Zobrazeno 1 - 10
of 23
pro vyhledávání: '"Jerry A. Veeh"'
Publikováno v:
North American Actuarial Journal. 10:1-10
An estimator of the tail index of a Pareto distribution is given that is based on the use of the probability integral transform. This new estimator provides performance that is comparable to the best robust estimators, while retaining conceptual and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9d2211cfa739248938c3869028268772
https://doi.org/10.1080/10920277.2006.10596236
https://doi.org/10.1080/10920277.2006.10596236
Autor:
Jerry Alan Veeh, William N. Hudson
Publikováno v:
Journal of Multivariate Analysis. 77:229-238
A definition of complex stable random variables is presented which includes earlier definitions as special cases. The class of complex stable random variables is characterized and is shown to be a subclass of the operator stable random variables. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2639884c12d237a8cb345adcd9d29407
https://doi.org/10.1006/jmva.2000.1935
https://doi.org/10.1006/jmva.2000.1935
Publikováno v:
Communications in Statistics - Theory and Methods. 29:1911-1928
The method of constructing confidence intervals from hypothesis tests is studied in the case in which there is a single unknown parameter and is proved to provide confidence intervals with coverage probability that is at least the nominal level. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::52e8755353e89c09b5c87a6b1a7e302a
https://doi.org/10.1080/03610920008832585
https://doi.org/10.1080/03610920008832585
Publikováno v:
Proceedings of the American Mathematical Society. 127:2773-2777
The existence, uniqueness, and convergence properties of distinguished logarithms of multivariate characteristic functions are proved.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4d34bd4a701fb0dacd9ab18a9dea68c3
https://doi.org/10.1090/s0002-9939-99-04836-4
https://doi.org/10.1090/s0002-9939-99-04836-4
Publikováno v:
Communications in Statistics - Theory and Methods. 28:1415-1433
A simplified proof of the basic properties of the estimators in the Exponential Order Statistics (Jelinski-Moranda) Model is given. The method of constructing confidence intervals from hypothesis tests is applied to find conservative confidence inter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5731d3e307b6c4382e9b36e2d17bb0de
https://doi.org/10.1080/03610929908832364
https://doi.org/10.1080/03610929908832364
Publikováno v:
Statistics & Probability Letters. 37:423-430
This paper finds the unique maximum likelihood estimator of, and conservative confidence intervals for, the unknown number of different coupons in the coupon collector's problem. This problem is also known as the problem of estimating the abundance o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b6ec589814e2433b3a8407f3dce3207a
https://doi.org/10.1016/s0167-7152(97)00146-6
https://doi.org/10.1016/s0167-7152(97)00146-6
Autor:
Jerry Alan Veeh
Publikováno v:
Bulletin of the American Mathematical Society. 32:278-281
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::37d511d0394fab1b5720ac4ed3a58a87
https://doi.org/10.1090/s0273-0979-1995-00576-8
https://doi.org/10.1090/s0273-0979-1995-00576-8
Publikováno v:
Theory of Probability & Its Applications. 39:264-276
We present an introduction to the theory of operator stable probability measures by providing an outline of the main results to date. The theory of operator stable probability measures is an extension to higher dimensional spaces of the classical the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::467d1df2a8df9f642456ce64cb6c63fe
https://doi.org/10.1137/1139016
https://doi.org/10.1137/1139016
Autor:
Mark M. Meerschaert, Jerry Alan Veeh
Publikováno v:
Journal of Theoretical Probability. 6:713-726
A series of decomposition theorems are presented, leading to a description of the structure of the exponents and symmetries of an arbitrary operator stable measure. An example of a full operator stable measure with a one parameter group as its symmet
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8510694b75bf162bbe96b9d8c62de51c
https://doi.org/10.1007/bf01049173
https://doi.org/10.1007/bf01049173
Publikováno v:
Theory of Probability & Its Applications. 36:366-371
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::174ba57538caa1b1a02fbd6b10df2054
https://doi.org/10.1137/1136040
https://doi.org/10.1137/1136040