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Generalised block bootstrap and its use in meteorology [PDF]

Advances in Statistical Climatology, Meteorology and Oceanography, 2017
In an earlier paper, Rakonczai et al.(2014) emphasised the importance of investigating the effective sample size in case of autocorrelated data. The simulations were based on the block bootstrap methodology.
L. Varga, A. Zempléni
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Confidence Regions for Parameters in Stationary Time Series Models With Gaussian Noise

Frontiers in Physics, 2022
This article develops two new empirical likelihood methods for long-memory time series models based on adjusted empirical likelihood and mean empirical likelihood.
Xiuzhen Zhang, Xiuzhen Zhang, Riquan Zhang, Zhiping Lu   +3 more
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Three Quarks for Hypersexuality Research

Sexes, 2023
In some areas of sex research, we note room for methodological improvement of research practices. In particular, in the field of hypersexuality research, where societal norms have been influential, methodological improvement might advance goals of ...
Piet Van Tuijl, Peter Verboon, Jacques J. D. M. Van Lankveld   +2 more
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Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model

Statistical Theory and Related Fields, 2020
This paper is devoted to study the proportional reinsurance/new business and investment problem under the mean-variance criterion in a continuous-time setting.
Liming Zhang, Rongming Wang, Jiaqin Wei
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Empirical Measures and Strong Laws of Large Numbers in Categorical Probability [PDF]

Logical Methods in Computer Science
The Glivenko--Cantelli theorem is a uniform version of the strong law of large numbers. It states that for every IID sequence of random variables, the empirical measure converges to the underlying distribution (in the sense of uniform convergence of the ...
Tobias Fritz, Tomáš Gonda, Antonio Lorenzin, Paolo Perrone, Areeb Shah Mohammed   +4 more
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Ruin probability in a risk model with variable premium intensity and risky investments [PDF]

Opuscula Mathematica, 2015
We consider a generalization of the classical risk model when the premium intensity depends on the current surplus of an insurance company. All surplus is invested in the risky asset, the price of which follows a geometric Brownian motion.
Yuliya Mishura, Mykola Perestyuk, Olena Ragulina   +2 more
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Convergence rate of principal component analysis with local-linear smoother for functional data under a unified weighing scheme

Statistical Theory and Related Fields, 2020
The unified weighing scheme for the local-linear smoother in analysing functional data can deal with data that are dense, sparse or of neither type. In this paper, we focus on the convergence rate of functional principal component analysis using this ...
Xingyu Yan, Xiaolong Pu, Yingchun Zhou, Xiaolei Xun   +3 more
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Gamblers Never Change their Habits

Austrian Journal of Statistics, 2016
In the game ‘6 out of 45’ the gambler has to guess 6 different numbers out of 45. These guesses are far from being uniformly distributed, instead gamblers prefer certain numbers and avoid others.
Karl Grill, Norbert Kusolitsch
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Poissonization Principle for a Class of Additive Statistics

Mathematics, 2022
In this paper, we consider a class of additive functionals of a finite or countable collection of the group frequencies of an empirical point process that corresponds to, at most, a countable partition of the sample space.
Igor Borisov, Maman Jetpisbaev
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A class of admissible estimators of multiple regression coefficient with an unknown variance

Statistical Theory and Related Fields, 2020
Suppose that we observe ${\boldsymbol y} \mid {\boldsymbol \theta },\ \tau \sim N_p({\boldsymbol X}{\boldsymbol \theta },\tau ^{-1}{\boldsymbol I}_p) $, where ${\boldsymbol \theta } $ is an unknown vector with unknown precision τ.
Chengyuan Song, Dongchu Sun
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