Results 31 to 40 of about 563,530 (312)
Quantitative de Jong theorems in any dimension [PDF]
, 2016 We develop a new quantitative approach to a multidimensional version of the well-known {\it de Jong's central limit theorem} under optimal conditions, stating that a sequence of Hoeffding degenerate $U$-statistics whose fourth cumulants converge to zero ...
Döbler, Christian, Peccati, Giovanni
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Approximation of Zero-Inflated Poisson Credibility Premium via Variational Bayes Approach
Risks, 2022 While both zero-inflation and the unobserved heterogeneity in risks are prevalent issues in modeling insurance claim counts, determination of Bayesian credibility premium of the claim counts with these features are often demanding due to high ...
Minwoo Kim, Himchan Jeong, Dipak Dey
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Application of a Vine Copula for Multi-Line Insurance Reserving
Risks, 2020 This article introduces a novel use of the vine copula which captures dependence among multi-line claim triangles, especially when an insurance portfolio consists of more than two lines of business. First, we suggest a way to choose an optimal joint loss
Himchan Jeong, Dipak Dey
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Limiting cumulants of U-statistics
Applied Mathematics Letters, 1992 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
O'Neil, Kevin A., Redner, Richard A.
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On U-Statistics and Compressed Sensing II: Non-Asymptotic Worst-Case Analysis [PDF]
, 2012 In another related work, U-statistics were used for non-asymptotic "average-case" analysis of random compressed sensing matrices. In this companion paper the same analytical tool is adopted differently - here we perform non-asymptotic "worst-case ...
Lim, Fabian, Stojanovic, Vladimir
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On asymptotic normality for m-dependent U-statistics
International Journal of Mathematics and Mathematical Sciences, 1988 Let (Xn) be a sequence of m-dependent random variables, not necessarily equally distributed. We give a Berry-Esseen estimate of the convergence to normality of a suitable normalization of a U-statistic of the (Xn).
Wansoo T. Rhee
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An Edgeworth Expansion for $U$-Statistics
The Annals of Statistics, 1980 It is shown that, under some regularity conditions on the kernel, a one-sample $U$-statistic with kernel of degree two admits an asymptotic expansion with remainder term $o(N^{-1})$.
Callaert, H. +2 more
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UNSUPERVISED CHANGE DETECTION IN SAR IMAGES USING GAUSSIAN MIXTURE MODELS [PDF]
The International Archives of the Photogrammetry, Remote Sensing and Spatial Information Sciences, 2015 In this paper, we propose a method for unsupervised change detection in Remote Sensing Synthetic Aperture Radar (SAR) images. This method is based on the mixture modelling of the histogram of difference image.
E. Kiana +3 more
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The Annals of Probability, 1991 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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JEL Ratio Test for Independence of Time to Failure and Cause of Failure in Competing Risks Data
StatisticaIn the present article, we propose a Jackknife empirical likelihood (JEL) ratio test for testing the independence of time to failure and cause of failure in competing risks data. We use the U-statistics theory to derive the JEL ratio test. The asymptotic
Narayanan Sreelakshmy +1 more
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