Results 11 to 20 of about 57 (56)
A strong deviation theorem and its application to herding effect
Results in Applied Mathematics, 2020 Wang and Yang (2011) studied the strong deviation theorems of the n-th order identical distribution (for short i.d.) random sequences. In the present paper we arrive at the strong deviation theorems for the moving averages of the third order non ...
Zixian Cui +3 more
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A sharp inequality for Kendall’s τ and Spearman’s ρ of Extreme-Value Copulas
Dependence Modeling, 2018 We derive a new (lower) inequality between Kendall’s τ and Spearman’s ρ for two-dimensional Extreme-Value Copulas, show that this inequality is sharp in each point and conclude that the comonotonic and the product copula are the only Extreme-Value ...
Trutschnig Wolfgang, Mroz Thomas
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Polynomial bivariate copulas of degree five: characterization and some particular inequalities
Dependence Modeling, 2021 Bivariate polynomial copulas of degree 5 (containing the family of Eyraud-Farlie-Gumbel-Morgenstern copulas) are in a one-to-one correspondence to certain real parameter triplets (a, b, c), i.e., to some set of polynomials in two variables of degree 1: p(
Šeliga Adam +5 more
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On extended type I generalized logistic distribution
International Journal of Mathematics and Mathematical Sciences, Volume 2004, Issue 57, Page 3069-3074, 2004., 2004 We consider a form of generalized logistic distribution which is called extended type I generalized logistic distribution. Some theorems that relate the distribution to some other statistical distributions are established. A possible application of one of the theorems is included.
A. K. Olapade
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International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 9, Page 587-592, 2003., 2003 We give a new characterization of inverse Gaussian distributions using the regression of a suitable statistic based on a given random sample. A corollary of this result is a characterization of inverse Gaussian distribution based on a conditional joint density function of the sample. Application of this corollary as a transformation in the procedure to
Khoan T. Dinh +2 more
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Stability of a characterization of normal distributions based on the first two conditional moments
International Journal of Mathematics and Mathematical Sciences, Volume 23, Issue 10, Page 663-673, 2000., 2000 A characterization of normal distributions of two independent random variables X and Y with a finite E[X2] based on the linearity of E[X | X + Y] and the homoscedasticity of var[X | X + Y] given by Rao (1976) is proved to be stable.
Truc T. Nguyen, Khoan T. Dinh
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Modelling cascading effects for systemic risk: Properties of the Freund copula
Dependence Modeling, 2019 We consider a dependent lifetime model for systemic risk, whose basic idea was for the first time presented by Freund. This model allows to model cascading effects of defaults for arbitrarily many economic agents.
Guzmics Sándor, Pflug Georg Ch.
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Some properties and applications of the stuttering generalized waring distribution
International Journal of Mathematics and Mathematical Sciences, Volume 12, Issue 3, Page 531-537, 1989., 1989 The Stuttering Generalized Waring Distribution arises in connection with sampling from an urn that contains balls of two colours (black and white) and it can be thought of as an intermingling of generalized Waring streams (Panaretos and Xekalaki [4]). Because of its application potential a study of its properties would be worthwhile.
J. Panaretos
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On a Generalized Raised Cosine Distribution: Some Properties, Characterizations and Applications
Moroccan Journal of Pure and Applied Analysis, 2019 In this paper, we introduced a generalization of the raised cosine distribution. We also provided its several distributional properties and characterizations, including percentiles and some applications.
Ahsanullah M. +2 more
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Maximum asymmetry of copulas revisited
Dependence Modeling, 2018 Motivated by the nice characterization of copulas A for which d∞(A, At) is maximal as established independently by Nelsen [11] and Klement & Mesiar [7], we study maximum asymmetry with respect to the conditioning-based metric D1 going back to Trutschnig [
Kamnitui Noppadon +2 more
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