Zobrazeno 1 - 10
of 522
pro vyhledávání: '"Chen Yuyu"'
Autor:
Chen, Yuyu, Shneer, Seva
We introduce a new class of heavy-tailed distributions for which any weighted average of independent and identically distributed random variables is larger than one such random variable in (usual) stochastic order. We show that many commonly used ext
Externí odkaz:
http://arxiv.org/abs/2408.15033
Textile pilling assessment is critical for textile quality control. We collect thousands of 3D point cloud images in the actual test environment of textiles and organize and label them as TextileNet8 dataset. To the best of our knowledge, it is the f
Externí odkaz:
http://arxiv.org/abs/2408.10496
This paper explores optimal insurance solutions based on the Lambda-Value-at-Risk ($\Lambda\VaR$). If the expected value premium principle is used, our findings confirm that, similar to the VaR model, a truncated stop-loss indemnity is optimal in the
Externí odkaz:
http://arxiv.org/abs/2408.09799
Autor:
Chen, Yuyu, Wang, Ruodu
In statistical analysis, many classic results require the assumption that models have finite mean or variance, including the most standard versions of the laws of large numbers and the central limit theorems. Such an assumption may not be completely
Externí odkaz:
http://arxiv.org/abs/2408.08678
Autor:
Chen Yuyu, Zhu Aike, Xue Pao, Wen Xiaoxia, Cao Yongrun, Wang Beifang, Zhang Yue, Shah Liaqat, Cheng Shihua, Cao Liyong, Zhang Yingxin
Publikováno v:
Rice Science, Vol 27, Iss 5, Pp 405-413 (2020)
Grain size is one of key agronomic traits associated with grain yield and grain quality. Both major quantitative trait loci GS3 and GL3.1 play a predominant role in negative regulation of grain size. In this study, a CRISPR/Cas9-mediated multiplex ge
Externí odkaz:
https://doaj.org/article/b22ae06d9f43424d87da28beb7d9dcb7
We obtain several inequalities on the generalized means of dependent p-values. In particular, the weighted harmonic mean of p-values is strictly sub-uniform under several dependence assumptions of p-values, including independence, weak negative assoc
Externí odkaz:
http://arxiv.org/abs/2405.01368
We study stochastic dominance between portfolios of independent and identically distributed (iid) extremely heavy-tailed (i.e., infinite-mean) Pareto random variables. With the notion of majorization order, we show that a more diversified portfolio o
Externí odkaz:
http://arxiv.org/abs/2404.18467
We study the optimal decisions of agents who aim to minimize their risks by allocating their positions over extremely heavy-tailed (i.e., infinite-mean) and possibly dependent losses. The loss distributions of our focus are super-Pareto distributions
Externí odkaz:
http://arxiv.org/abs/2403.20171
We find the perhaps surprising inequality that the weighted average of independent and identically distributed Pareto random variables with infinite mean is larger than one such random variable in the sense of first-order stochastic dominance. This r
Externí odkaz:
http://arxiv.org/abs/2208.08471