Saved in:
| Main Authors: | Das, Nabaneet, Bhandari, Subir K. |
|---|---|
| Format: | Preprint |
| Published: |
2019
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/1908.02193 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Estimation of Proportion of Null Hypotheses Under Dependence
by: Das, Nabaneet
Published: (2024)
by: Das, Nabaneet
Published: (2024)
Some Results on Generalized Familywise Error Rate Controlling Procedures under Dependence
by: Dey, Monitirtha, et al.
Published: (2025)
by: Dey, Monitirtha, et al.
Published: (2025)
Asymptotically Optimal Sequential Multiple Testing Procedures for Correlated Normal
by: Dey, Monitirtha, et al.
Published: (2023)
by: Dey, Monitirtha, et al.
Published: (2023)
To Study Properties of a Known Procedure in Adaptive Sequential Sampling Design
by: Kundu, Sampurna, et al.
Published: (2024)
by: Kundu, Sampurna, et al.
Published: (2024)
An Efficient Adaptive Sequential Procedure for Simple Hypotheses with Expression for Finite Number of Applications of Less Effective Treatment
by: Kundu, Sampurna, et al.
Published: (2025)
by: Kundu, Sampurna, et al.
Published: (2025)
Cumulants of multiinformation density in the case of a multivariate normal distribution
by: Marrelec, Guillaume, et al.
Published: (2019)
by: Marrelec, Guillaume, et al.
Published: (2019)
A family of consistent normally distributed tests for Poissonity
by: Di Noia, Antonio, et al.
Published: (2021)
by: Di Noia, Antonio, et al.
Published: (2021)
The Berry-Esseen Bound for High-dimensional Self-normalized Sums
by: Chang, Woonyoung, et al.
Published: (2025)
by: Chang, Woonyoung, et al.
Published: (2025)
Estimating the normal-inverse-Wishart distribution
by: So, Jonathan
Published: (2024)
by: So, Jonathan
Published: (2024)
Estimating ordered variance of two scale mixture of normal distributions
by: Bajpai, Shrajal, et al.
Published: (2026)
by: Bajpai, Shrajal, et al.
Published: (2026)
Multivariate normality test based on the uniform distribution on the Stiefel manifold
by: Shimizu, Koki, et al.
Published: (2026)
by: Shimizu, Koki, et al.
Published: (2026)
The projected isotropic normal distribution with applications in neuroscience
by: Mardia, Kanti V., et al.
Published: (2026)
by: Mardia, Kanti V., et al.
Published: (2026)
Joint distribution properties of Fully Conditional Specification under the normal linear model with normal inverse-gamma priors
by: Cai, Mingyang, et al.
Published: (2022)
by: Cai, Mingyang, et al.
Published: (2022)
Quantum spin glasses and Sachdev-Ye-Kitaev models
by: Sachdev, Subir
Published: (2024)
by: Sachdev, Subir
Published: (2024)
On the maximal correlation coefficient for the bivariate Marshall Olkin distribution
by: Bücher, Axel, et al.
Published: (2024)
by: Bücher, Axel, et al.
Published: (2024)
Coarsening in the Long-range Ising Model with Conserved Dynamics
by: Ghosh, Soumik, et al.
Published: (2024)
by: Ghosh, Soumik, et al.
Published: (2024)
Asymptotic universal moment matching properties of normal distributions
by: Liu, Xuan
Published: (2025)
by: Liu, Xuan
Published: (2025)
Ordering results for random maxima and minima from two dependent Kumaraswamy generalized distributed samples
by: Das, Sangita, et al.
Published: (2025)
by: Das, Sangita, et al.
Published: (2025)
A mixture of a normal distribution with random mean and variance -- Examples of inconsistency of maximum likelihood estimates
by: Ritov, Ya'acov
Published: (2024)
by: Ritov, Ya'acov
Published: (2024)
Limiting spectral distributions of large consistent rank correlation matrices
by: Dong, Zhaorui, et al.
Published: (2026)
by: Dong, Zhaorui, et al.
Published: (2026)
Teachable normal approximations to binomial and related probabilities or confidence bounds
by: Mattner, Lutz
Published: (2025)
by: Mattner, Lutz
Published: (2025)
Specification tests for normal/gamma and stable/gamma stochastic frontier models based on empirical transforms
by: Papadimitriou, Christos K., et al.
