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The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…

Statistical Finance · Quantitative Finance 2016-10-04 Asmerilda Hitaj , Friedrich Hubalek , Lorenzo Mercuri , Edit Rroji

We introduce a novel perspective by linking ordered probabilistic choice to copula theory, a mathematical framework for modeling dependencies in multivariate distributions. Each representation of ordered probabilistic choice behavior can be…

Theoretical Economics · Economics 2025-07-10 Christopher P. Chambers , Yusufcan Masatlioglu , Kemal Yildiz

For any finite partially ordered set $P$, the $P$-Eulerian polynomial is the generating function for the descent number over the set of linear extensions of $P$, and is closely related to the order polynomial of $P$ arising in the theory of…

Combinatorics · Mathematics 2024-09-11 T. Kyle Petersen , Yan Zhuang

In this note we investigate correlation inequalities for `up-sets' of permutations, in the spirit of the Harris--Kleitman inequality. We focus on two well-studied partial orders on $S_n$, giving rise to differing notions of up-sets. Our…

Combinatorics · Mathematics 2020-04-22 J. Robert Johnson , Imre Leader , Eoin Long

We define and study positional marked patterns, permutations $\tau$ where one of elements in $\tau$ is underlined. Given a permutation $\sigma$, we say that $\sigma$ has a $\tau$-match at position $i$ if $\tau$ occurs in $\sigma$ in such a…

Combinatorics · Mathematics 2023-06-22 Sittipong Thamrongpairoj , Jeffrey B. Remmel

Parametric distributions are an important part of statistics. There is now a voluminous literature on different fascinating formulations of flexible distributions. We present a selective and brief overview of a small subset of these…

Statistics Theory · Mathematics 2020-05-15 Sharon X. Lee , Geoffrey J. McLachlan

We propose and examine two optimal $(0,1)$-matrix completion problems with majorization ordered objectives. They elevate the seminal study by Gale and Ryser from feasibility to optimality in partial order programming (POP), referring to…

Systems and Control · Electrical Eng. & Systems 2022-09-12 Yanfang Mo , Wei Chen , Keyou You , Li Qiu

This work derives closed-form expressions computing the expectation of co-presence and of number of co-occurrences of nodes on paths sampled from a network according to general path weights (a bag of paths). The underlying idea is that two…

Machine Learning · Computer Science 2021-08-24 Guillaume Guex , Sylvain Courtain , Marco Saerens

Combinatorial Hopf algebras of trees exemplify the connections between operads and bialgebras. Painted trees were introduced recently as examples of how graded Hopf operads can bequeath Hopf structures upon compositions of coalgebras. We…

Combinatorics · Mathematics 2019-07-05 Lisa Berry , Stefan Forcey , Maria Ronco , Patrick Showers

The local extremes (i.e., peaks and pits) of the landscape-elevation field play a critical role in energy, water, and nutrient distribution over the region, but the statistical distributions of these points in relation to landscape…

Geophysics · Physics 2021-09-21 Shashank Kumar Anand , Amilcare Porporato

Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…

Statistics Theory · Mathematics 2021-08-06 Yanbo Tang , Radu Craiu , Lei Sun

We extend some known results relating the distribution tails of a continuous local martingale supremum and its quadratic variation to the case of locally square integrable martingales with bounded jumps. The predictable and optional…

Probability · Mathematics 2007-05-23 R. Liptser , A. Novikov

Up-down permutations are counted by tangent resp. secant numbers. Considering words instead, where the letters are produced by independent geometric distributions, there are several ways of introducing this concept; in the limit they all…

Combinatorics · Mathematics 2007-05-23 Helmut Prodinger

We consider the problem of counting the number of possible sets of rankings (called ranking patterns) generated by unfolding models of codimension one. We express the ranking patterns as slices of the braid arrangement and show that all…

Combinatorics · Mathematics 2011-06-10 Hidehiko Kamiya , Akimichi Takemura , Hiroaki Terao

We define a partial order $\mathcal{P}_n$ on permutations of any given size $n$, which is the image of a natural partial order on inversion sequences. We call this the ``middle order''. We demonstrate that the poset $\mathcal{P}_n$ refines…

Combinatorics · Mathematics 2024-08-30 Mathilde Bouvel , Luca Ferrari , Bridget Eileen Tenner

This paper is devoted to the study of metric subregularity and strong subregularity of any positive order $q$ for set-valued mappings in finite and infinite dimensions. While these notions have been studied and applied earlier for $q=1$…

Optimization and Control · Mathematics 2015-07-20 Boris Mordukhovich , Wei Ouyang

We present a nonparametric framework to model a short sequence of probability distributions that vary both due to underlying effects of sequential progression and confounding noise. To distinguish between these two types of variation and…

Methodology · Statistics 2019-02-08 Jonas Mueller , Tommi Jaakkola , David Gifford

Let $\mathcal{R}$ be a unital ring with involution. The notions of 1MP-inverse and MP1-inverse are extended from $M_{m,n}(\mathbb{C)}$, the set of all $m\times n $ matrices over $\mathbb{C}$, to the set $\mathcal{R}% ^{\dagger}$ of all…

Functional Analysis · Mathematics 2022-05-17 Janko Marovt , Dijana Mosić , Insa Cremer

Given a variety over $\mathbb{Q}$, we study the distribution of the number of primes dividing the coordinates as we vary an integral point. Under suitable assumptions, we show that this has a multivariate normal distribution. We generalise…

Number Theory · Mathematics 2021-08-27 Daniel El-Baz , Daniel Loughran , Efthymios Sofos

The Peaks-Over Threshold is a fundamental method in the estimation of rare events such as small exceedance probabilities, extreme quantiles and return periods. The main problem with the Peaks-Over Threshold method relates to the selection…

Methodology · Statistics 2018-12-11 Richard Minkah , Tertius de Wet