Zobrazeno 1 - 10
of 130
pro vyhledávání: '"Székely, Gábor J."'
Autor:
Móri, Tamás F., Székely, Gábor J.
In this paper three unrelated problems will be discussed. What connects them is the rich methodology of classical probability theory. In the first two problems we have a complete answer to the problems raised; in the third case, what we call the Hung
Externí odkaz:
http://arxiv.org/abs/2404.10654
Autor:
Móri, Tamás F., Székely, Gábor J.
Since Pearson's correlation was introduced at the end of the 19th century many dependence measures have appeared in the literature. Recently we have suggested four simple axioms for dependence measures of random variables that take values in Hilbert
Externí odkaz:
http://arxiv.org/abs/2009.04313
Autor:
Kagan, Abram M., Székely, Gabor J.
Attempts to quantify dependence between random elements X and Y via maximal correlation go back to Gebelein (1941) and R\'{e}nyi (1959). After summarizing properties (including some new) of the R\'{e}nyi measure of dependence, a calibrated scale of d
Externí odkaz:
http://arxiv.org/abs/1903.04663
Autor:
Móri, Tamás F., Székely, Gábor J.
Publikováno v:
In Stochastic Processes and their Applications August 2022 150:699-715
Publikováno v:
Metrika 78(8):997-1014, 2015
Sufficient conditions for comparing the convolutions of heterogeneous gamma random variables in terms of the usual stochastic order are established. Such comparisons are characterized by the Schur convexity properties of the cumulative distribution f
Externí odkaz:
http://arxiv.org/abs/1601.04731
Publikováno v:
In Journal of Statistical Planning and Inference July 2021 213:1-15
Autor:
Huo, Xiaoming, Szekely, Gabor J.
Distance covariance and distance correlation have been widely adopted in measuring dependence of a pair of random variables or random vectors. If the computation of distance covariance and distance correlation is implemented directly accordingly to i
Externí odkaz:
http://arxiv.org/abs/1410.1503
Publikováno v:
SIAM/ASA Journal on Uncertainty Quantification. 3 (2015) 61-90
This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where the uncert
Externí odkaz:
http://arxiv.org/abs/1404.0122
Autor:
Szekely, Gabor J., Rizzo, Maria L.
Distance covariance and distance correlation are scalar coefficients that characterize independence of random vectors in arbitrary dimension. Properties, extensions, and applications of distance correlation have been discussed in the recent literatur
Externí odkaz:
http://arxiv.org/abs/1310.2926
Autor:
Rizzo, Maria L., Székely, Gábor J.
Publikováno v:
Annals of Applied Statistics 2010, Vol. 4, No. 2, 1034-1055
In classical analysis of variance, dispersion is measured by considering squared distances of sample elements from the sample mean. We consider a measure of dispersion for univariate or multivariate response based on all pairwise distances between-sa
Externí odkaz:
http://arxiv.org/abs/1011.2288