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ExcitedSnail
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10 votes
1 answer
479 views

What does "version" mean here?

10 votes
1 answer
1k views

Why the sum of two absolutely-continuous random variables isn't necessarily absolutely continuous?

10 votes
4 answers
900 views

In what applications do we prefer Model Selection over Model Averaging?

9 votes
1 answer
345 views

If I know the density I'm estimating is symmetric about 0, how to impose this restriction in my kernel density estimator?

6 votes
2 answers
408 views

What are continuous distributions that are additive and have finite support

5 votes
1 answer
205 views

(From van der Vaart's Asymptotic Statistics, page 161, U-statistic) Why we can always replace the function $h$ with a symmetric one?

5 votes
1 answer
73 views

If $\hat{a}=O_{p}(\sqrt{\frac{logn}{nh^b}}+h^c)$, what is $\hat{a}^2$ in terms of $O_{p}()$?

5 votes
1 answer
74 views

In a parametric model, if I do not have enough data, can I estimate the parameter, and simulate data from the estimated model and estimate again?

5 votes
2 answers
283 views

If $X$ is a continuous random variable with support $A$, does this imply that the cdf of $X$ is strictly increasing on $A$?

4 votes
1 answer
764 views

Is the definition of symmetric distribution using cdf correct?

4 votes
2 answers
74 views

Vector-valued estimators, intuitively why $var(\widetilde{\beta})-var(\widehat{\beta})$ being p.s.d. means $\widehat{\beta}$ more efficient?

3 votes
0 answers
20 views

Meaning of a notation regarding mean square derivative

3 votes
1 answer
736 views

Absolute continuity of distributions --- why do we need this? [duplicate]

3 votes
2 answers
92 views

Question about asymptotic order

3 votes
1 answer
79 views

What's the definition of $O_{p}(\cdot)$ in the vector case?

3 votes
1 answer
85 views

Is it possible for the power curve to be lower under some alternative parameter value than under the null parameter value?

2 votes
1 answer
56 views

Question about Huber loss when k=0 in Casella and Berger

2 votes
1 answer
170 views

About unique determination of symmetric point (or center) of a distribution based on pdf or cdf

2 votes
1 answer
78 views

If $X_n\overset{p}{\rightarrow}0$, and $Y_n\overset{d}{\rightarrow}Z\sim Normal$, does $X_nY_n\overset{p}{\rightarrow}0$?

2 votes
0 answers
439 views

How is conditional expectation related to projection?

2 votes
1 answer
54 views

For k independent variables, if each one is independent of $Y_1$,...,$Y_p$, how to formally prove their sum is also independent of each $Y_p$?

2 votes
1 answer
67 views

What is $F_{k,\infty}$, i.e., $F$ distribution when the second degree of freedom approaches infinity?

2 votes
0 answers
29 views

When does $cov(X,Y)\neq 0$ imply $cov(XZ,ZY)\neq 0$?

2 votes
3 answers
73 views

Does $E(X|X\in A)=\frac{E(X\mathbf{1}(X\in A))}{Pr(X\in A)}$ hold?

2 votes
2 answers
135 views

How to detect this change-point?

2 votes
0 answers
22 views

If the joint density $f_{X_1,...,X_n}(x_1,...,x_n)$ is symmetric about the origin, does this imply that each marginal cdf $F_{X_i}(0)=1/2$?

2 votes
0 answers
23 views

Examples for integration estimator

2 votes
1 answer
117 views

Rate of convergence for the sign of sample mean

2 votes
2 answers
378 views

Show the bivariate normal cdf evaluated at (0,0) is increasing in the correlation coefficient

2 votes
1 answer
492 views

how to write the joint density of two correlated uniform random variables?