Results 1 to 10 of about 502 (69)

Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes

open access: yesDependence 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

open access: yesDependence 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 access: yesOpen 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 access: yesOpen 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

Local linear regression for functional predictor and scalar response [PDF]

open access: yes, 2007
The aim of this work is to introduce a new nonparametric regression technique in the context of functional covariate and scalar response. We propose a local linear regression estimator and study its asymptotic behaviour.
Baíllo, Amparo, Grané, Aurea
core   +10 more sources

Asymptotic normality of the relative error regression function estimator for censored and time series data

open access: yesDependence 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

open access: yesDependence 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

open access: yesInternational 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

open access: yesMoroccan 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

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