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A Statistical Framework for Measuring Reproducibility and Replicability of High-Throughput Experiments From Multiple Sources. [PDF]
Ranalli M, Lyu Y, Koch H, Li Q.
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Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients
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Krupskii, Pavel, Joe, Harry
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Tail Probabilities for Randomized Program Runtimes via Martingales for Higher Moments
International Conference on Tools and Algorithms for Construction and Analysis of Systems, 2018Programs with randomization constructs is an active research topic, especially after the recent introduction of martingale-based analysis methods for their termination and runtimes.
Satoshi Kura, Natsuki Urabe, I. Hasuo
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Tail probabilities of random linear functions of regularly varying random vectors
Extremes, 2019We provide a new extension of Breiman’s Theorem on computing tail probabilities of a product of random variables to a multivariate setting. In particular, we give a characterization of regular variation on cones in $$[0,\infty )^d$$ [ 0 , ∞ ) d under ...
Bikramjit Das +2 more
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Ask CARL: Forecasting tail probabilities for energy commodities
Energy Economics, 2019We use a set of conditional auto-regressive logit (CARL) models to predict tail probabilities for returns calculated from futures of four energy commodities.
Bernardina Algieri, A. Leccadito
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Tail Probability Approximations
International Statistical Review / Revue Internationale de Statistique, 1987This paper is a very interesting and clear review on two explicit approximations for the tail probability of a sample mean. The Edgeworth type expansion gives an asymptotic expansion in powers of \(n^{-1/2}\) when \(\bar x-E(X)=O(n^{-1/2})\). For large deviations it can be further reduced to an expansion whose terms decrease by a factor \(n^{-1}.\) A ...
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Tail Probabilities of St. Petersburg Sums, Trimmed Sums, and Their Limit
Journal of theoretical probability, 2015We provide exact asymptotics for the tail probabilities P{Sn,r>x}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\
I. Berkes, L. Györfi, P. Kevei
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Invariant Probabilities with Geometric Tail
Probability in the Engineering and Informational Sciences, 1996We present necessary and suffi2ient Foster-type conditions for a countable state Markov chain to have an invariant probability with at least a geometric tail. These conditions are obtained by using a generalized Farkas Theorem in Linear Algebra. The purpose of this note is also to pose an interesting and important research problem that is still largely
Tijms, H.C., Lasserre, J.B.
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