Results 21 to 30 of about 558,384 (291)
, 2014 This paper deals with the estimation of reliability $R=P ...
Jafari, Ali Akbar +2 more
core +1 more source
Asymptotic Properties for Cumulative Probability Models for Continuous Outcomes
Mathematics, 2023 Regression models for continuous outcomes frequently require a transformation of the outcome, which is often specified a priori or estimated from a parametric family.
Chun Li +3 more
doaj +1 more source
A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution
Mathematics, 2023 Estimation based on probability-weighted moments is a well-established method and an excellent alternative to the classic method of moments or the maximum likelihood method, especially for small sample sizes. In this research, we developed a new class of
Frederico Caeiro, Ayana Mateus
doaj +1 more source
Explicit Gaussian Variational Approximation for the Poisson Lognormal Mixed Model
Mathematics, 2022 In recent years, the Poisson lognormal mixed model has been frequently used in modeling count data because it can accommodate both the over-dispersion of the data and the existence of within-subject correlation.
Xiaoping Shi +2 more
doaj +1 more source
Maximum likelihood estimation in the non-ergodic fractional Vasicek model
Modern Stochastics: Theory and Applications, 2019 We investigate the fractional Vasicek model described by the stochastic differential equation $d{X_{t}}=(\alpha -\beta {X_{t}})\hspace{0.1667em}dt+\gamma \hspace{0.1667em}d{B_{t}^{H}}$, ${X_{0}}={x_{0}}$, driven by the fractional Brownian motion ${B^{H}}$
Stanislav Lohvinenko +1 more
doaj +1 more source
Asymptotic Distribution of Quadratic Forms [PDF]
The Annals of Probability, 1999 The authors consider quadratic forms \(Q_n= \sum_{1\leq j\neq k\leq n}a_{jk} x_jx_k\), where \(x_j\) are i.i.d. random variables. They obtain optimal bounds for the Kolmogorov distance between the distribution of \(Q_n\) and the distribution \(G_n\) of the same quadratic forms with \(x_j\) replaced by corresponding orthonormal Gaussian random variables
Götze, F., Tikhomirov, A. N.
openaire +4 more sources
The Limit Properties of Maxima of Stationary Gaussian Sequences Subject to Random Replacing
Mathematics, 2023 In applications, missing data may occur randomly and some relevant datum are often used to replace the missing ones. This article mainly explores the influence of the degree of dependence of stationary Gaussian sequences on the joint asymptotic ...
Yuwei Li, Zhongquan Tan
doaj +1 more source
Integral points on symmetric varieties and Satake compatifications [PDF]
, 2008 Let V be an affine symmetric variety defined over Q. We compute the asymptotic distribution of the angular components of the integral points in V. This distribution is described by a family of invariant measures concentrated on the Satake boundary of V ...
Gorodnik, Alexander +2 more
core +4 more sources
Cauchy: Jurnal Matematika Murni dan Aplikasi, 2021 The nonhomogeneous Poisson process is one of the most widely applied stochastic processes. In this article, we provide a confidence interval of the intensity estimator in the presence of a periodic multiplied by trend power function.
Ikhsan Maulidi +4 more
doaj +1 more source
Weight Distributions of Regular Low-Density Parity-Check Codes over Finite Fields [PDF]
, 2011 The average weight distribution of a regular low-density parity-check (LDPC) code ensemble over a finite field is thoroughly analyzed. In particular, a precise asymptotic approximation of the average weight distribution is derived for the small-weight ...
Chen, Yan +4 more
core +1 more source