Results 51 to 60 of about 4,122,773 (336)
U-Statistics based on spacings [PDF]
Journal of Statistical Planning and Inference, 2012 Abstract In this paper, we investigate the asymptotic theory for U-statistics based on sample spacings, i.e. the gaps between successive observations. The usual asymptotic theory for U-statistics does not apply here because spacings are dependent variables.
Tung, David D, Jammalamadaka, S Rao
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Bootstrap for U-Statistics: A new approach [PDF]
, 2015 Bootstrap for nonlinear statistics like U-statistics of dependent data has been studied by several authors. This is typically done by producing a bootstrap version of the sample and plugging it into the statistic.
Sharipov, Olimjon Sh. +2 more
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SAGE Open, 2023 The offensive tactics of basketball teams consist of a series of actions performed with the collaboration of two or more players on the court. The study aimed to determine the differences in the possessions and the points of the play-type statistics of ...
Yasin Akinci
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Senjski Zbornik, 2021 Utjecaj starenja stanovništva na promjene zemljišnog pokrova/načina korištenja zemljišta Srednje Like u radu je analiziran korištenjem interdisciplinarnog pristupa – analizom rezultata provedenog anketnog ispitivanja na uzorku ispitanika Srednje Like i ...
Marta Hamzić, Ivo Turk
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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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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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Weighted bootstrap for U-statistics
Journal of Multivariate Analysis, 2004 AbstractIn this paper we investigate the weighted bootstrap for U-statistics and its properties. Under very general choices of random weights and certain regularity conditions, we show that the weighted bootstrap method with U-statistics provides second-order accurate approximations to the distribution of U-statistics.
Wang, QY, Jing, Bing Yi
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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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, 2020 We derive normal approximation bounds in the Kolmogorov distance for sums of discrete multiple integrals and weighted U -statistics made of independent Bernoulli random variables.
Nicolas Privault, G. Serafin
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Sequential change point tests based on U‐statistics [PDF]
Scandinavian Journal of Statistics, 2019 We propose a general framework of sequential testing procedures based on U‐statistics which contains as an example a sequential CUSUM test based on differences in mean but also includes a robust sequential Wilcoxon change point procedure.
C. Kirch, Christina Stoehr
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