Results 11 to 20 of about 236,539 (230)
, 2014 This paper deals with the estimation of reliability $R=P ...
Jafari, Ali Akbar +2 more
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Random sets and exact confidence regions [PDF]
, 2013 An important problem in statistics is the construction of confidence regions for unknown parameters. In most cases, asymptotic distribution theory is used to construct confidence regions, so any coverage probability claims only hold approximately, for ...
Martin, Ryan
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Central limit theorem for Fourier transforms of stationary processes [PDF]
, 2010 We consider asymptotic behavior of Fourier transforms of stationary ergodic sequences with finite second moments. We establish a central limit theorem (CLT) for almost all frequencies and also an annealed CLT. The theorems hold for all regular sequences.
Peligrad, Magda, Wu, Wei Biao
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A Simple Encompassing Test for the Deterministic and Bilinear Unit Root Models
Austrian Journal of Statistics, 2016 A new parameters’ encompassing test is proposed for deciding between the deterministic unit root processes with a structural break and the bilinear unit root model without such break.
Wojciech W. Charemza, Svetlana Makarova
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Tail Behaviour of Weighted Sums of Order Statistics of Dependent Risks [PDF]
, 2014 Let $X_{1},\ldots ,X_{n}$ be $n$ real-valued dependent random variables. With motivation from Mitra and Resnick (2009), we derive the tail asymptotic expansion for the weighted sum of order statistics $X_{1:n}\leq \cdots \leq X_{n:n}$ of $X_{1},\ldots ...
Hashorva, Enkelejd, Li, Jinzhi
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, 2016 The paper deals with the asymptotic laws of functional of standard random variables. These classes of statistics are closely related to estimators of the extreme value index when the underlying distribution function is in the Weibull domain of attraction.
Adekpejou, Akym +3 more
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Extreme Value Laws for Superstatistics
, 2014 We study the extreme value distribution of stochastic processes modeled by superstatistics. Classical extreme value theory asserts that (under mild asymptotic independence assumptions) only three possible limit distributions are possible, namely: Gumbel,
Beck, Christian, Rabassa, Pau
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JEL Ratio Test for Independence of Time to Failure and Cause of Failure in Competing Risks Data
StatisticaIn the present article, we propose a Jackknife empirical likelihood (JEL) ratio test for testing the independence of time to failure and cause of failure in competing risks data. We use the U-statistics theory to derive the JEL ratio test. The asymptotic
Narayanan Sreelakshmy +1 more
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A High-Dimensional Cramér–von Mises Test
MathematicsThe Cramér–von Mises test provides a useful criterion for assessing goodness of fit in various problems. In this paper, we introduce a novel Cramér–von Mises-type test for testing distributions of high-dimensional continuous data.
Danna Zhang, Mengyu Xu
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Stationary-State Statistics of a Binary Neural Network Model with Quenched Disorder
Entropy, 2019 In this paper, we study the statistical properties of the stationary firing-rate states of a neural network model with quenched disorder. The model has arbitrary size, discrete-time evolution equations and binary firing rates, while the topology and the ...
Diego Fasoli, Stefano Panzeri
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