Results 21 to 30 of about 10,791,441 (372)
Stochastically ordered multiple regression [PDF]
Biostatistics, 2010 In various application areas, prior information is available about the direction of the effects of multiple predictors on the conditional response distribution. For example, in epidemiology studies of potentially adverse exposures and continuous health responses, one can typically assume a priori that increasing the level of an exposure does not lead ...
Bornkamp, Björn +2 more
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Stochastic Order for a Multivariate Uniform Distributions Family
Mathematics, 2020 In this article we give sufficient conditions for stochastic order of multivariate uniform distributions on closed convex sets.
Luigi-Ionut Catana, Anisoara Raducan
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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
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RELATIONS BETWEEN STOCHASTIC ORDERINGS AND GENERALIZED STOCHASTIC PRECEDENCE [PDF]
Probability in the Engineering and Informational Sciences, 2015 The concept of stochastic precedence between two real-valued random variables has often emerged in different applied frameworks. In this paper, we analyze several aspects of a more general, and completely natural, concept of stochastic precedence that also had appeared in the literature.
DE SANTIS, Emilio +2 more
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Adaptive Fuzzy Control for Stochastic High-Order Nonlinear Systems With Output Constraints
IEEE transactions on fuzzy systems, 2021 This article investigates the adaptive fuzzy control design for $p$-norm stochastic high-order lower triangular nonlinear systems with output constraints and unknown nonlinearities.
Liandi Fang +3 more
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The Annals of Probability, 1978 A probability measure $P$ on a partially ordered Polish space $E$ is called stochastically smaller than $Q$ (notation: $P \leqslant Q$) if $\int f dP \leqslant \int f dQ$ holds for all bounded increasing measurable $f$. We investigate the question when for a stochastically increasing family $\{P_t, t \in \mathbb{R}\}$ there exists an increasing process
Kamae, T., Krengel, U.
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The concept of stochastic dominance in ranking investment alternatives [PDF]
Ekonomski Anali, 2005 In order to rank investments under uncertainty, the most widely used method is mean variance analysis. Stochastic dominance is an alternative concept which ranks investments by using the whole distribution function.
Trifunović Dejan
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Second order reflected backward stochastic differential equations [PDF]
, 2013 In this article, we build upon the work of Soner, Touzi and Zhang [Probab. Theory Related Fields 153 (2012) 149-190] to define a notion of a second order backward stochastic differential equation reflected on a lower c\`adl\`ag obstacle.
Matoussi, Anis +2 more
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Mathematics, 2023 In this paper, we identify several relative ordering properties of the modified proportional hazard rate and modified proportional reversed hazard rate models.
Mansour Shrahili +2 more
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Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming [PDF]
SIAM Journal on Optimization, 2013 In this paper, we introduce a new stochastic approximation (SA) type algorithm, namely the randomized stochastic gradient (RSG) method, for solving an important class of nonlinear (possibly nonconvex) stochastic programming (SP) problems.
Saeed Ghadimi, Guanghui Lan
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