Related papers: Testing Truncation Dependence: The Gumbel-Barnett …
Recurrent events often serve as key endpoints in clinical studies but may be prematurely truncated by terminal events such as death, creating selection bias and complicating causal inference. To address this challenge, we develop a Bayesian…
When constructing parametric models to predict the cost of future claims, several important details have to be taken into account: (i) models should be designed to accommodate deductibles, policy limits, and coinsurance factors, (ii)…
When the initial state of a quantum mechanical system is an excited state, then it is expected that the occupation, or survival, probability of that state will decrease. This is studied numerically within the Bixon-Jortner model, which was…
We study time continuous branching processes with exponentially distributed lifetimes, with two types of cells that proliferate according to binary fission. A range of possible system dynamics are considered, each of which is characterized…
We address the important question of the extent to which random variables and vectors with truncated power tails retain the characteristic features of random variables and vectors with power tails. We define two truncation regimes, soft…
Heterogeneity of economic agents is emphasized in a new trend of macroeconomics. Accordingly the new emerging discipline requires one to replace the production function, one of key ideas in the conventional economics, by an alternative…
This paper is concerned with testing and dating structural breaks in the dependence structure of multivariate time series. We consider a cumulative sum (CUSUM) type test for constant copula-based dependence measures, such as Spearman's rank…
We consider independent and $m$-dependent two-dimensional oriented site percolation with open-site density close to one started from Bernoulli product measures. We show that the probability of an occupied interval in the former process…
An informative sampling design leads to the selection of units whose inclusion probabilities are correlated with the response variable of interest. Model inference performed on the resulting observed sample will be biased for the population…
A popular line of research in evolutionary biology is the use of time-calibrated phylogenies for the inference of diversification processes. This requires computing the likelihood of a given ultrametric tree as the reconstructed tree…
We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…
This article deals with the hypothesis test for the extremely heavy-tailed distributions with infinite mean or variance by using a truncated sample mean. We obtain three necessary and sufficient conditions under which the asymptotic…
We study the frog model on $\mathbb{Z}$ with particle wise discrete Weibull lifetimes. Each particle has an i.i.d. survival parameter $\pi\in(0,1)$; conditionally on $\pi=p$, its lifetime $\Xi$ satisfies \[ P(\Xi\ge k\mid…
Censoring is the central problem in survival analysis where either the time-to-event (for instance, death), or the time-tocensoring (such as loss of follow-up) is observed for each sample. The majority of existing machine learning-based…
We develop inference procedures robust to general forms of weak dependence. The procedures utilize test statistics constructed by resampling in a manner that does not depend on the unknown correlation structure of the data. We prove that…
A large amount of population models use the concept of a carrying capacity. Simulated populations are bounded by invoking finite resources through a survival probability, commonly referred to as the Verhulst factor. The fact, however, that…
It is well-known that the expected scaled maximum of non-negative random variables with unit mean defines a stable tail dependence function associated with some extreme-value copula. In the special case when these random variables are…
Under left truncation, data $(X_i,Y_i)$ are observed only when $Y_i\le X_i$. Usually, the distribution function $F$ of the $X_i$ is the target of interest. In this paper, we study linear functionals $\int\varphi \mathrm{d}F_n$ of the…
We consider the number distribution of topological defects resulting from the finite-time crossing of a continuous phase transition and identify signatures of universality beyond the mean value, predicted by the Kibble-Zurek mechanism.…
We consider a population of particles with unit life length. Dying each particle produces offspring whose size depends on the random environment specifying the reproduction law of all particles of the given generation and on the number of…