Results 21 to 30 of about 219,896 (196)
The Astrophysical Journal, 2023 It is well known that the power spectrum is not able to fully characterize the statistical properties of non-Gaussian density fields. Recently, many different statistics have been proposed to extract information from non-Gaussian cosmological fields that
Core Francisco Park +3 more
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Multivariate Scale-Mixed Stable Distributions and Related Limit Theorems
Mathematics, 2020 In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate stable distributions. Multivariate analogs of the Mittag–Leffler distribution are introduced.
Yury Khokhlov +2 more
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$0$-Hecke algebra action on the Stanley-Reisner ring of the Boolean algebra [PDF]
Discrete Mathematics & Theoretical Computer Science, 2014 We define an action of the $0$-Hecke algebra of type A on the Stanley-Reisner ring of the Boolean algebra. By studying this action we obtain a family of multivariate noncommutative symmetric functions, which specialize to the noncommutative Hall ...
Jia Huang
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The PIT-trap-A "model-free" bootstrap procedure for inference about regression models with discrete, multivariate responses. [PDF]
PLoS ONE, 2017 Bootstrap methods are widely used in statistics, and bootstrapping of residuals can be especially useful in the regression context. However, difficulties are encountered extending residual resampling to regression settings where residuals are not ...
David I Warton +2 more
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Revstat Statistical Journal, 2013 In this work we derive the exact joint distribution of a linear combination of concomitants of order statistics and linear combinations of their order statistics in a multivariate normal distribution.
Ayyub Sheikhi , Mahbanoo Tata
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Psych, 2021 Exploratory Graph Analysis (EGA) has emerged as a popular approach for estimating the dimensionality of multivariate data using psychometric networks.
Alexander P. Christensen, Hudson Golino
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Distribution of Eigenvalues in Multivariate Statistical Analysis
The Annals of Statistics, 1983 Ten invariant multivariate testing problems involving the real, complex, or quaternion structure of covariance matrices are considered. In each problem the maximal invariant statistic and its distribution are described, as well as the maximum likelihood estimators and likelihood ratio test statistics.
Andersson, Steen A. +2 more
openaire +3 more sources
Multi-Scale Process Monitoring Based on Time-Frequency Analysis and Feature Fusion
Frontiers in Chemical Engineering, 2022 Data-driven process monitoring is an important tool to ensure safe production and smooth operation. Generally, implicit information can be mined through data processing and analysis algorithms to detect process disturbances on the basis of historical ...
Cheng Ji +3 more
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The rate of convergence for multivariate sampling statistics [PDF]
, 1993 A Berry-Esseen theorem for the rate of convergence of general nonlinear multivariate sampling statistics with normal limit distribution is derived via a multivariate extension of Stein's method.
Bolthausen, E +2 more
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A New Approach to Astronomical Data Analysis Based on Multiple Variables
Advances in Astronomy, 2023 Data analysis for a sample of celestial bodies generally is preceded by the completeness test in order to verify whether the sample objects are proper representatives of the corresponding part of the universe.
Prasenjit Banerjee +2 more
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