Results 61 to 70 of about 1,035 (153)

The functional average treatment effect

Journal of Causal Inference
This article establishes the functional average as an important estimand for causal inference. The significance of the estimand lies in its robustness against traditional issues of confounding.
Sparkes Shane, Garcia Erika, Zhang Lu
doaj   +1 more source

Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima

Open Mathematics, 2017
Our goal is to state and prove the almost sure central limit theorem for maxima (Mn) of X1, X2, ..., Xn, n ∈ ℕ, where (Xi) forms a stochastic process of identically distributed r.v.’s of the continuous type, such that, for any fixed n, the family of r.v.’
Dudziński Marcin, Furmańczyk Konrad
doaj   +1 more source

A note on conditional covariance matrices for elliptical distributions

, 2017
In this short note we provide an analytical formula for the conditional covariance matrices of the elliptically distributed random vectors, when the conditioning is based on the values of any linear combination of the marginal random variables.
Jaworski, Piotr, Pitera, Marcin
core   +1 more source

A link between Kendall’s τ, the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support

Dependence Modeling, 2023
Working with shuffles, we establish a close link between Kendall’s τ\tau , the so-called length measure, and the surface area of bivariate copulas and derive some consequences.
Sánchez Juan Fernández, Trutschnig Wolfgang   +1 more
doaj   +1 more source

Characterizations of Pareto, Weibull and Power Function Distributions Based On Generalized Order Statistics [PDF]

, 2016
Characterizations of probability distributions by different regression conditions on generalized order statistics has attracted the attention of many researchers.
Ahsanullah, M., Hamedani, Gholamhossein
core   +1 more source

Robust Bayesian Inference on Scale Parameters [PDF]

AMS classifications: 62F15, 60E05.Posterior distribution;Scale invariance;Scale model;Regression ...
Fernández, C., Osiewalski, J., Steel, M.F.J.   +2 more
core   +1 more source

Regresión Lineal con Errores no Normales: Secante Hiperbólica Generalizada

Ingeniería y Ciencia, 2015
En este trabajo se presenta un estudio del modelo de regresión lineal del tipo y = Θx+e, donde el error tiene distribución Secante Hiperbólica Generalizada (SHG).
Álvaro Alexander Burbano Moreno, Oscar Orlando Melo Martinez   +1 more
doaj   +1 more source

Randomly stopped maximum and maximum of sums with consistently varying distributions

, 2017
Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. In addition, let $S_0:=0$ and $S_n:=\xi_1+\xi_2+\cdots+\xi_n$ for $n\geqslant1$. We consider conditions for
Andrulytė, Ieva Marija, Manstavičius, Martynas, Šiaulys, Jonas   +2 more
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Shape theory via polar decomposition [PDF]

, 2010
This work proposes a new model in the context of statistical theory of shape, based on the polar decomposition. The non isotropic noncentral elliptical shape distributions via polar decomposition is derived in the context of zonal polynomials, avoiding ...
Agraria Antonio Narro, Francisco J. Caro-lopera, Jose ́ A. Dı́az-garćıa   +2 more
core  

Secante hiperbólica generalizada y un método de estimación de sus parámetros: máxima verosimilitud modificada

Ingeniería y Ciencia, 2013
Diversas distribuciones generalizadas se desarrollan en la literatura estadística, entre ellas se encuentra la distribución Secante Hiperbólica Generalizada (SHG).
Luis Alejandro Másmela Caita, Álvaro Alexander Burbano Moreno   +1 more
doaj   +1 more source