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We establish a simple variance inequality for U-statistics whose underlying sequence of random variables is an ergodic Markov Chain.
Detecting and locating changes in highly multivariate data is a major concern in several current statistical applications. In this context, the first contribution of the paper is a novel non-parametri...
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...
We develop a principled way of identifying probability distributions whose independent and identically distributed (iid) realizations are compressible, i.e., can be approximated as sparse. We focus on...
Let X , X1, X 2 , ... be i.i.d. R d-valued random variables. We prove large and moderate deviations for Hotelling's T2-statistic when X is in the generalized domain of attraction of the normal law.

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