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A stationary Poisson line tessellation is considered whose directional distribution is concentrated on two different atoms with some positive weights. The shape of the typical cell of such a tessellation is studied when its area or its perimeter tends to zero. In contrast to known results where the area or the perimeter tends to infinity, it is shown that the asymptotic shape of cells having small area is degenerate. Again in contrast to the case of large cells, the asymptotic shape of cells with small perimeter is not uniquely determined. The results are accompanied by a large scale simulation study.
In this work, we study a new recursive stochastic algorithm for the joint estimation of quantile and superquantile of an unknown distribution. The novelty of this algorithm is to use the Cesaro averaging of the quantile estimation inside the recursiv
The two-parameter Poisson-Dirichlet distribution is the law of a sequence of decreasing nonnegative random variables with total sum one. It can be constructed from stable and Gamma subordinators with the two-parameters, $alpha$ and $theta$, correspon
Recently, He and Owen (2016) proposed the use of Hilberts space filling curve (HSFC) in numerical integration as a way of reducing the dimension from $d>1$ to $d=1$. This paper studies the asymptotic normality of the HSFC-based estimate when using sc
A general asymptotic theory is given for the panel data AR(1) model with time series independent in different cross sections. The theory covers the cases of stationary process, nearly non-stationary process, unit root process, mildly integrated, mild
This paper presents a simple method for carrying out inference in a wide variety of possibly nonlinear IV models under weak assumptions. The method is non-asymptotic in the sense that it provides a finite sample bound on the difference between the tr