Zobrazeno 1 - 10
of 30
pro vyhledávání: '"André Robert Dabrowski"'
Publikováno v:
Canadian Journal of Statistics. 37:347-360
The authors define the scaled empirical point process. They obtain the weak limit of these point processes through a novel use of a dimension-free method based on the convergence of compensators of multiparameter martingales. The method extends previ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7edade5ac8b5fc0e4e73293f85a764ed
https://doi.org/10.1002/cjs.10027
https://doi.org/10.1002/cjs.10027
Publikováno v:
Canadian Journal of Statistics. 37:327-346
Consider a multiclass M/G/1 queue where queued customers are served in their order of arrival at a rate which depends on the customer class. We model this system using a chain with states represented by a tree. Since the service time distribution dep
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a46b8d35ef94f7814aac111a55142210
https://doi.org/10.1002/cjs.10026
https://doi.org/10.1002/cjs.10026
Publikováno v:
Applied Mathematical Finance. 15:205-218
There exists a wide variety of models for return, and the chosen model determines the tool required to calculate the value at risk (VaR). This paper introduces an alternative methodology to model‐based simulation by using a Monte Carlo simulation o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c10cdc72feb2d2341af400e91b5852bb
https://doi.org/10.1080/13504860701718448
https://doi.org/10.1080/13504860701718448
Publikováno v:
Stochastic Processes and their Applications. 99:137-157
We study Poisson limits for U-statistics with non-negative kernels. The limit theory is derived from the Poisson convergence of suitable point processes of U-statistics structure. We apply these results to derive infinite variance stable limits for U
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::15e00713c926bb25fc6799f1bc20dc03
https://doi.org/10.1016/s0304-4149(01)00153-3
https://doi.org/10.1016/s0304-4149(01)00153-3
Autor:
André Robert Dabrowski, Cynthia Bocci
Publikováno v:
Environmental Modeling and Assessment. 7:39-46
We pursue a regression model for spatially-indexed data whose spatial correlation is determined by a linear combination of simple covariograms. The main interest lies in the estimation of the spatial parameters. As several common techniques appear in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6858b41656a5602dcaa18b08b136c27e
https://doi.org/10.1023/a:1015282315975
https://doi.org/10.1023/a:1015282315975
Autor:
David McDonald, André Robert Dabrowski
Publikováno v:
Canadian Journal of Statistics. 24:293-305
We consider partial sums Sn of a general class of stationary sequences of integer-valued random variables, and we provide sufficient conditions for Sn to satisfy a local limit theorem. To prove this result, we introduce a concept called the Bernoulli
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0b5e609fdc06d9f75b3fdf4dba5fec34
https://doi.org/10.2307/3315740
https://doi.org/10.2307/3315740
Publikováno v:
Stochastics and Stochastic Reports. 56:241-270
We prove a strong approximation of a strong martingale difference array by a corresponding array of independent normal variables. The rate of approximation is sufficiently quick to prove a functional central theorem and a functional law of the iterat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dbbcfee6644fbebd0f77db3e5e38ab7c
https://doi.org/10.1080/17442509608834045
https://doi.org/10.1080/17442509608834045
Autor:
Herold Dehling, André Robert Dabrowski
Publikováno v:
Canadian Journal of Statistics. 24:55-65
Consider a random integer-valued process X(t) on Z(+) that satisfies some weak dependence condition. We study the empirical distribution function of the occupation times of such a process and prove convergence to a suitable Gaussian process. An appli
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::52c5fd8093409d0dee69177692f625e0
https://doi.org/10.2307/3315689
https://doi.org/10.2307/3315689
Publikováno v:
Canadian Journal of Statistics. 23:299-310
We establish a strong invariance principle for triangular arrays of a broad class of weakly dependent real random variables. We approximate the original array of dependent random variables by an array of rowwise independent standard normal variables.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c0d442d96a5a844c114770842bcbb483
https://doi.org/10.2307/3315369
https://doi.org/10.2307/3315369
Publikováno v:
Obstetrical and Gynecological Survey. 57:197-199
The investigators used transvaginal sonography (TVS) to document placental migration in the last trimester of pregnancy to learn whether this rate may be used to predict the eventual route of delivery. Thirty-six women whose placenta lay within 3 cm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b8171a67d595b674e00c87c78f6bd39a
https://doi.org/10.1097/00006254-200204000-00006
https://doi.org/10.1097/00006254-200204000-00006