Results 11 to 20 of about 121 (117)
Complete consistency for the estimator of nonparametric regression model based on m-END errors
Open Mathematics, 2021 In this paper, we study the complete consistency for the estimator of nonparametric regression model based on m-END errors and obtain the convergence rates of the complete consistency under more general conditions.
Zhang Shui-Li, Hou Tiantian, Qu Cong
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Three candidate plurality is stablest for small correlations
Forum of Mathematics, Sigma, 2021 Using the calculus of variations, we prove the following structure theorem for noise-stable partitions: a partition of n-dimensional Euclidean space into m disjoint sets of fixed Gaussian volumes that maximise their noise stability must be $(m-1 ...
Steven Heilman, Alex Tarter
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Dependence Modeling, 2020 We first review an approach that had been developed in the past years to introduce concepts of “bivariate ageing” for exchangeable lifetimes and to analyze mutual relations among stochastic dependence, univariate ageing, and bivariate ageing.
Nappo Giovanna, Spizzichino Fabio
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Sklar’s theorem, copula products, and ordering results in factor models
Dependence Modeling, 2021 We consider a completely specified factor model for a risk vector X = (X1, . . ., Xd), where the joint distributions of the components of X with a risk factor Z and the conditional distributions of X given Z are specified.
Ansari Jonathan, Rüschendorf Ludger
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Three classes of decomposable distributions
Open Mathematics, 2020 In this work, we refine the results of Sendov and Shan [New representation theorems for completely monotone and Bernstein functions with convexity properties on their measures, J. Theor. Probab.
Jedidi Wissem +2 more
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Exponential inequalities for nonstationary Markov chains
Dependence Modeling, 2019 Exponential inequalities are main tools in machine learning theory. To prove exponential inequalities for non i.i.d random variables allows to extend many learning techniques to these variables.
Alquier Pierre +2 more
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Some estimations on continuous random variables for (k, s) −fractional integral operators
Moroccan Journal of Pure and Applied Analysis, 2020 In this work, we establish some new (k, s) −fractional integral inequalities of continuous random variables by using the (k, s) −Riemann-Liouville fractional integral operator.
Houas Mohamed
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Stochastic orders of log-epsilon-skew-normal distributions
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2022 The log-epsilon-skew-normal distributions family is generalized class of log-normal distribution. Is widely used to model non-negative data in many areas of applied research.
Catana Luigi-Ionut
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Stochastic orders for a multivariate Pareto distribution
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2021 In this article we give some theoretical results for equivalence between different stochastic orders of some kind multivariate Pareto distribution family.
Catana Luigi-Ionut
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Moment inequalities connected with accompanying Poisson laws in Abelian groups
International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 44, Page 2771-2786, 2003., 2003 We obtain exact inequalities which connect moments of some functions of sums of independent random variables taking values in a measurable Abelian group and those for the accompanying infinitely divisible laws. Some applications to empirical processes are studied.
I. S. Borisov
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