Results 1 to 10 of about 778 (69)

A law of the iterated logarithm for Grenander's estimator. [PDF]

open access: yesStoch Process Their Appl, 2016
In this note we prove the following law of the iterated logarithm for the Grenander estimator of a monotone decreasing density: If $f(t_0) > 0$, $f'(t_0) < 0$, and $f'$ is continuous in a neighborhood of $t_0$, then \begin{eqnarray*} \limsup_{n ...
Dümbgen L, Wellner JA, Wolff M.
europepmc   +4 more sources

Assessing surrogate heterogeneity in real world data using meta-learners [PDF]

open access: yesJournal of Causal Inference
Surrogate markers are most commonly studied within the context of randomized clinical trials. However, the need for alternative outcomes also extends to real-world public health and social science research, where randomized trials are often impractical ...
Knowlton Rebecca, Parast Layla
doaj   +2 more sources

On Beta Exponentiated Lomax-Exponential Distribution with applications

open access: yesScientific African, 2023
This study introduces a new Beta Exponentiated Lomax-Exponential Distribution (BELED) with special reference to its quantile function to enhance closed form solution of its parameters and make its proprietorial effect on data modeling quantifiable with ...
A.T. Sóyínká
doaj   +1 more source

Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin

open access: yesDependence Modeling, 2021
We present a general methodology to construct triplewise independent sequences of random variables having a common but arbitrary marginal distribution F (satisfying very mild conditions).
Beaulieu Guillaume Boglioni   +2 more
doaj   +1 more source

Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors

open access: yesOpen Mathematics, 2020
In this article, an errors-in-variables regression model in which the errors are negatively superadditive dependent (NSD) random variables is studied. First, the Marcinkiewicz-type strong law of large numbers for NSD random variables is established. Then,
Zhang Yu   +3 more
doaj   +1 more source

Renewal theory for random variables with a heavy tailed distribution and finite variance [PDF]

open access: yes, 2010
In this paper we show for a large class of heavy tailed random variables a second order asymptotic result for the well-known renewal ...
Frenk , Hans J.B.G., Geluk, Jaap J.L
core   +2 more sources

Limiting behavior of the perturbed empirical distribution functions evaluated at U‐statistics for strongly mixing sequences of random variables

open access: yesInternational Journal of Stochastic Analysis, Volume 10, Issue 1, Page 3-20, 1997., 1996
We prove the almost sure representation, a law of the iterated logarithm and an invariance principle for the statistic for a class of strongly mixing sequences of random variables {Xi, i ≥ 1}. Stationarity is not assumed. Here is the perturbed empirical distribution function and Un is a U‐statistic based on X1, …, Xn.
Shan Sun, Ching-Yuan Chiang
wiley   +1 more source

Properties and Inference for a New Class of Generalized Rayleigh Distributions with an Application

open access: yesOpen Mathematics, 2019
In the present paper, we introduce a new form of generalized Rayleigh distribution called the Alpha Power generalized Rayleigh (APGR) distribution by following the idea of extension of the distribution families with the Alpha Power transformation.
Biçer Hayrinisa Demirci
doaj   +1 more source

Some properties and applications of the stuttering generalized waring distribution

open access: yesInternational 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
wiley   +1 more source

On the limit of extreme eigenvalues of large dimensional random quaternion matrices [PDF]

open access: yes, 2014
Since E.P.Wigner (1958) established his famous semicircle law, lots of attention has been paid by physicists, probabilists and statisticians to study the asymptotic properties of the largest eigenvalues for random matrices.
Bai, Zhidong, Hu, Jiang, Yin, Yanqing
core   +1 more source

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