Related papers: Finite and infinite weighted exchangeable sequence…
We introduce a framework for systemic risk modeling in insurance portfolios using jointly exchangeable arrays, extending classical collective risk models to account for interactions. Joint exchangeability is a more general probabilistic…
We study stochastic team (known also as decentralized stochastic control or identical interest stochastic dynamic game) problems with large or countably infinite number of decision makers, and characterize existence and structural…
We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
Statistical inference from data is a foundational task in science. Recently, it has received growing attention for its central role in inference systems of primary interest in data sciences and machine learning. However, the understanding…
This paper extends the work of Arcidiacono and Miller (2011, 2019) by introducing a novel characterization of finite dependence within dynamic discrete choice models, demonstrating that numerous models display 2-period finite dependence. We…
In this paper we prove transference inequalities for regular and uniform Diophantine exponents in the weighted setting. Our results generalize the corresponding inequalities that exist in the `non-weighted' case.
Finite differences have been widely used in mathematical theory as well as in scientific and engineering computations. These concepts are constantly mentioned in calculus. Most frequently-used difference formulas provide excellent…
Finite mixture distributions arise in sampling a heterogeneous population. Data drawn from such a population will exhibit extra variability relative to any single subpopulation. Statistical models based on finite mixtures can assist in the…
We construct several new spaces of quantum sequences and their quantum families of maps in sense of So{\l}tan. Then, we introduce noncommutative distributional symmetries associated with these quantum maps and study simple relations between…
We perform the a posteriori error analysis of residual type of a transmission problem with sign changing coefficients. According to [6] if the contrast is large enough, the continuous problem can be transformed into a coercive one. We…
We give direct and inverse theorems for the weighted approximation of functions with endpoint singularities by combinations of Bernstein operators.
In this paper, we study consistent and partially exchangeable sequences of Markov chains on a finite state space. We provide a characterisation of the admissible transition rates via a decomposition into individual and coordinated motion of…
We study Hoeffding decomposable exchangeable sequences with values in a finite set D. We provide a new combinatorial characterization of Hoeffding decomposability and use this result to show that, if the cardinality of D is strictly greater…
In this paper, we propose finite mixtures of multivariate skew Laplace distributions to model both skewness and heavy-tailedness in the heterogeneous data sets. The maximum likelihood estimators for the parameters of interest are obtained…
We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.
For any integer $q\geq 2$ we provide a formula to express indefinite sums of a sequence $(f(n))_{n\geq 0}$ weighted by $q$-periodic sequences in terms of indefinite sums of sequences $(f(qn+p))_{n\geq 0}$, where $p\in\{0,\ldots,q-1\}$. When…
Characterizations of finite sequences $\beta_{1}<\cdots<\beta_{n}$ representing expected values of order statistics from a random sample of size $n$ are given. As a by-product, a characterization of binomial mixtures, when the mixing random…
Trait allocations are a class of combinatorial structures in which data may belong to multiple groups and may have different levels of belonging in each group. Often the data are also exchangeable, i.e., their joint distribution is…
The paper is concerned with the adaptive finite element solution of linear elliptic differential equations using equidistributing meshes. A strategy is developed for defining this type of mesh based on residual-based a posteriori error…