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Large Time Behavior on the Linear Self-Interacting Diffusion Driven by Sub-Fractional Brownian Motion With Hurst Index Large Than 0.5 I: Self-Repelling Case

Frontiers in Physics, 2022
Let SH be a sub-fractional Brownian motion with index 12<H<1. In this paper, we consider the linear self-interacting diffusion driven by SH, which is the solution to the equationdXtH=dStH−θ(∫0tXtH−XsHds)dt+νdt,X0H=0,where θ < 0 and ν∈R are two ...
Han Gao, Rui Guo, Yang Jin, Litan Yan
doaj   +1 more source

Two-Sample Tests Based on Data Depth

Entropy, 2023
In this paper, we focus on the homogeneity test that evaluates whether two multivariate samples come from the same distribution. This problem arises naturally in various applications, and there are many methods available in the literature.
Xiaoping Shi, Yue Zhang, Yuejiao Fu
doaj   +1 more source

A covariance matrix test for high-dimensional data [PDF]

Songklanakarin Journal of Science and Technology (SJST), 2016
For the multivariate normally distributed data with the dimension larger than or equal to the number of observations, or the sample size, called high-dimensional normal data, we proposed a test for testing the null hypothesis that the covariance matrix
Saowapha Chaipitak, Samruam Chongcharoen
doaj   +1 more source

On Asymptotic Proximity of Distributions [PDF]

Journal of Theoretical Probability, 2008
21 pages, added reference, adapted content, corrected ...
Davydov, Youri, Rotar, Vladimir
openaire   +3 more sources

Coherent Forecasting for a Mixed Integer-Valued Time Series Model

Mathematics, 2022
In commerce, economics, engineering and the sciences, quantitative methods based on statistical models for forecasting are very useful tools for prediction and decision.
Wooi Chen Khoo, Seng Huat Ong, Biswas Atanu   +2 more
doaj   +1 more source

Numerical Studies of the Asymptotic Height Distribution in Binary Search Trees [PDF]

Discrete Mathematics & Theoretical Computer Science, 2003
We study numerically a non-linear integral equation that arises in the study of binary search trees. If the tree is constructed from n elements, this integral equation describes the asymptotic (as n→∞) distribution of the height of the tree.
Charles Knessl
doaj   +2 more sources

A New Class of Weighted CUSUM Statistics

Entropy, 2022
A change point is a location or time at which observations or data obey two different models: before and after. In real problems, we may know some prior information about the location of the change point, say at the right or left tail of the sequence ...
Xiaoping Shi, Xiang-Sheng Wang, Nancy Reid   +2 more
doaj   +1 more source

Shapley Value Confidence Intervals for Attributing Variance Explained

Frontiers in Applied Mathematics and Statistics, 2020
The coefficient of determination, the R2, is often used to measure the variance explained by an affine combination of multiple explanatory covariates. An attribution of this explanatory contribution to each of the individual covariates is often sought in
Daniel Fryer, Inga Strümke, Hien Nguyen
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Model Selection Test for the Heavy-Tailed Distributions under Censored Samples with Application in Financial Data

International Journal of Financial Studies, 2016
Numerous heavy-tailed distributions are used for modeling financial data and in problems related to the modeling of economics processes. These distributions have higher peaks and heavier tails than normal distributions.
Hanieh Panahi
doaj   +1 more source

Asymptotic Distribution of an Estimator for Variance Function of a Compound Periodic Poisson Process with Power Function Trend

JTAM (Jurnal Teori dan Aplikasi Matematika), 2022
In this paper, an asymptotic distribution of the estimator for the variance function of a compound periodic Poisson process with power function trend is discussed.
Muhammad Wiranadi Utama, I Wayan Mangku, Bib Paruhum Silalahi   +2 more
doaj   +1 more source