A Probability Inequality Related to Mardia’s Kurtosis

Author(s):  
Nicola Loperfido
SIAM Review ◽  
1970 ◽  
Vol 12 (2) ◽  
pp. 300-302
Author(s):  
J. D. Escary

2015 ◽  
Vol 2015 (1) ◽  
Author(s):  
Zi-zong Yan ◽  
Yue-mei Zhang

1979 ◽  
Vol 28 (1-4) ◽  
pp. 1-18
Author(s):  
J. K. Ghosh ◽  
Bimal Kumar Sinha ◽  
K. Subramanyam

Using a recent result of Bhattacharya, R. N. and Ghosh, J. K. ( Annals of Statistics, 1978, 434­451), Edgeworth expansions of distributions of Fisherconsistent estimators for curved exponential family of parent distributions (dominated by the Lebesgue measure) can be obtained. We compare directly the first four cumulants of an arbitrary Fisher­consistent estimator with those of the MLE after correcting them for their bias. This leads to a key probability inequality which immediately implies the second order efficiency of the MLE wrt any bounded bowl­ shaped loss function. If the assumption of a dominating Lebesgue measure is dropped the formal Edgeworth expansions are no longer valid. However it turns out that if the loss function satisfies certain additional conditions the second order efficiency of the MLE holds. This modification takes care of the curved multinomial.


Stochastics ◽  
2017 ◽  
Vol 90 (2) ◽  
pp. 214-223
Author(s):  
Deli Li ◽  
Han-Ying Liang ◽  
Andrew Rosalsky

10.37236/9638 ◽  
2021 ◽  
Vol 28 (1) ◽  
Author(s):  
Dan Hu ◽  
Hajo Broersma ◽  
Jiangyou Hou ◽  
Shenggui Zhang

A mixed graph is a graph that can be obtained from a simple undirected graph by replacing some of the edges by arcs in precisely one of the two possible directions. The Hermitian adjacency matrix of a mixed graph $G$ of order $n$ is the $n \times n$ matrix $H(G)=(h_{ij})$, where $h_{ij}=-h_{ji}= \boldsymbol{\mathrm{i}}$ (with $\boldsymbol{\mathrm{i}} =\sqrt{-1})$ if there exists an arc from $v_i$ to $v_j$ (but no arc from $v_j$ to $v_i$), $h_{ij}=h_{ji}=1$ if there exists an edge (and no arcs) between $v_i$ and $v_j$, and $h_{ij}= 0$ otherwise (if $v_i$ and $v_j$ are neither joined by an edge nor by an arc). We study the spectra of the Hermitian adjacency matrix and the normalized Hermitian Laplacian matrix of general random mixed graphs, i.e., in which all arcs are chosen independently with different probabilities (and an edge is regarded as two oppositely oriented arcs joining the same pair of vertices). For our first main result, we derive a new probability inequality and apply it to obtain an upper bound on the eigenvalues of the Hermitian adjacency matrix. Our second main result shows that the eigenvalues of the normalized Hermitian Laplacian matrix can be approximated by the eigenvalues of a closely related weighted expectation matrix, with error bounds depending on the minimum expected degree of the underlying undirected graph.


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