相关论文: Order preserving property of moment estimators

In this work we establish the posterior consistency for a parametrized family of partially observed, fully dominated Markov models. As a main assumption, we suppose that the prior distribution assigns positive probability to all…

A famous characterization theorem due to C.F. Gauss states that the maximum likelihood estimator (MLE) of the parameter in a location family is the sample mean for all samples of all sample sizes if and only if the family is Gaussian. There…

Building on recent developments in models focused on the shape properties of odds ratios, this paper introduces two new models that expand the class of available distributions while preserving specific shape characteristics of an underlying…

A new notion of stochastic ordering is introduced to compare multivariate stochastic risk models with respect to extreme portfolio losses. In the framework of multivariate regular variation comparison criteria are derived in terms of…

We consider stochastic settings for clustering, and develop provably-good approximation algorithms for a number of these notions. These algorithms yield better approximation ratios compared to the usual deterministic clustering setting.…

For a bivariate random vector (X,Y), symmetry conditions are presented that yield stochastic orderings among |X|, |Y|, |max(X,Y)|, and | min(X, Y)|. Partial extensions of these results for multivariate random vectors (X1,...,Xn) are also…

This paper presents a tractable sufficient condition for the consistency of maximum likelihood estimators (MLEs) in partially observed diffusion models, stated in terms of stationary distribution of the associated fully observed diffusion,…

Let $X_1, X_2,\ldots, X_n$ (resp. $Y_1, Y_2,\ldots, Y_n$) be independent random variables such that $X_i$ (resp. $Y_i$) follows generalized exponential distribution with shape parameter $\theta_i$ and scale parameter $\lambda_i$ (resp.…

An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…

Sufficient and necessary conditions are presented for the order preservation of path-distribution dependent SDEs. Differently from the corresponding study of distribution independent SDEs, to investigate the necessity of order preservation…

Stochastic dominance has been studied extensively, particularly in the finance and economics literature. In this paper, we obtain two results. First, necessary conditions for higher-order inverse stochastic dominance are developed. These…

We derive an extended empirical likelihood for parameters defined by estimating equations which generalizes the original empirical likelihood for such parameters to the full parameter space. Under mild conditions, the extended empirical…

Max-stable distributions and processes are important models for extreme events and the assessment of tail risks. The full, multivariate likelihood of a parametric max-stable distribution is complicated and only recent advances enable its…

We present new results for consistency of maximum likelihood estimators with a focus on multivariate mixed models. Our theory builds on the idea of using subsets of the full data to establish consistency of estimators based on the full…

In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result…

In this paper, expansions for the maximum likelihood estimator of location and its distribution funtion are extended to fifth order. Since the proofs are straightforward extentions of proofs given in earlier papers for orders less than the…

In the past four decades, research on count time series has made significant progress, but research on $\mathbb{Z}$-valued time series is relatively rare. Existing $\mathbb{Z}$-valued models are mainly of autoregressive structure, where the…

In this paper, we study majorization for probability distributions and column stochastic matrices. We show that majorizations in general can be reduced to the aforementioned sets. We characterize linear operators that preserve majorization…

This article explores a relationship between inconsistency in the pairwise comparisons method and conditions of order preservation. A pairwise comparisons matrix with elements from an alo-group is investigated. This approach allows for a…

In a finite mixture of location-scale distributions maximum likelihood estimator does not exist because of the unboundedness of the likelihood function when the scale parameter of some mixture component approaches zero. In order to study…