Mathematics / Statistics Theory

All posts under category "Mathematics / Statistics Theory"

3 posts total
Sorted by date
Clock Synchronization Over Networks Identifiability of the Sawtooth Model

Clock Synchronization Over Networks Identifiability of the Sawtooth Model

In this paper, we analyze the two-node joint clock synchronization and ranging problem. We focus on the case of nodes that employ time-to-digital converters to determine the range between them precisely. This specific design choice leads to a sawtooth model for the captured signal, which has not been studied before from an estimation theoretic standpoint. In the study of this model, we recover the basic conclusion of a well-known article by Freris, Graham, and Kumar in clock synchronization. More importantly, we discover a surprising identifiability result on the sawtooth signal model noise improves the theoretical condition of the estimation of the phase and offset parameters. To complete our study, we provide performance references for joint clock synchronization and ranging using the sawtooth signal model by presenting an exhaustive simulation study on basic estimation strategies under different realistic conditions. With our contributions in this paper, we enable further research in the estimation of sawtooth signal models and pave the path towards their industrial use for clock synchronization and ranging.

paper research
Rank Estimators in Expanding Dimensions

Rank Estimators in Expanding Dimensions

The family of rank estimators, including Han s maximum rank correlation (Han, 1987) as a notable example, has been widely exploited in studying regression problems. For these estimators, although the linear index is introduced for alleviating the impact of dimensionality, the effect of large dimension on inference is rarely studied. This paper fills this gap via studying the statistical properties of a larger family of M-estimators, whose objective functions are formulated as U-processes and may be discontinuous in increasing dimension set-up where the number of parameters, $p_{n}$, in the model is allowed to increase with the sample size, $n$. First, we find that often in estimation, as $p_{n}/n rightarrow 0$, $(p_{n}/n)^{1/2}$ rate of convergence is obtainable. Second, we establish Bahadur-type bounds and study the validity of normal approximation, which we find often requires a much stronger scaling requirement than $p_{n}^{2}/n rightarrow 0.$ Third, we state conditions under which the numerical derivative estimator of asymptotic covariance matrix is consistent, and show that the step size in implementing the covariance estimator has to be adjusted with respect to $p_{n}$. All theoretical results are further backed up by simulation studies.

paper research
Saddlepoint Approximations for Spatial Panel Data Models with Fixed Effects and Time-Varying Covariates

Saddlepoint Approximations for Spatial Panel Data Models with Fixed Effects and Time-Varying Covariates

We develop new higher-order asymptotic techniques for the Gaussian maximum likelihood estimator in a spatial panel data model, with fixed effects, time-varying covariates, and spatially correlated errors. Our saddlepoint density and tail area approximation feature relative error of order $O(1/(n(T-1)))$ with $n$ being the cross-sectional dimension and $T$ the time-series dimension. The main theoretical tool is the tilted-Edgeworth technique in a non-identically distributed setting. The density approximation is always non-negative, does not need resampling, and is accurate in the tails. Monte Carlo experiments on density approximation and testing in the presence of nuisance parameters illustrate the good performance of our approximation over first-order asymptotics and Edgeworth expansions. An empirical application to the investment-saving relationship in OECD (Organisation for Economic Co-operation and Development) countries shows disagreement between testing results based on first-order asymptotics and saddlepoint techniques.

paper research

< Category Statistics (Total: 566) >

Astrophysics
1
Computer Science
581
Condensed Matter
2
Economics
17
Electrical Engineering and Systems Science
38
Mathematics
19
Physics
10
Quantitative Biology
6
Quantitative Finance
4
Quantum Physics
5
Statistics
20

Start searching

Enter keywords to search articles

↑↓
↵
ESC
⌘K Shortcut