Related papers: New Developments on the Non-Central Chi-Squared an…
In this paper, we introduce the BMT distribution as an unimodal alternative to continuous univariate distributions supported on a bounded interval. The ideas behind the mathematical formulation of this new distribution come from computer…
This paper derives closed-form unbiased estimators of central moments in multilevel random-effects models with unbalanced group sizes. In a two-level model, we provide unbiased estimators for the second, third, and fourth central moments…
We introduce a new test procedure of independence in the framework of parametric copulas with unknown marginals. The method is based essentially on the dual representation of $\chi^2$-divergence on signed finite measures. The asymptotic…
This paper presents in detail the originally developed Quadratic Point Estimate Method (QPEM), aimed at efficiently and accurately computing the first four output moments of probabilistic distributions, using 2n^2+1 sample (or sigma)…
The nonperturbative modification of the evolution equation for QCD generating functional is applied to the analysis of the factorial moments of the intrajet particle distributions in QCD. Nonperturbative preasymptotic correction to the…
We derive a nonparametric test for constant beta over a fixed time interval from high-frequency observations of a bivariate \Ito semimartingale. Beta is defined as the ratio of the spot continuous covariation between an asset and a risk…
The cumulative distribution function (CDF) of the doubly non-central beta distribution can be expressed as an infinite double series. By truncating the sum of this series, one can obtain an approximate value of the CDF. Although numerous…
This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…
In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…
Standard nonlinear regression is commonly used when modeling indifference points due to its ability to closely follow observed data, resulting in a good model fit. However, standard nonlinear regression currently lacks a reasonable…
Pattern-mixture models provide a transparent approach for handling missing data, where the full-data distribution is factorized in a way that explicitly shows the parts that can be estimated from observed data alone, and the parts that…
I report on recent progress in the study of mass generation in non-abelian gauge theories, and concentrate on the origin of constituent masses in QCD. I argue that a consistent formalism has been developed to describe chiral symmetry…
In this paper the problem of noncommutative elastic scattering in a central field is considered. General formulas for the differential cross-section for two cases are obtained. For the case of high energy of an incident wave it is shown…
A transformation group approach to the prior for the parameters of the beta distribution is suggested which accounts for finite sets of data by imposing a limit to the range of parameter values under consideration. The relationship between…
We consider fractional diffusion equations and study the stability of the inverse problem of determining the time-dependent parameter in a source term or a coefficient of zero-th order term from observations of the solution at one point in…
We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional…
We develop efficient algorithms for estimating low-degree moments of unknown distributions in the presence of adversarial outliers. The guarantees of our algorithms improve in many cases significantly over the best previous ones, obtained…
A new scheme is presented for imposing periodic boundary conditions on unit cells with arbitrary source distributions. We restrict our attention here to the Poisson, modified Helmholtz, Stokes and modified Stokes equations. The approach…
We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models are subject to the incidental parameter problem, in that the…
In assumed probability density function (pdf) methods of turbulent combustion, the shape of the scalar pdf is assumed a priori and the pdf is parametrized by its moments for which model equations are solved. In non-premixed flows the beta…