Results 61 to 70 of about 226 (153)

Limit distributions for point processes of exceedances of random levels

Doubly stochastic Poisson process, extremes, limit laws, point process, 60F05, 60G55,
Helena Ferreira
core   +1 more source

Convergence concepts on quasi-probability space [PDF]

, 2020
. Quasi-probability is a kind of fuzzy measure, its properties will be further discussed in this paper. New convergence concepts for quasi-random variables are then introduced and the relationships among the convergence concepts are investigated.
Chunqin Zhang¸, Chunguo Li, Chunqin Zhang   +2 more
core  

A moments and strike matching binomial algorithm for pricing American Put options

Binary tree methods, Option pricing, Hedging, American Put options, G13, C63, C02, 60J20, 65C40, 91B70, 60F05,
Benjamin Jourdain, Antonino Zanette
core   +1 more source

Relative hazard rate estimation for right censored and left truncated data

Asymptotic representation, kernel estimator, survival analysis, two-sample comparison, 62G07, 60F05, 62G20,
Ricardo Cao, Noël Veraverbeke, Paul Janssen   +2 more
core   +1 more source

Product-type and presmoothed hazard rate estimators with censored data

Bandwidth selection, Kernel smoothing, Mean integrated squared error, Survival analysis, 62G07, 60F05, 62G20,
Ignacio López-de-Ullibarri, Ricardo Cao
core   +1 more source

Smallest-Fit Selection of Random Sizes under a Sum Constraint: Weak Convergence and Moment Comparisons

, 1995
Primary 60G40, 60G70; secondary 60F05, 60F15, 60G55, 90B50.A Fulbright Grant and National Science Foundation Grant DMS 92 ...
Kertz, Robert P., Boshuizen, Frans A.
core   +1 more source

The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation. [PDF]

Entropy (Basel), 2021
Liu W, Zhang Y.
europepmc   +1 more source

Asymptotic distribution of law-invariant risk functionals

Risk functionals, Law-invariance, Asymptotic normality, M-theorems, 91B30, 62E20, 60F05, 91B28, D81, G32,
Georg Pflug, Nancy Wozabal
core   +1 more source

On the continuation of the limit distributions of the extreme and central terms of a sample

Order statistics, extreme value distributions, central value distributions, weak convergence, continuation of the convergence, Primary 62G30, secondary 62E20, 60F05,
H. Barakat
core   +1 more source

Functional delta residuals and applications to simultaneous confidence bands of moment based statistics. [PDF]

J Multivar Anal, 2022
Telschow FJE, Davenport S, Schwartzman A.   +2 more
europepmc   +1 more source