a recently developed model, inspired by mean field theory in statistical physics, and data from the UK's Research Assessment Exercise, we analyse the relationship between the quality of statisti...
We prove the law of large numbers for U-statistics whose underlying sequence of random variables satisfies an absolute regularity condition ($beta$-mixing condition) under suboptimal conditions.
The product of subsequent partial sums of independent, identically distributed, square integrable, positive random variables is asymptotically lognormal. The result extends in a rather routine way to ...

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