International Journal of Mechanical System Dynamics, 2022 In this paper, stochastic dynamics of a single degree‐of‐freedom quasi‐linear system with multitime delays and Poisson white noises are investigated using an approximate procedure based on the stochastic averaging method.
Wantao Jia +3 more
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Solution to Dalal and Mallows Conjecture on Monotone Property of the Joint Distribution of Order Statistics [PDF]
, 2002 Statistics and Probability Letters59229 ...
Kwong, K.S. +3 more
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Co-movement and causal relationships between conventional and Islamic stock market returns under regime-switching framework [PDF]
Journal of Capital Markets Studies, 2022 Purpose – This paper aims at examining the co-movement dependent regime and causality relationships between conventional and Islamic returns for emerging, frontier and developed markets from November 2008 to August 2020.
Fatma Mathlouthi, Slah Bahloul
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A More Powerful Step-up Procedure for Controlling the False Discovery Rate under Independence [PDF]
, 2002 10.1016/S0167-7152(01)00196-1Statistics and Probability Letters562217 ...
KWONG, Koon Shing +5 more
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Statistical inference for induced L-statistics: a random perturbation approach [PDF]
, 2009 Suppose that X and Y are two numerical characteristics defined for each individual in a population. In a random sample of (X,Y) with sample size n, denote the rth ordered X variate by Xr:n and the associated Y variate, the induced rth order statistics ...
Leng, C. +5 more
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Contingent convertible lease modeling and credit risk management
Financial Innovation, 2022 The main objective of this study is to determine a lease agreement to finance an investment project and a solution for managing credit risk. This study investigates three types of contingent leases to reduce the costs associated with bankruptcy and ...
Ons Triki, Fathi Abid
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Limit theorems in probability and statistics [PDF]
, 2023 A Bolyai János Matematikai Társulat által 1989-ben, Pécsett rendezett 3. "Hungarian Colloquium on Limit Theorems in Probability and Statistics" előadásaied. by I. Berkes, E.
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Probability and Statistics [PDF]
, 2017 This book offers an introduction to concepts of probability theory, probability distributions relevant in the applied sciences, as well as basics of sampling distributions, estimation and hypothesis testing. As a companion for classes for engineers and scientists, the book also covers applied topics such as model building and experiment design.
Mathai, Arak M., Haubold, Hans J.
openaire +4 more sources
On the Evaluation of the Joint Distribution of Order Statistics [PDF]
, 2008 10.1016/j.csda.2008.05.005Computational Statistics and Data Analysis52125091 ...
KWONG, Koon Shing +3 more
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RANDOM SUBGRAPH COUNTS AND U-STATISTICS: MULTIVARIATE NORMAL APPROXIMATION VIA EXCHANGEABLE PAIRS AND EMBEDDING [PDF]
, 2010 In Reinert and Röllin (2009) a new approach-called the 'embedding method'-was introduced, which allows us to make use of exchangeable pairs for normal and multivariate normal approximations with Stein's method in cases where the corresponding couplings ...
Reinert, G +7 more
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