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stat.ME2026
Amortized Inference for Sampling Distributions Where the Bootstrap Fails
Akash Deep
Efron's bootstrap is the default tool for estimating the sampling distribution of a statistic, yet it is provably inconsistent for maxima of bounded-support distributions, means un…
stat.ME2026
Local Gaussian Correlation in the Tails: A Scarcity Diagnostic, an Optimal Local Bandwidth, and the Limits of Adaptivity
Akash Deep, Gagan Deep
Local Gaussian correlation (LGC) measures dependence locally, making it a natural tool for tail dependence and financial contagion, but its estimates degrade in the joint tails, wh…