Gaussian limits for generalized spacings

DOI10.1214/08-AAP537zbMATH Open1159.60315arXiv0804.4123MaRDI QIDQ1009484FDOQ1009484

Authors: Yuliy Baryshnikov, Mathew D. Penrose, J. E. Yukich 

Publication date: 2 April 2009

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: Nearest neighbor cells in $R^d,dinmathbbN$, are used to define coefficients of divergence ($phi$-divergences) between continuous multivariate samples. For large sample sizes, such distances are shown to be asymptotically normal with a variance depending on the underlying point density. In $d=1$, this extends classical central limit theory for sum functions of spacings. The general results yield central limit theorems for logarithmic $k$-spacings, information gain, log-likelihood ratios and the number of pairs of sample points within a fixed distance of each other.

Full work available at URL: https://arxiv.org/abs/0804.4123

Recommendations

• Limit Theorems for φ-Divergences Based onk-Spacings
• Asymptotic normality of generalized maximum spacing estimators for multivariate observations
• scientific article; zbMATH DE number 4062354
• Generalized maximum spacing estimation for multivariate observations
• On the asymptotic normality of functions of uniform spacings

zbMATH Keywords

central limit theoremsinformation gain\(\phi \)-divergencelog-likelihoodlogarithmic spacingsspacing statistics

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05)

Cites Work

• Random Geometric Graphs
• On the logarithms of high-order spacings
• Title not available (Why is that?)
• Laws of large numbers in stochastic geometry with statistical applications
• Title not available (Why is that?)
• Goodness-of-fit statistics for discrete multivariate data
• Gaussian limits for random measures in geometric probability
• Gaussian limits for random geometric measures
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On a Class of Problems Related to the Random Division of an Interval
• A general estimation method using spacings
• Asymptotic spacings theory with applications to the two-sample problem
• Close-Point Spatial Tests and Their Application to Random Number Generators
• Gaussian limits for generalized spacings
• Sums of functions of nearest neighbor distances, moment bounds, limit theorems and a goodness of fit test
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotics for statistical distances based on Voronoi tessellations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Lower estimation of the remainder term in the CLT for a sum of the functions of \(k\)-spacings
• On the asymptotic distribution of k-spacings with applications to goodness-of-fit tests
• On powerful distributional tests based on sample spacings
• The almost sure behavior of maximal and minimal multivariate \(k_ n\)- spacings
• Asymptotic Properties of Functions of Spacings
• Goodness of fit in multidimensions based on nearest neighbour distances
• Asymptotic normality of sum-functions of spacings
• Title not available (Why is that?)
• The Asymptotic Power of Certain Tests of Fit Based on Sample Spacings
• Goodness of fit testing in \(R^ m \)based on the weighted empirical distribution of certain nearest neighbor statistics
• Entropy for random partitions and its applications
• Limit theorems for the logarithm of sample spacings
• Sum-functions of spacings of increasing order
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Logarithms of Sample Spacings
• Title not available (Why is that?)

Cited In (25)

• Limit theorems in discrete stochastic geometry
• Gaussian limits for generalized spacings
• Limit Theorems for φ-Divergences Based onk-Spacings
• Estimation of entropy-type integral functionals
• Shape-preserving wavelet-based multivariate density estimation
• Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence
• Nonparametric estimation of surface integrals
• Title not available (Why is that?)
• Multivariate normal approximation in geometric probability
• Limit distributions of extremal distances to the nearest neighbor
• On the strong approximation of the non-overlapping \(k\)-spacings process with application to the moment convergence rates
• On the behaviour of tests based on sample spacings for moderate samples
• Shannon’s entropy of partitions determined by hierarchical clustering trees in asymmetry and dimension identification
• Normal approximation for stabilizing functionals
• Statistical estimation of quadratic Rényi entropy for a stationary \(m\)-dependent sequence
• Statistical inference for the \(\epsilon \)-entropy and the quadratic Rényi entropy
• A generalization of the maximal-spacings in several dimensions and a convexity test
• Higher-order expansions and efficiencies of tests based on spacings
• Statistical inference for Rényi entropy functionals
• On the hybrids of \(k\)-spacing empirical and partial sum processes
• Limit laws for disparities of spacings
• Title not available (Why is that?)
• Multivariate goodness-of-fit on flat and curved spaces via nearest neighbor distances
• Gaussian limits for discrepancies. I: Asymptotic results
• Limit theory for point processes in manifolds

This page was built for publication: Gaussian limits for generalized spacings

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1009484)