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Phil
  • Member for 4 years, 8 months
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4 votes
1 answer
96 views

How to interpret coefficients that flip sign once standardized?

3 votes
2 answers
880 views

Two Different Proofs of Continuous Mapping Theorem

3 votes
1 answer
158 views

If $F_n(x)$ converges in distribution to $G(x)$, and $x_n \to x$, then does $F_n(x_n)$ converges in distribution to $G(x)$?

3 votes
2 answers
333 views

Variance of Autocorrelated Error

3 votes
0 answers
66 views

When is it better to have an unbiased estimator instead of one that has a smaller risk?

3 votes
2 answers
459 views

Show the Binomial distribution approaches a Normal distribution (using characteristic function)

3 votes
1 answer
35 views

Converse of pairwise Markov property

2 votes
0 answers
71 views

$1-F$ is rapidly varying if and only if there exists $b_n$ such that $\frac{\max X_i}{b_n} \to 1$ in probability

2 votes
1 answer
272 views

Detrending with a Gaussian kernel

2 votes
0 answers
39 views

How to (dis)prove $\lim_{k\to\infty}\lim_{n\to\infty}E(Y_{n,K}) = E(\min(X_n, K))$?

2 votes
0 answers
50 views

Fenchel conjugate of the cumulant function (Exponential Family)

2 votes
2 answers
905 views

$X_n$ converges to $X$ in distribution. $Y_n$ converges to $Y$ in probability. Does $(X_n, Y_n)$ converges to $(X,Y)$ in distribution?

2 votes
3 answers
2k views

Understanding the proof of Karlin–Rubin Theorem

1 vote
1 answer
36 views

Equivalence of Tightness of Seqeuence of CDFs

1 vote
0 answers
38 views

Maximum bias for NW estimator when $r(x)$ is Lipschitz (question 17, chapter 5 All of Non-Parametric Statistics)

1 vote
1 answer
251 views

Density from characteristic function: Durrett example 3.3.8 and 3.3.9

1 vote
0 answers
249 views

Bias of kernel density estimator of pdf $f$, where $f$ has bounded first derivative $f'$

1 vote
0 answers
98 views

Resource recommendation for extreme value theory

1 vote
1 answer
64 views

How to prove $\int_{\mathbb{R}} g(x) dF^n(x) = n \int_{\mathbb{R}} g(x) F^{n-1}(x) dF(x)$

1 vote
1 answer
83 views

If $F^n(b_n x) \to e^{-x^{-\alpha}}$, $b_n x \to x_0$ where $x_0 = \sup \{x \colon F(x) < 1 \}$

1 vote
0 answers
113 views

Definition of exponent measure (extreme value theory)

1 vote
2 answers
127 views

Tensorization of entropy: confusion regarding conditional entropy

0 votes
0 answers
20 views

Extremal function as defined in the paper Graphical Models for Extremes

0 votes
0 answers
50 views

Clarification on definition: $\Gamma$-varying function (Extreme value theory)

0 votes
1 answer
46 views

$F_n(x) \to G(x)$ weakly if and only if $F_n(x) \to G(x)$ for all $x$ that is continuity point of $G$ and $0<G(x)<1$?

0 votes
0 answers
77 views

Proof of convergence of distribution of order statistics

0 votes
0 answers
40 views

Kernel Density Estimator: Misunderstanding in Taylor Series and the bias of KDE [duplicate]

0 votes
0 answers
123 views

Inflection Point of Time Series and cumulative function?

0 votes
0 answers
130 views

Mean Parametrization of Bernoulli Distribution(Exponential Family)

0 votes
0 answers
107 views

Uniqueness of Uniformly Most Powerul Test from Neyman–Pearson lemma