Zobrazeno 1 - 10
of 95
pro vyhledávání: '"Valery B Nevzorov"'
Publikováno v:
Journal of Statistical Theory and Applications (JSTA), Vol 16, Iss 4 (2017)
Understanding the properties of Skew distributions is important in many statistical applications. The Student-t distribution is widely used in statistics. Skew-t distribution is a useful model to describe data with heavy tails. In this paper several
Externí odkaz:
https://doaj.org/article/260219ff3dee4e6bb74cd7e4892138a9
Publikováno v:
Sankhya A. 85:468-477
In this work, we discuss m-th exponential spacings △k:m:n obtained from order statistics. We study limit results for such spacings when the sample size n tends to infinity and the indices k and m are either fixed or also tend to infinity. We also i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0bac8b0f946f76ee4ea5c4a4d4165062
https://doi.org/10.1007/s13171-021-00259-y
https://doi.org/10.1007/s13171-021-00259-y
Publikováno v:
Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy. 8:3-11
Different record achievements are fixed in many domains of the human activities. Very often this process happens with some rate of discretization (up to seconds, up to meters or up to thousands of individuals) of the observed results. On the examples
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b854ae42b58a9ddcdfc97e60f1f58357
https://doi.org/10.21638/spbu01.2021.101
https://doi.org/10.21638/spbu01.2021.101
Publikováno v:
Vestnik St. Petersburg University, Mathematics. 54:1-7
Various record achievements are recorded in a number of areas of human activity. In this case, some discretization of the obtained observation results repeatedly occurs with varying accuracy (up to a second, up to a meter, and up to a thousand indivi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::496eff5871d8f27255429b2a8625869f
https://doi.org/10.1134/s1063454121010039
https://doi.org/10.1134/s1063454121010039
Publikováno v:
Communications in Statistics - Theory and Methods. 51:5446-5454
Let X 1 , … , X n be independent and identically distributed continuous nonnegative random variables and m n = min { X 1 , … , X n } be the sample minimum. In the present paper, we find the best li...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8061c7d0c39e3deda35dc6a1a8ebc195
https://doi.org/10.1080/03610926.2020.1841237
https://doi.org/10.1080/03610926.2020.1841237
Autor:
I. V. Bel’kov, Valery B. Nevzorov
Publikováno v:
Journal of Mathematical Sciences. 244:718-722
Independent random variables X1, X2, . . . , Xn having U([0, 1])-uniform distribution and upper record values in this set are considered. We study the problem of maximizing (taking into account some consecutively observed values x1, x2, . . . , xk of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5681160fb2694e426512e80826ccee56
https://doi.org/10.1007/s10958-020-04644-0
https://doi.org/10.1007/s10958-020-04644-0
Autor:
Valery B. Nevzorov, Alexei Stepanov
Publikováno v:
Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy. 7:69-76
Let Zi (i ≥ 1) be a sequence of independent and identically distributed random variables with standard exponential distribution H and let Z(n) (n ≥ 1) be the corresponding sequence of exponential records associated with Zi (i ≥ 1). Let us call
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0a57d8892c8f27d2f5b6a0460a81f058
https://doi.org/10.21638/11701/spbu01.2020.107
https://doi.org/10.21638/11701/spbu01.2020.107
Autor:
Alexei Stepanov, Valery B. Nevzorov
Publikováno v:
Communications in Statistics - Theory and Methods. 50:1362-1369
Let X1,…,Xn be independent and identically distributed continuous nonnegative random variables and mn be the sample minimum. In the present paper, we propose an approach, which maximizes the value ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::abe5e3b7b76db560868964fd96e74e7a
https://doi.org/10.1080/03610926.2019.1649431
https://doi.org/10.1080/03610926.2019.1649431
Publikováno v:
Calcutta Statistical Association Bulletin. 71:40-48
Several distributional properties of skew t-distribution are presented. Based on the distributional properties, some characterizations of the skew t-distribution with 3 degrees of freedom are given.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f3d8cb9082be0f76de012005f137ccdf
https://doi.org/10.1177/0008068319839818
https://doi.org/10.1177/0008068319839818
Autor:
A. V. Stepanov, Valery B. Nevzorov
Publikováno v:
Vestnik St. Petersburg University, Mathematics. 52:75-80
The lower and upper record values obtained from sequences of independent and identically distributed [0, 1] random variables are discussed in this paper. Representations, in which record values are equal in distribution to sums and products of indepe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9827816c2913a9ffe11607d8c37ea27a
https://doi.org/10.3103/s1063454119010102
https://doi.org/10.3103/s1063454119010102