Results 21 to 30 of about 136 (111)
New results on perturbation-based copulas
Dependence Modeling, 2021 A prominent example of a perturbation of the bivariate product copula (which characterizes stochastic independence) is the parametric family of Eyraud-Farlie-Gumbel-Morgenstern copulas which allows small dependencies to be modeled.
Saminger-Platz Susanne +4 more
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Bounds for distribution functions of sums of squares and radial errors
International Journal of Mathematics and Mathematical Sciences, Volume 14, Issue 3, Page 561-569, 1991., 1991 Bounds are found for the distribution function of the sum of squares X2 + Y2 where X and Y are arbitrary continuous random variables. The techniques employed, which utilize copulas and their properties, show that the bounds are pointwise best‐possible when X and Y are symmetric about 0 and yield expressions which can be evaluated explicitly when X and ...
Roger B. Nelsen, Berthold Schweizer
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Dependence Modeling, 2021 As a motivating problem, we aim to study some special aspects of the marginal distributions of the order statistics for exchangeable and (more generally) for minimally stable non-negative random variables T1, ..., Tr. In any case, we assume that T1, ...,
Foschi Rachele +2 more
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Stochastic orderings induced by star‐shaped functions
International Journal of Mathematics and Mathematical Sciences, Volume 14, Issue 4, Page 639-664, 1991., 1991 The non‐decreasing functions whicl are star‐shaped and supported above at each point of a non‐empty closed proper subset of the real line induce an ordering, on the class of distribution functions with finite first moments, that is strictly weaker than first degree stochastic dominance and strictly stronger than second degree stochastic dominance ...
Henry A. Krieger
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Bayesian Inference for SIR Epidemic Model with dependent parameters
Moroccan Journal of Pure and Applied Analysis, 2022 This paper is concerned with the Bayesian inference for the dependent parameters of stochastic SIR epidemic model in a closed population. The estimation framework involves the introduction of m − 1 latent data between every pair of observations. Kibble’s
Qaffou Abdelaziz +2 more
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A generalization of the global limit theorems of R. P. Agnew
International Journal of Mathematics and Mathematical Sciences, Volume 11, Issue 2, Page 365-374, 1988., 1987 For distribution functions {Fn, n ≥ 0}, the relationship between the weak convergence of Fn to F0 and the convergence of ∫Rϕ(|Fn − F0|)dx to 0 is studied where ϕ is a nonnegative, nondecreasing function. Sufficient and, separately, necessary conditions are given for the latter convergence thereby generalizing the so‐called global limit theorems of ...
Andrew Rosalsky
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A sharp inequality for Kendall’s τ and Spearman’s ρ of Extreme-Value Copulas
Dependence Modeling, 2018 We derive a new (lower) inequality between Kendall’s τ and Spearman’s ρ for two-dimensional Extreme-Value Copulas, show that this inequality is sharp in each point and conclude that the comonotonic and the product copula are the only Extreme-Value ...
Trutschnig Wolfgang, Mroz Thomas
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Frontiers in Applied Mathematics and Statistics, 2023 The composite length-biased exponential-Pareto (CLBEP) distribution is a new composite distribution that is introduced in this article. This model's probability density function, moments, and quantiles, among other statistical characteristics, are ...
Moulouk Halima Benchettah +2 more
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On the spectrum of a distribution function and on unique factorization
International Journal of Mathematics and Mathematical Sciences, Volume 5, Issue 4, Page 721-728, 1982., 1982 The spectrum of a distribution function is related to the quasi‐analyticity of a class of functions {CM(j)}, where M(j) is a multisequence of positive numbers. For a regular multisequence, a result on the uniqueness of characteristic function decomposition is given.
T. Pham-Gia
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On Beta Exponentiated Lomax-Exponential Distribution with applications
Scientific African, 2023 This study introduces a new Beta Exponentiated Lomax-Exponential Distribution (BELED) with special reference to its quantile function to enhance closed form solution of its parameters and make its proprietorial effect on data modeling quantifiable with ...
A.T. Sóyínká
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