Asymptotic Distributions of Multivariate Rank Order Statistics
The Annals of Statistics, 1976 By means of a general weak convergence theorem some invariance principles are proven for the multivariate sequential empirical process and for the multivariate rank order process w.r.t. stronger metrics than the generalized Skorohod metric. The underlying random variables are neither assumed to be independent nor to be stationary.
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Evaluation of Formal posterior distributions via Markov chain arguments [PDF]
, 2007 We consider evaluation of proper posterior distributions obtained from improper prior distributions. Our context is estimating a bounded function $\phi$ of a parameter when the loss is quadratic.
Eaton, Morris L. +3 more
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Limiting Multivariate Distributions of Intermediate Order Statistics
The Annals of Probability, 1985 Let Z(m,n) represent the mth largest (reverse) order statistic in a random sample of size n from a distribution F. Further let \(m=m(n)\) be an intermediate sequence of (n) in the sense that m/n\(\to 0\) and \(m\to \infty\) as \(n\to \infty\).
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On the limiting distributions of multivariate depth-based rank sum statistics and related tests
, 2007 A depth-based rank sum statistic for multivariate data introduced by Liu and Singh [J. Amer. Statist. Assoc. 88 (1993) 252--260] as an extension of the Wilcoxon rank sum statistic for univariate data has been used in multivariate rank tests in quality ...
He, Xuming, Zuo, Yijun
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Limit distributions of upper order statistics for families of multivariate distributions [PDF]
Extremes, 2005 ISSN:1572 ...
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Moments of minors of Wishart matrices
, 2008 For a random matrix following a Wishart distribution, we derive formulas for the expectation and the covariance matrix of compound matrices. The compound matrix of order $m$ is populated by all $m\times m$-minors of the Wishart matrix.
Drton, Mathias +2 more
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Robust graphical modeling of gene networks using classical and alternative T-distributions [PDF]
, 2011 Graphical Gaussian models have proven to be useful tools for exploring network structures based on multivariate data. Applications to studies of gene expression have generated substantial interest in these models, and resulting recent progress includes ...
Drton, Mathias, Finegold, Michael
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Some inferences on the distribution of the Demmel condition number of complex Wishart matrices
Special Matrices, 2017 In recent years, many researchers have studied the distributions of the Demmel (or the scaled) condition numbers (DCN) of complex Wishart matrices. In this paper, several new distributional properties of the distribution of the Demmel condition number of
Shakil M., Ahsanullah M.
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Statistical Inference for a New Class of Multivariate Pareto Distributions [PDF]
Communications in Statistics - Simulation and Computation, 2015 Various solutions to the parameter estimation problem of a recently introduced multivariate Pareto distribution are developed and exemplified numerically. Namely, a density of the aforementioned multivariate Pareto distribution with respect to a dominating measure, rather than the corresponding Lebesgue measure, is specified and then employed to ...
Asimit, A.V., Furman, E., Vernic, R.
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A Poisson Mixed Model with Nonnormal Random Effect Distribution
, 2011 We propose in this paper a random intercept Poisson model in which the random effect distribution is assumed to follow a generalized log-gamma (GLG) distribution.
de Castro, Mario +2 more
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