Zobrazeno 1 - 10
of 48
pro vyhledávání: '"Fernando López-Blázquez"'
Publikováno v:
Mathematics, Vol 10, Iss 13, p 2313 (2022)
We study the distribution theory of some statistics related to records from a sequence of geometrically distributed random variables. The main novelty in this study is the introduction of q-calculus techniques. We obtain representations for the proba
Externí odkaz:
https://doaj.org/article/85b51726367743e7832bc4e7d543dbd3
Publikováno v:
Computational Statistics. 36:2889-2915
The maximal correlation is an attractive measure of dependence between the components of a random vector, however it presents the difficulty that its calculation is not easy. Here, we consider the case of bivariate vectors which components are order
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bad2414f0ef90bfecccff581f221c041
https://doi.org/10.1007/s00180-021-01103-5
https://doi.org/10.1007/s00180-021-01103-5
Publikováno v:
ASTIN Bulletin. 50:1037-1064
We present a method for constructing and interpreting weighted premium principles. The method is based on modifying the underlying risk distribution in such a way that the risk-adjusted expected value (or premium) is greater than the expected value o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c09104a60fef667bdac892fa9d3f5c5f
https://doi.org/10.1017/asb.2020.15
https://doi.org/10.1017/asb.2020.15
Publikováno v:
European Journal of Operational Research. 279:93-106
Computing additive values in cooperative games, like the Shapley value, is a hard task because, in general, it involves the summation of an exponential number of terms. We propose a new method, based on the stochastic approximation of deterministic g
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f6702b5643b05ff2a8cda17768906406
https://doi.org/10.1016/j.ejor.2019.05.027
https://doi.org/10.1016/j.ejor.2019.05.027
Publikováno v:
idUS. Depósito de Investigación de la Universidad de Sevilla
instname
instname
In this paper we are interested in the joint distribution of two order statistics from overlapping samples. We give an explicit formula for the distribution of such a pair of random variables under the assumption that the parent distribution is absol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2e8444653620e3ae77305994752ce515
Publikováno v:
TEST. 24:558-582
A \(\delta \)-record of a sequence of random variables is an observation that exceeds the current record by \(\delta \) units. This concept is relatively recent, so there are still many unknown aspects that require further research. In this work, for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::82b083782cee258acc969c3946387f6b
https://doi.org/10.1007/s11749-014-0424-0
https://doi.org/10.1007/s11749-014-0424-0
Publikováno v:
Statistics. 47:1241-1248
We investigate the existence and uniqueness of a discrete parent distribution supported on the integers whose order statistics are related by a random translation. We also provide some examples using the constructive method that we propose.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1da4668dd8fb96d760fc03bc351abd8b
https://doi.org/10.1080/02331888.2012.670639
https://doi.org/10.1080/02331888.2012.670639
Publikováno v:
TEST. 22:715-738
We present the basic distribution theory of δ-record values, Rn,δ, δ≤0, from a sequence of independent and identically distributed random variables from an absolutely continuous parent. We obtain recurrent formulas for the density function of Rn
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2cf240aab0ca9bdea7a5ecc9e6f4f779
https://doi.org/10.1007/s11749-013-0340-8
https://doi.org/10.1007/s11749-013-0340-8
Publikováno v:
Journal of Statistical Planning and Inference. 143:107-115
Two random variables are in convolution order, denoted X ≤ conv Y , if there exists a random variable, called shift, T ≥ 0 , a.s., independent of X such that Y = d X + T . Our main result states that for any shift T ≥ 0 supported on the non-neg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8055333fbb06e1be52c4b5cee737e776
https://doi.org/10.1016/j.jspi.2012.06.024
https://doi.org/10.1016/j.jspi.2012.06.024
Autor:
Fernando López-Blázquez, Jacek Wesołowski, Konstancja Bobecka, Pawel Hitczenko, Grzegorz A. Rempala
Publikováno v:
Combinatorics, Probability and Computing. 22:213-240
In the paper we develop an approach to asymptotic normality through factorial cumulants. Factorial cumulants arise in the same manner from factorial moments as do (ordinary) cumulants from (ordinary) moments. Another tool we exploit is a new identity
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::79f94651a6744b6d281f6b8fde0c227f
https://doi.org/10.1017/s0963548312000545
https://doi.org/10.1017/s0963548312000545