Published: (2022)
by: Papadimitriou, Christos K., et al.
Published: (2022)
Expansion of net correlations in terms of partial correlations
by: Arenaza, Bautista, et al.
Published: (2024)
by: Arenaza, Bautista, et al.
Published: (2024)
Sharp Empirical Bernstein Bounds for the Variance of Bounded Random Variables
by: Martinez-Taboada, Diego, et al.
Published: (2025)
by: Martinez-Taboada, Diego, et al.
Published: (2025)
Double shrinkage priors for a normal mean matrix
by: Matsuda, Takeru, et al.
Published: (2023)
by: Matsuda, Takeru, et al.
Published: (2023)
The skew-symmetric-Laplace-uniform distribution
by: Lohot, Raju. K., et al.
Published: (2024)
by: Lohot, Raju. K., et al.
Published: (2024)
Bounding Conditional Value-at-Risk via Auxiliary Distributions with Bounded Discrepancies
by: Pariente, Yaacov, et al.
Published: (2025)
by: Pariente, Yaacov, et al.
Published: (2025)
Unidimensional factor models imply weaker partial correlations than zero-order correlations
by: van Bork, Riet, et al.
Published: (2016)
by: van Bork, Riet, et al.
Published: (2016)
Tail Bounds for Canonical $U$-Statistics and $U$-Processes with Unbounded Kernels
by: Chakrabortty, Abhishek, et al.
Published: (2025)
by: Chakrabortty, Abhishek, et al.
Published: (2025)
Singularities in bivariate normal mixtures
by: Kabata, Yutaro, et al.
Published: (2024)
by: Kabata, Yutaro, et al.
Published: (2024)
Quicker flocking in aligning active matters for noisier beginning
by: Chatterjee, Sohini, et al.
Published: (2025)
by: Chatterjee, Sohini, et al.
Published: (2025)
Haussdorff consistency of MLE in folded normal and Gaussian mixtures
by: Mallik, Koustav
Published: (2025)
by: Mallik, Koustav
Published: (2025)
The exact amount of t-ness that the normal model can tolerate
by: Hjort, Nils Lid
Published: (2026)
by: Hjort, Nils Lid
Published: (2026)
Moment Monotonicity of Weibull, Gamma and Log-normal Distributions
by: Liu, Kang
Published: (2025)
by: Liu, Kang
Published: (2025)
Self-normalized tests for multistep conditional predictive ability
by: Chen, Qitong, et al.
Published: (2026)
by: Chen, Qitong, et al.
Published: (2026)
Exact mean and covariance formulas after diagonal transformations of a multivariate normal
by: Morrison, Rebecca, et al.
Published: (2024)
by: Morrison, Rebecca, et al.
Published: (2024)
Rates of convergence and normal approximations for estimators of local dependence random graph models
by: Stewart, Jonathan R.
Published: (2024)
by: Stewart, Jonathan R.
Published: (2024)
Invariant correlation under marginal transforms
by: Koike, Takaaki, et al.
Published: (2023)
by: Koike, Takaaki, et al.
Published: (2023)
Concentration inequalities for the sample correlation coefficient
by: Salnikov, Daniel
Published: (2024)
by: Salnikov, Daniel
Published: (2024)
Simulations of Mpemba Effect in WATER, Lennard-Jones and Ising Models: Metastability vs Critical Fluctuations
by: Ghosh, Soumik, et al.
Published: (2024)
by: Ghosh, Soumik, et al.
Published: (2024)
Similar Items
-
Estimation of Proportion of Null Hypotheses Under Dependence
by: Das, Nabaneet
Published: (2024) -
Some Results on Generalized Familywise Error Rate Controlling Procedures under Dependence
by: Dey, Monitirtha, et al.
Published: (2025) -
Asymptotically Optimal Sequential Multiple Testing Procedures for Correlated Normal
by: Dey, Monitirtha, et al.
Published: (2023) -
To Study Properties of a Known Procedure in Adaptive Sequential Sampling Design
by: Kundu, Sampurna, et al.
Published: (2024) -
An Efficient Adaptive Sequential Procedure for Simple Hypotheses with Expression for Finite Number of Applications of Less Effective Treatment
by: Kundu, Sampurna, et al.
Published: (2025)