Výsledky vyhledávání - "José Raúl Martínez"

Publikováno v: Jørgensen, B, Martínez, J R & Vinogradov, V 2009, ' Domains of attraction to Tweedie distributions ', Lithuanian Mathematical Journal, vol. 49, no. 4, pp. 399-425 .

We derive new Tauberian theorems for natural exponential families, characterizing regularity properties of the family’s variance function in terms of those of an extreme generating measure. This provides normal and general domains of attraction to

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::db3d2f3e7172f88e81230656417efab2
https://doi.org/10.1007/s10986-009-9062-8

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Autor: Clarice Garcia Borges Demétrio, Bent Jørgensen, José Raúl Martínez

Publikováno v: Jørgensen, B, Martínez, J R & Demétrio, C G B 2011, ' Self-similarity and Lamperti convergence for families of stochastic processes ', Lithuanian Mathematical Journal, vol. 51, no. 3, pp. 342-361 .
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We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to a number of important families of processes that are not self-similar in the conventional sense. This includes a new class of fractional Houg

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1a03b00a6413d7ff1d6fe114729095b3
https://portal.findresearcher.sdu.dk/da/publications/62faeab3-6eab-4916-88d0-0e3137c0953a

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An optimal property of the '(r,k ) class estimators'

Autor: José Raúl Martínez, AV Valparaísoy, R Martinez

Publikováno v: Communications in Statistics - Theory and Methods. 19:1281-1289

The purpose of this work is to display optimal conditions, in terms of the Mean Square Error criterion of the (r,k) class estimators. This will be done with respect to the ordinary ridge repression, principal components and ordinary least squares est

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https://doi.org/10.1080/03610929008830261

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Dispersion models for extremes

Autor: Yuri Goegebeur, Bent Jørgensen, José Raúl Martínez

Publikováno v: Jørgensen, B, Goegebeur, Y & Martínez, J R 2007, ' Dispersion models for extremes ', Paper presented at 56th Session of the ISI, Lisbon, Portugal, 22/08/2007-29/08/2007 . < http://arxiv.org/PS_cache/arxiv/pdf/0712/0712.4323v1.pdf >
University of Southern Denmark
Jørgensen, B, Goegebeur, Y & Martínez, J R 2010, ' Dispersion models for extremes ', Extremes, vol. 13, no. 4, pp. 399-437 . https://doi.org/10.1007/s10687-009-0093-7

We propose extreme value analogues of natural exponential families and exponential dispersion models, and introduce the slope function as an analogue of the variance function. The set of quadratic and power slope functions characterize well-known fam

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http://arxiv.org/PS_cache/arxiv/pdf/0712/0712.4323v1.pdf

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Tauber Theory for Infinitely Divisible Variance Functions

Autor: Bent Jørgensen, José Raúl Martínez, Bent Jorgensen, Jose Raul Martinez

Publikováno v: Bernoulli. 3:213

We study a notion of Tauber theory for infinitely divisible natural exponential families, showing that the variance function of the family is (bounded) regularly varying if and only if the canonical measure of the Levy-Khinchine representation of the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::415817d5248cc6bfdd9b5afaa82de0a9
https://doi.org/10.2307/3318587

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