Results 1 to 10 of about 31 (31)
Dependence Modeling, 2021 As a motivating problem, we aim to study some special aspects of the marginal distributions of the order statistics for exchangeable and (more generally) for minimally stable non-negative random variables T1, ..., Tr. In any case, we assume that T1, ...,
Foschi Rachele +2 more
doaj +1 more source
Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
Dependence Modeling, 2021 Given a d-dimensional random vector X = (X1, . . ., Xd), if the standard uniform vector U obtained by the component-wise probability integral transform (PIT) of X has the same distribution of its point reflection through the center of the unit hypercube,
Billio Monica +2 more
doaj +1 more source
Sequential change-point detection in a multinomial logistic regression model
Open Mathematics, 2020 Change-point detection in categorical time series has recently gained attention as statistical models incorporating change-points are common in practice, especially in the area of biomedicine.
Li Fuxiao, Chen Zhanshou, Xiao Yanting
doaj +1 more source
On the use of L-functionals in regression models
Open Mathematics, 2023 In this article, we survey and unify a large class or LL-functionals of the conditional distribution of the response variable in regression models.
Hössjer Ola, Karlsson Måns
doaj +1 more source
Dependence Modeling, 2021 Consider a survival time study, where a sequence of possibly censored failure times is observed with d-dimensional covariate The main goal of this article is to establish the asymptotic normality of the kernel estimator of the relative error regression ...
Bouhadjera Feriel, Saïd Elias Ould
doaj +1 more source
Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors
Dependence Modeling, 2021 In this paper, we investigate sufficient conditions for preservation property of the dispersive order for the smallest and largest order statistics of homogeneous dependent random vectors.
Mesfioui Mhamed, Trufin Julien
doaj +1 more source
Laws of large numbers for L‐statistics
International Journal of Stochastic Analysis, Volume 7, Issue 2, Page 125-143, 1994., 1994 Consider Ln = n−1∑1≤i≤ncnig(Xn:i) for order statistics Xn:i and let for some (Lebesgue) λ‐summable over (0, 1) function J. Sufficient as well as necessary conditions for to hold almost surely and in probability are given. Superposition (or Nemytskii) operators have been used to derive the laws of large numbers for L‐statistics from the laws of large ...
Rimas Norvaiša
wiley +1 more source
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
doaj +1 more source
Various limit theorems for ratios from the uniform distribution
Open Mathematics, 2016 In this paper, we consider the ratios of order statistics in samples from uniform distribution and establish strong and weak laws for these ratios.
Miao Yu, Sun Yan, Wang Rujun, Dong Manru
doaj +1 more source
Complete convergence for arrays of ratios of order statistics
Open Mathematics, 2019 Let {Xn,k, 1 ≤ k ≤ mn, n ≥ 1} be an array of independent random variables from the Pareto distribution. Let Xn(k) be the kth largest order statistic from the nth row of the array and set Rn,in,jn = Xn(jn)/Xn(in) where jn < in. The aim of this paper is to
Miao Yu +3 more
doaj +1 more source