Results 31 to 40 of about 241 (47)

Rate of Convergence of Predictive Distributions for Dependent Data [PDF]

open access: yes
This paper deals with empirical processes of the type Cn(B) = n^(1/2) {µn(B) - P(Xn+1 in B | X1, . . . ,Xn)} , where (Xn) is a sequence of random variables and µn = (1/n)SUM(i=1,..,n) d(Xi) the empirical measure.
Irene Crimaldi   +3 more
core  

Central Limit Theorem with Exchangeable Summands and Mixtures of Stable Laws as Limits

open access: yes, 2012
The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws - as limits in
Fortini, Sandra   +2 more
core  

Exchangeable Sequences Driven by an Absolutely Continuous Random Measure [PDF]

open access: yes
Let S be a Polish space and (Xn : n = 1) an exchangeable sequence of S-valued random variables. Let an(·) = P( Xn+1 in · | X1, . . . ,Xn) be the predictive measure and a a random probability measure on S such that an (weak) --> a a.s..
Luca Pratelli   +2 more
core  

Bivariate copulas, norms and non-exchangeability

open access: yesDependence Modeling, 2015
Papini Pier Luigi
doaj   +1 more source

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