Results 1 to 10 of about 106 (76)
Berry-Esséen bound of sample quantiles for negatively associated sequence
In this paper, we investigate the Berry-Esséen bound of the sample quantiles for the negatively associated random variables under some weak conditions. The rate of normal approximation is shown as O(n -1/9). 2010 Mathematics Subject Classification:
Zhang Qinchi +3 more
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On Beta Exponentiated Lomax-Exponential Distribution with applications
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
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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
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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
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Fréchet differentiability in statistical inference for time series [PDF]
Time series, Robust inference, Differentiability, 62F35, 62E20,
Tadeusz Bednarski
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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
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
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Some properties and applications of the stuttering generalized waring distribution
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
Bias-correcting the realized range-based variance in the presence of market microstructure noise [PDF]
Bias correction, Integrated variance, Market microstructure noise, Realized range-based variance, Realized variance, 62E20, 62P20, C10, C80,
Kim Christensen +5 more
core +1 more source
Moderate deviations for M-estimators
M-estimators, moderate deviations, maximum likelihood estimators, 60F10, 62E20,
Miguel Arcones +3 more
core +1 more source

