Related papers: Bivariate Covariance Functions of P\'olya Type
The problem of estimating location (scale) parameters $\theta_1$ and $\theta_2$ of two distributions when the ordering between them is known apriori (say, $\theta_1\leq \theta_2$) has been extensively studied in the literature. Many of…
We derive an analytical formula for the covariance $\mathrm{Cov}(A,B)$ of two smooth linear statistics $A=\sum_i a(\lambda_i)$ and $B=\sum_i b(\lambda_i)$ to leading order for $N\to\infty$, where $\{\lambda_i\}$ are the $N$ real eigenvalues…
We prove Bernstein-type matrix concentration inequalities for linear combinations with matrix coefficients of binary random variables satisfying certain $\ell_\infty$-independence assumptions, complementing recent results by Kaufman, Kyng…
We propose a two-sample test for large-dimensional covariance matrices in generalized elliptical models. The test statistic is based on a U-statistic estimator of the squared Frobenius norm of the difference between the two population…
We provide a unified approach to MM-estimation with auxiliary scale for balanced linear models with structured covariance matrices. This approach leads to estimators that are highly robust against outliers and highly efficient for normal…
Once chosen the dynamics in one frame, for example the rest frame, the Bakamjian and Thomas method allows to define relativistic quark models in any frame. These models have been shown to provide, in the heavy quark limit, fully covariant…
We define the notions of disjoint unions and products for generalised P\'olya urns, proving that this turns the set of isomorphism classes of urns into a commutative semiring. The set of square matrices up to similarity by a permutation…
Let $\alpha=1/2$, $\theta>-1/2$, and $\nu_0$ be a probability measure on a type space $S$. In this paper, we investigate the stochastic dynamic model for the two-parameter Dirichlet process $\Pi_{\alpha,\theta,\nu_0}$. If $S=\mathbb{N}$, we…
Let $\xi$ be a L\'{e}vy process and $I_\xi(t):=\int_{0}^te^{-\xi_s}\mathrm{d} s$, $t\geq 0,$ be the exponential functional of L\'{e}vy processes on deterministic horizon. Given that $\lim_{t\to \infty}\xi_t=-\infty$ we evaluate for general…
Classical regression analysis relates the expectation of a response variable to a linear combination of explanatory variables. In this article, we propose a covariance regression model that parameterizes the covariance matrix of a…
A multivariate polynomial is {\em stable} if it is nonvanishing whenever all variables have positive imaginary parts. We classify all linear partial differential operators in the Weyl algebra $\A_n$ that preserve stability. An important…
Data analysis in cosmology requires reliable covariance matrices. Covariance matrices derived from numerical simulations often require a very large number of realizations to be accurate. When a theoretical model for the covariance matrix…
The aim of this paper, is to define a bivariate exponentiated generalized linear exponential distribution based on Marshall-Olkin shock model. Statistical and reliability properties of this distribution are discussed. This includes…
This paper introduces a general framework for estimating variance components in the linear mixed models via general unbiased estimating equations, which include some well-used estimators such as the restricted maximum likelihood estimator.…
Estimation of covariance matrices or their inverses plays a central role in many statistical methods. For these methods to work reliably, estimated matrices must not only be invertible but also well-conditioned. In this paper we present an…
In this paper, we consider bivariate composite models for modeling jointly different types of claims and their associated costs in a flexible manner. For expository purposes, the Gumbel copula is paired with the composite Weibull-Inverse…
General properties of global covariance matrices representing bipartite Gaussian states can be decomposed into properties of local covariance matrices and their Schur complements. We demonstrate that given a bipartite Gaussian state…
The functionalized Cahn-Hilliard (FCH) equation supports planar and circular bilayer interfaces as equilibria which may lose their stability through the pearling bifurcation: a periodic, high-frequency, in-plane modulation of the bilayer…
In this article we study the generalized dispersion version of the Kadomtsev-Petviashvili II equation, on $\T \times \R$ and $\T \times \R^2$. We start by proving bilinear Strichartz type estimates, dependent only on the dimension of the…
We extend generalized functional linear models under independence to a situation in which a functional covariate is related to a scalar response variable that exhibits spatial dependence-a complex yet prevalent phenomenon. For estimation,…