惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

IT之家
IT之家
博客园_首页
S
SegmentFault 最新的问题
罗磊的独立博客
博客园 - 【当耐特】
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
阮一峰的网络日志
阮一峰的网络日志
D
Docker
雷峰网
雷峰网
Google DeepMind News
Google DeepMind News
博客园 - 司徒正美
V
V2EX
大猫的无限游戏
大猫的无限游戏
V
Visual Studio Blog
腾讯CDC
宝玉的分享
宝玉的分享
酷 壳 – CoolShell
酷 壳 – CoolShell
人人都是产品经理
人人都是产品经理
T
Tailwind CSS Blog
Vercel News
Vercel News
H
Help Net Security
博客园 - Franky
D
DataBreaches.Net
aimingoo的专栏
aimingoo的专栏

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
General asymptotic representations of indexes based on th...
Gane Samb Lo, Tchilabalo Abozou Kpanzou, Gandasor Bonyiri Onesip · 2025-08-07 · via math.ST updates on arXiv.org

The objective of this paper is to establish a general asymptotic representation (\textit{GAR}) for a wide range of statistics, employing two fundamental processes: the functional empirical process (\textit{fep}) and the residual functional empirical process introduced by Lo and Sall (2010a, 2010b), denoted as \textit{lrfep}. The functional empirical process (\textit{fep}) is defined as follows: $$ \mathbb{G}_n(h)=\frac{1}{\sqrt{n}} \sum_{j=1}^{n} \{h(X_j)-\mathbb{E}h(X_j)\}, $$ \Bin [where $X$, $X_1$, $\cdots$, $X_n$ is a sample from a random $d$-vectors $X$ of size $(n+1)$ with $n\geq 1$ and $h$ is a measurable function defined on $\mathbb{R}^d$ such that $\mathbb{E}h(X)^2<+\infty$]. It is a powerful tool for deriving asymptotic laws. An earlier and simpler version of this paper focused on the application of the (\textit{fep}) to statistics $J_n$ that can be turned into an asymptotic algebraic expression of empirical functions of the form $$ J_n=\mathbb{E}h(X) + n^{-1/2} \mathbb{G}_n(h) + o_{\mathbb{P}}(n^{-1/2}). \ \ \ \textit{SGAR} $$ \Bin However, not all statistics, in particular welfare indexes, conform to this form. In many scenarios, functions of the order statistics $X_{1,n}\leq$, $\cdots$, $\leq X_{n,n}$ are involved, resulting in $L$-statistics. In such cases, the (\textit{fep}) can still be utilized, but in combination with the related residual functional empirical process introduced by Lo and Sall (2010a, 2010b). This combination leads to general asymptotic representations (GAR) for a wide range of statistical indexes $$ J_n=\mathbb{E}h(X) + n^{-1/2} \biggr(\mathbb{G}_n(h) + \int_{0}^{1} \mathbb{G}_n(\tilde{f}_s) \ell(s) \ ds + o_{\mathbb{P}}(1)\biggr), \ \ \textit{FGAR} $$