Results 1 to 10 of about 24 (24)

Stochastic orders for a multivariate Pareto distribution

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2021
In this article we give some theoretical results for equivalence between different stochastic orders of some kind multivariate Pareto distribution family.
Catana Luigi-Ionut
doaj   +1 more source

Stochastic orders of log-epsilon-skew-normal distributions

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2022
The log-epsilon-skew-normal distributions family is generalized class of log-normal distribution. Is widely used to model non-negative data in many areas of applied research.
Catana Luigi-Ionut
doaj   +1 more source

Stochastic ordering of discrete multivariate distributions. Algorithm in C++ with applications in the comparison of number of claims and extremes order statistics

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica
In this article we present a stochastic ordering verification algorithm between multivariate discrete distributions implemented in the C++ programming language.
Catana Luigi-Ionut
doaj   +1 more source

On the local metric property for Hüsler–Reiss graphical models

Dependence Modeling
Many multivariate data sets exhibit a form of positive dependence, which can either appear globally between all variables or only locally within particular subgroups.
Röttger Frank, Schmitz Quentin
doaj   +1 more source

A New Blocks Estimator for the Extremal Index

Communications in Statistics - Theory and Methods, 2023
Marta Ferreira, Helena Ferreira
exaly  

Sequential Subspace Change Point Detection

Sequential Analysis, 2020
Yao Xie, George V. Moustakides, Liyan Xie   +2 more
exaly  

Scan B-Statistic for Kernel Change-Point Detection

Sequential Analysis, 2019
Yao Xie, Hanjun Dai, Le Song
exaly  

Heavy Tail Index Estimation Based on Block Order Statistics

Journal of Statistical Computation and Simulation, 2020
Li Xiong, Zuoxiang Peng
exaly  

Estimation of Common Location Parameter of Two Exponential Populations Based on Records

Communications in Statistics - Theory and Methods, 2019
Ayman Baklizi, Mohd Arshad
exaly  

QQ Plots, Random Sets and Data From a Heavy Tailed Distribution

Stochastic Models, 2008
Sidney Resnick
exaly