Results 21 to 30 of about 778 (69)
The limiting behavior of some infinitely divisible exponential dispersion models
, 2010 Consider an exponential dispersion model (EDM) generated by a probability $ \mu $ on $[0,\infty )$ which is infinitely divisible with an unbounded L\'{e}vy measure $\nu $. The Jorgensen set (i.e., the dispersion parameter space) is then $\mathbb{R}^{+}$,
Bar-Lev, Shaul, Letac, Gerard
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Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk
, 2018 Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent but not necessarily identically distributed random variables. In this paper, the sufficient conditions are found under which the tail probability $\mathbb{P}(\sup_{n\geqslant0}\sum_{i=1}^n\xi_i>x)$
Kievinaitė, Dominyka, Šiaulys, Jonas
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Berry-Esséen bound of sample quantiles for negatively associated sequence
Journal of Inequalities and Applications, 2011 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
doaj
Journal of Causal InferenceInverse probability (IP) weighting of marginal structural models (MSMs) can provide consistent estimators of time-varying treatment effects under correct model specifications and identifiability assumptions, even in the presence of time-varying ...
Seya Nodoka +2 more
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An Edgeworth expansion for finite population L-statistics
, 2011 In this paper, we consider the one-term Edgeworth expansion for finite population L-statistics. We provide an explicit formula for the Edgeworth correction term and give sufficient conditions for the validity of the expansion which are expressed in terms
Andrius Čiginas +16 more
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Uniform asymptotics for the tail probability of weighted sums with heavy tails [PDF]
, 2014 This paper studies the tail probability of weighted sums of the form $\sum_{i=1}^n c_i X_i$, where random variables $X_i$'s are either independent or pairwise quasi-asymptotical independent with heavy tails.
Zhang, Chenhua
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Random convolution of inhomogeneous distributions with $\mathcal{O}$-exponential tail
, 2016 Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables (not necessarily identically distributed), and $\eta$ be a counting random variable independent of this sequence. We obtain sufficient conditions on $\{\xi_1,\xi_2,\ldots\}$ and $\
Danilenko, Svetlana +2 more
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On predictive probability matching priors
, 2008 We revisit the question of priors that achieve approximate matching of Bayesian and frequentist predictive probabilities. Such priors may be thought of as providing frequentist calibration of Bayesian prediction or simply as devices for producing ...
Sweeting, Trevor J.
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Revisiting two strong approximation results of Dudley and Philipp
, 2006 We demonstrate the strength of a coupling derived from a Gaussian approximation of Zaitsev (1987a) by revisiting two strong approximation results for the empirical process of Dudley and Philipp (1983), and using the coupling to derive extended and ...
Berthet, Philippe, Mason, David M.
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Asymptotic oracle properties of SCAD-penalized least squares estimators
, 2007 We study the asymptotic properties of the SCAD-penalized least squares estimator in sparse, high-dimensional, linear regression models when the number of covariates may increase with the sample size.
Huang, Jian, Xie, Huiliang
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