Richard A. Davis - Jodrell Bank Centre for Astrophysics, University of Manchester

Richard A. Davis
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Richard A. Davis
Jodrell Bank Centre for Astrophysics, University of Manchester
United Kingdom

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Statistics - Theory (4)
Mathematics - Statistics (4)
Statistics - Methodology (3)
Mathematics - Probability (2)
Astrophysics of Galaxies (1)
Statistics - Computation (1)
Statistics - Applications (1)
Physics - Instrumentation and Detectors (1)
Physics - Classical Physics (1)

Publications Authored By Richard A. Davis

Preferential attachment is an appealing mechanism for modeling power-law behavior of the degree distributions in directed social networks. In this paper, we consider methods for fitting a 5-parameter linear preferential model to network data under two data scenarios. In the case where full history of the network formation is given, we derive the maximum likelihood estimator of the parameters and show that it is strongly consistent and asymptotically normal. Read More

The revised International System of Units (SI), expected to be approved late in 2018, has implications for physics pedagogy; the ampere definition which dates from 1948 will be replaced by a definition that fixes the numerical value of the elementary charge, e, in coulombs. The kilogram definition which dates from 1889 will be replaced by a definition that fixes the numerical value of the Planck constant, h, in joule seconds. Existing SI equations are completely unaffected. Read More

Max-stable space-time processes have been developed to study extremal dependence in space-time data. We propose a semiparametric estimation procedure based on a closed form expression of the extremogram to estimate the parameters in a max-stable space-time process. We establish the asymptotic properties of the resulting parameter estimates and propose subsampling procedures to obtain asymptotically correct confidence intervals. Read More

The use of empirical characteristic functions for inference problems, including estimation in some special parametric settings and testing for goodness of fit, has a long history dating back to the 70s (see for example, Feuerverger and Mureika (1977), Csorgo (1981a,1981b,1981c), Feuerverger (1993)). More recently, there has been renewed interest in using empirical characteristic functions in other inference settings. The distance covariance and correlation, developed by Szekely and Rizzo (2009) for measuring dependence and testing independence between two random vectors, are perhaps the best known illustrations of this. Read More

We provide some asymptotic theory for the largest eigenvalues of a sample covariance matrix of a p-dimensional time series where the dimension p = p_n converges to infinity when the sample size n increases. We give a short overview of the literature on the topic both in the light- and heavy-tailed cases when the data have finite (infinite) fourth moment, respectively. Our main focus is on the heavytailed case. Read More

Recent proposals to re-define some of the base units of the SI make use of definitions that refer to fixed numerical values of certain constants. We review these proposals in the context of the latest results of the least-squares adjustment of the fundamental constants and against the background of the difficulty experienced with communicating the changes. We show that the benefit of a definition of the kilogram made with respect to the atomic mass constant (mu) may now be significantly stronger than when the choice was first considered 10 years ago. Read More

We consider reduced-rank modeling of the white noise covariance matrix in a large dimensional vector autoregressive (VAR) model. We first propose the reduced-rank covariance estimator under the setting where independent observations are available. We derive the reduced-rank estimator based on a latent variable model for the vector observation and give the analytical form of its maximum likelihood estimate. Read More

We present a Radio Recombination Line (RRL) survey of the Galactic Plane from the HI Parkes All-sky Survey and associated Zone of Avoidance survey, which mapped the region l=196degr -- 0degr --52degr and |b| < 5degr at 1.4 GHz and 14.4 arcmin resolution. Read More

The extremogram, proposed by Davis and Mikosch (2008), is a useful tool for measuring extremal dependence and checking model adequacy in a time series. We define the extremogram in the spatial domain when the data is observed on a lattice or at locations distributed as a Poisson point process in d-dimensional space. Under mixing and other conditions, we establish a central limit theorem for the empirical spatial extremogram. Read More

For the directed edge preferential attachment network growth model studied by Bollobas et al. (2003) and Krapivsky and Redner (2001), we prove that the joint distribution of in-degree and out-degree has jointly regularly varying tails. Typically the marginal tails of the in-degree distribution and the out-degree distribution have different regular variation indices and so the joint regular variation is non-standard. Read More