Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Afendras, Georgios"'
We present an index of dependence that allows one to measure the joint or mutual dependence of a $d$-dimensional random vector with $d>2$. The index is based on a $d$-dimensional Kendall process. We further propose a standardized version of our index
Externí odkaz:
http://arxiv.org/abs/2011.12268
The Kendall plot ($\K$-plot) is a plot measuring dependence between the components of a bivariate random variable. The $\K$-plot graphs the Kendall distribution function against the distribution function of $VU$, where $V$ and $U$ are independent uni
Externí odkaz:
http://arxiv.org/abs/1811.08836
We investigate the limiting behavior of sample central moments, examining the special cases where the limiting (as the sample size tends to infinity) distribution is degenerate. Parent (non-degenerate) distributions with this property are called \emp
Externí odkaz:
http://arxiv.org/abs/1806.02314
Publikováno v:
New Advances in Statistics and Data Science 2017, 27-44
A scientific phenomenon under study may often be manifested by data arising from processes, i.e. sources, that may describe this phenomenon. In this contex of multi-source data, we define the "out-of-source" error, that is the error committed when a
Externí odkaz:
http://arxiv.org/abs/1612.07670
Publikováno v:
New Advances in Statistics and Data Science 2017, 3-26
Statistical distances, divergences, and similar quantities have a large history and play a fundamental role in statistics, machine learning and associated scientific disciplines. However, within the statistical literature, this extensive role has too
Externí odkaz:
http://arxiv.org/abs/1612.07408
An important question in constructing Cross Validation (CV) estimators of the generalization error is whether rules can be established that allow "optimal" selection of the size of the training set, for fixed sample size $n$. We define the {\it resam
Externí odkaz:
http://arxiv.org/abs/1511.02980
Publikováno v:
TEST 2016, Vol. 25, No 4, 775-784
The problem of convergence of moments of a sequence of random variables to the moments of its asymptotic distribution is important in many applications. These include the determination of the optimal training sample size in the cross validation estim
Externí odkaz:
http://arxiv.org/abs/1511.02962
Publikováno v:
In Journal of Statistical Planning and Inference March 2019 199:286-301
Autor:
Afendras, Georgios1 (AUTHOR), Papadatos, Nickos2 (AUTHOR) npapadat@math.uoa.gr, Piperigou, Violetta E.3 (AUTHOR)
Publikováno v:
Annals of the Institute of Statistical Mathematics. Apr2020, Vol. 72 Issue 2, p399-425. 27p.
Publikováno v:
Statistics. Apr2019, Vol. 53 Issue 2, p417-439. 23p.