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Related papers: Breaking Bivariate Records

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For a sequence of i.i.d. $d$-dimensional random vectors with independent continuously distributed coordinates, say that the $n$th observation in the sequence sets a record if it is not dominated in every coordinate by an earlier…

Probability · Mathematics 2023-03-09 James Allen Fill

Let $X_i,i=0,1,\ldots$ be a sequence of iid random variables whose distribution is continuous. Associated with this sequence is the sequence $(i,X_i),i=0,1,\ldots$. Let ${\cal R}_{n}$ denote the set of Pareto optimal elements of $\{…

Probability · Mathematics 2022-10-18 Daniel Q. Naiman , Fred Torcaso

Given a sequence of independent random vectors taking values in ${\mathbb R}^d$ and having common continuous distribution function $F$, say that the $n^{\rm \scriptsize th}$ observation sets a (Pareto) record if it is not dominated (in…

Probability · Mathematics 2024-05-07 James Allen Fill , Ao Sun

We prove conditional asymptotic normality of a class of quadratic U-statistics that are dominated by their degenerate second order part and have kernels that change with the number of observations. These statistics arise in the construction…

Methodology · Statistics 2015-12-09 James Robins , Lingling Li , Eric Tchetgen Tchetgen , Aad van der Vaart

Random permutations with distribution conditionally uniform given the set of record values can be generated in a unified way, coherently for all values of $n$. Our central example is a two-parameter family of random permutations that are…

Probability · Mathematics 2007-05-23 Alexander Gnedin

For a partial structural change in a linear regression model with a single break, we develop a continuous record asymptotic framework to build inference methods for the break date. We have T observations with a sampling frequency h over a…

Statistics Theory · Mathematics 2021-11-16 Alessandro Casini , Pierre Perron

It is well known that an extreme order statistic and a central order statistic (os) as well as an intermediate os and a central os from a sample of iid univariate random variables get asymptotically independent as the sample size increases.…

Statistics Theory · Mathematics 2017-02-01 Michael Falk , Florian Wisheckel

We propose nonparametric open-end sequential testing procedures that can detect all types of changes in the contemporary distribution function of possibly multivariate observations. Their asymptotic properties are theoretically investigated…

Methodology · Statistics 2022-11-15 Mark Holmes , Ivan Kojadinovic , Alex Verhoijsen

In this paper, we prove the existence of a measure-preserving bijection from unit square to unit segment. This bijection is also called the probability isomorphism between two probability spaces. Then we give a new proof of the existence of…

Probability · Mathematics 2016-02-03 Cong Dan Pham

The study of records in the Linear Drift Model (LDM) has attracted much attention recently due to applications in several fields. In the present paper we study $\delta$-records in the LDM, defined as observations which are greater than all…

Statistics Theory · Mathematics 2020-10-28 Raúl Gouet , Miguel Lafuente , F. Javier López , Gerardo Sanz

Suppose that univariate data are drawn from a mixture of two distributions that are equal up to a shift parameter. Such a model is known to be nonidentifiable from a nonparametric viewpoint. However, if we assume that the unknown mixed…

Statistics Theory · Mathematics 2016-08-16 Laurent Bordes , Stéphane Mottelet , Pierre Vandekerkhove

We propose new concepts in order to analyze and model the dependence structure between two time series. Our methods rely exclusively on the order structure of the data points. Hence, the methods are stable under monotone transformations of…

Statistics Theory · Mathematics 2015-02-02 Alexander Schnurr , Herold Dehling

Let \{X_1, X_2, ...\} be a sequence of independent and identically distributed positive random variables of Pareto-type with index \alpha>0 and let \{N(t); t\geq 0\} be a counting process independent of the X_i's. For any fixed t\geq 0,…

Probability · Mathematics 2007-06-13 S. A. Ladoucette , J. L. Teugels

The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…

Statistics Theory · Mathematics 2018-01-12 Tatsushi Oka , Pierre Perron

Partial measurements of relative position are a relatively common event during the observation of visual binary stars. However, these observations are typically discarded when estimating the orbit of a visual pair. In this article we…

Instrumentation and Methods for Astrophysics · Physics 2019-07-10 Ruben M. Claveria , Rene A. Mendez , Jorge F. Silva , Marcos E. Orchard

We estimate the unknown parameters of an asymmetric bifurcating autoregressive process (BAR) when some of the data are missing. In this aim, we model the observed data by a two-type Galton-Watson process consistent with the binary tree…

Probability · Mathematics 2011-10-10 Benoîte de Saporta , Anne Gégout-Petit , Laurence Marsalle

The statistics of records in sequences of independent, identically distributed random variables is a classic subject of study. One of the earliest results concerns the stochastic independence of record events. Recently, records statistics…

Statistical Mechanics · Physics 2011-09-26 Gregor Wergen , Jasper Franke , Joachim Krug

We obtain bivariate asymptotics for the number of (unicellular) combinatorial maps (a model of discrete surfaces) as both the size and the genus grow. This work is related to two research topics that have been very active recently:…

Combinatorics · Mathematics 2026-04-14 Andrew Elvey Price , Wenjie Fang , Baptiste Louf , Michael Wallner

A class of Fourier based statistics for irregular spaced spatial data is introduced, examples include, the Whittle likelihood, a parametric estimator of the covariance function based on the $L_{2}$-contrast function and a simple…

Statistics Theory · Mathematics 2016-11-03 Suhasini Subba Rao

Estimation of the parameters of an exponential distribution based on record data has been treated by Samaniego and Whitaker (1986) and Doostparast (2009). Recently, Doostparast and Balakrishnan (2011) obtained optimal confidence intervals…

Statistics Theory · Mathematics 2012-05-04 M. Doostparast , N. Balakrishnan
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