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This paper presents an elementary proof of the following theorem: Given {$r$_{$j$}}_{$j$}^{$m$}=1 with m=d+1, fix $$fix R \geqslant \sum\nolimits_{j = 1}^m {r_j } $$ and let Q=[−R, R]^{d}. Then any f∈ L^{2}(Q) is completely determined by its averages over cubes of side r_{j}that are completely contained in Q and have edges parallel to the coordinate axes if and only if r_{j}/r_{k}is irrational for j≠k. When$d$=2 this theorem is known as the local three squares theorem and is an example of a Pompeiu-type theorem. The proof of the theorem combines ideas in multisensor deconvolution and the theory of sampling on unions of rectangular lattices having incommensurate densities with a theorem of Young on sequences biorthogonal to exact sequences of exponentials.

We investigate the asymptotic distributions of coordinates of regression M-estimates in the moderate p/n regime, where the number of covariates p grows proportionally with the sample size n. Under appropriate regularity conditions, we establish the coordinate-wise asymptotic normality of regression M-estimates assuming a fixed-design matrix. Our proof is based on the second-order Poincare inequality (Chatterjee, 2009) and leave-one-out analysis (El Karoui et al., 2011). Some relevant examples are indicated to show that our regularity conditions are satisfied by a broad class of design matrices. We also show a counterexample, namely the ANOVA-type design, to emphasize that the technical assumptions are not just artifacts of the proof. Finally, the numerical experiments confirm and complement our theoretical results.

We consider singular integral operators of the form (a)$Z$_{1}L^{−1}Z_{2}, (b)$Z$_{1}Z_{2}L^{−1}, and (c)$L$^{−1}Z_{1}Z_{2}, where$Z$_{1}and$Z$_{2}are nonzero right-invariant vector fields, and$L$is the$L$^{2}-closure of a canonical Laplacian. The operators (a) are shown to be bounded on$L$^{p}for all$p$∈(1, ∞) and of weak type (1, 1), whereas all of the operators in (b) and (c) are not of weak type ($p, p$) for any$p$∈[1, ∞).

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