Results 71 to 80 of about 132 (111)

Block-Factor Fields Of Bernoulli Shifts

, 1998
. The distributions of the random arrays (a j i ;j j ; i; j ? 1) where (a i;j ; i; j 6 n) is a matrix and j = (j i ; i ? 1) is an i.i.d. sequence are completely characterized.
Matúš, František, Frantisek Matús
core  

A bivariate Lévy process with negative binomial and gamma marginals

The joint distribution of X and N, where N has a geometric distribution and X is the sum of N IID exponential variables (independent of N), is infinitely divisible.
Kozubowski, Tomasz J., Panorska, Anna K., Podgórski, Krzysztof   +2 more
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Regression models for multivariate ordered responses via the Plackett distribution

We investigate the properties of a class of discrete multivariate distributions whose univariate marginals have ordered categories, all the bivariate marginals, like in the Plackett distribution, have log-odds ratios which do not depend on cut points and
Dardanoni, V., Forcina, A.
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Bivariate distributions characterized by one family of conditionals and conditional percentile or mode functions

It is well known that full knowledge of all conditional distributions will typically serve to completely characterize a bivariate distribution. Partial knowledge will often suffice.
Sarabia, José María, Castillo, Enrique, Arnold, Barry C.   +2 more
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A family of kurtosis orderings for multivariate distributions

In this paper, a family of kurtosis orderings for multivariate distributions is proposed and studied. Each ordering characterizes in an affine invariant sense the movement of probability mass from the "shoulders" of a distribution to either the center or
Wang, Jin
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Multivariate Extreme Value Theory - A Tutorial with Applications to Hydrology and Meteorology

Dependence Modeling, 2014
Dutfoy Anne, Parey Sylvie, Roche Nicolas
doaj   +1 more source

Quadratic prediction problems in multivariate linear models

Linear and quadratic prediction problems in finite populations have become of great interest to many authors recently. In the present paper, we mainly aim to extend the problem of quadratic prediction from a general linear model, of form , to a ...
Liu, Xu-Qing, Wang, Dong-Dong, Rong, Jian-Ying   +2 more
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Canonical representation of conditionally specified multivariate discrete distributions

Most work on conditionally specified distributions has focused on approaches that operate on the probability space, and the constraints on the probability space often make the study of their properties challenging.
Wang, Yuchung J., Ip, Edward H.
core  

Modeling multivariate ordinal time series. [PDF]

J Appl Stat
Jahn M, Weiß CH.
europepmc   +1 more source