Results 51 to 60 of about 121 (117)

Stochastic ordering of discrete multivariate distributions. Algorithm in C++ with applications in the comparison of number of claims and extremes order statistics

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica
In this article we present a stochastic ordering verification algorithm between multivariate discrete distributions implemented in the C++ programming language.
Catana Luigi-Ionut
doaj   +1 more source

Two Features of the GINAR(1) Process and Their Impact on the Run-Length Performance of Geometric Control Charts. [PDF]

Entropy (Basel), 2023
Morais MC.
europepmc   +1 more source

Exponential Inequalities for Counting Processes

, 2002
AMS Classification: 60E15, 60G55We derive for counting processes some equivalents of classical exponential inequalities existing in the n-sample framework.
Reynaud-Bouret, Patricia
core  

Computable Exponential Bounds for Screened Estimation and Simulation

, 2007
Suppose the expectation E(F (X)) is to be estimated by the empirical averages of the values of F on independent and identically distributed samples {Xi}. A sampling rule called the “screened ” estimator is introduced, and its performance is studied. When
S. P. Meyn, Sean P. Meyn, Ioannis Kontoyiannis, I. Kontoyiannis   +3 more
core   +1 more source

Statistical inference for a relaxation index of stochastic dominance under density ratio model. [PDF]

J Appl Stat, 2022
Zhuang W, Li Y, Qiu G.
europepmc   +1 more source

Inequalities for quantiles of the chi-square distribution

, 2010
We obtain a new sharp lower estimate for tails of the central chi-square distribution. Using it we prove quite accurate lower bounds for the chi-square quantiles covering the case of increasing number of degrees of freedom and simultaneously tending to ...
Inglot, Tadeusz
core  

Behavior of the empirical Wasserstein distance in R^d under moment conditions

, 2018
We establish some deviation inequalities, moment bounds and almost sure results for the Wasserstein distance of order p ∈ [1, ∞) between the empirical measure of independent and identically distributed R d-valued random variables and the common ...
Dedecker, Jérôme, Merlevède, Florence
core  

Using sums-of-squares to prove Gaussian product inequalities

Dependence Modeling
The long-standing Gaussian product inequality (GPI) conjecture states that E[∏j=1n∣Xj∣yj]≥∏j=1nE[∣Xj∣yj]E\left[{\prod }_{j=1}^{n}{| {X}_{j}| }^{{y}_{j}}]\ge {\prod }_{j=1}^{n}E\left[{| {X}_{j}| }^{{y}_{j}}] for any centered Gaussian random vector (X1 ...
Russell Oliver, Sun Wei
doaj   +1 more source

Multivariate measures of positive dependence

, 2008
In this paper a set of desirable properties for measures of positive dependence of ordered n-tuples of continuous random variables (n ≥ 2)is proposed and a class of multivariate positive dependence measures is introduced.
CARDIN, Marta, CARDIN M.
core  

A Data-Dependent Weighted LASSO Under Poisson Noise

, 2019
International audienceSparse linear inverse problems appear in a variety of settings, but often the noise contaminating observations cannot accurately be described as bounded by or arising from a Gaussian distribution.
Rivoirard, Vincent, Reynaud-Bouret, Patricia, Sansonnet, Laure, Hunt, Xin Jiang, Willett, Rebecca   +4 more
core   +1 more source