Related papers: On the maximal correlation coefficient for the biv…
The bivariate normal density with unit variance and correlation $\rho$ is well-known. We show that by integrating out $\rho$, the result is a function of the maximum norm. The Bayesian interpretation of this result is that if we put a…
Based on the notion of maximal correlation, Kimeldorf, May and Sampson (1980) introduce a measure of correlation between two random variables, called the "concordant monotone correlation" (CMC). We revisit, generalize and prove new…
This paper derives the elliptical matrix variate version of the well known univariate Birnbaum and Saunders distribution. A generalisation based on a matrix transformation is proposed, instead of the independent element by element…
Most statistical software packages implement numerical strategies for computation of maximum likelihood estimates in random effects models. Little is known, however, about the algebraic complexity of this problem. For the one-way layout…
We characterize the existence of the maximum likelihood estimator for discrete exponential families. Our criterion is simple to apply as we show in various settings, most notably for exponential models of random graphs. As an application,…
The restricted maximum likelihood (REML) estimator of the dispersion matrix for random coefficient models is rewritten in terms of the sufficient statistics of the individual regressions.
Recently, Serfling and Xiao (2007) extended the L-moment theory (Hosking, 1990) to the multivariate setting. In the present paper, we focus on the two-dimension random vectors to establish a link between the bivariate L-moments (BLM) and…
Let $G$ be a graph on $n$ vertices of maximum degree $\Delta$. We show that, for any $\delta > 0$, the down-up walk on independent sets of size $k \leq (1-\delta)\alpha_c(\Delta)n$ mixes in time $O_{\Delta,\delta}(k\log{n})$, thereby…
In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems that have a singular measure. Using the block maxima approach described in Faranda et al. [2011] we show that,…
Triangular distributions are a well-known class of distributions that are often used as elementary example of a probability model. In the past, enumeration and order statistic-based methods have been suggested for the maximum likelihood…
Over the last two decades, many exciting variable selection methods have been developed for finding a small group of covariates that are associated with the response from a large pool. Can the discoveries from these data mining approaches…
We consider a diffusive model for optimally distributing dividends, while allowing for Knightian model ambiguity concerning the drift of the surplus process. We show that the value function is the unique solution of a non-linear…
Multivariate mutual information provides a conceptual framework for characterizing higher-order interactions in complex systems. Two well-known measures of multivariate information---total correlation and dual total correlation---admit a…
Distribution-on-distribution regression considers the problem of formulating and estimating a regression relationship where both covariate and response are probability distributions. The optimal transport distributional regression model…
In this paper we propose a new family of distribution considering Generalized Marshal-Olkin distribution as the base line distribution in the Beta-G family of Construction. The new family includes Beta-G (Eugene et al. 2002 and Jones, 2004)…
In this paper we present results for bivariate exponential distributions which are represented by phase type distributions. The paper extends results from previous publications [5, 14] on this topic by introducing new representations that…
In this work, a complete error analysis is presented for fully discrete solutions of the subdiffusion equation with a time-dependent diffusion coefficient, obtained by the Galerkin finite element method with conforming piecewise linear…
For estimating the large covariance matrix with a limited sample size, we propose the covariance model with general linear structure (CMGL) by employing the general link function to connect the covariance of the continuous response vector…
Let $\{X_n\}_n$ be a sequence of freely independent, identically distributed non-commutative random variables. Consider a sequence $\{W_n\}_n$ of the renormalized spectral maximum of random variables $X_1,\cdots, X_n$. It is known that the…
The max-stable H\"usler-Reiss distribution which arises as the limit distribution of maxima of bivariate Gaussian triangular arrays has been shown to be useful in various extreme value models. For such triangular arrays, this paper…