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The paper studies the asymptotic behaviour of weighted functionals of long-range dependent data over increasing observation windows. Various important statistics, including sample means, high order moments, occupation measures can be given…

统计理论 · 数学 2019-05-27 Tareq Alodat , Andriy Olenko

The concept of mean inactivity time plays a crucial role in reliability, risk theory and life testing. In this regard, we introduce a weighted mean inactivity time function by considering a non-negative weight function. Based on this…

概率论 · 数学 2021-03-16 Antonio Di Crescenzo , Abdolsaeed Toomaj

We introduce a family of local inhomogeneous mark-weighted summary statistics, of order two and higher, for general marked point processes. Depending on how the involved weight function is specified, these summary statistics capture…

统计方法学 · 统计学 2024-03-13 Nicoletta D'Angelo , Giada Adelfio , Jorge Mateu , Ottmar Cronie

Easy-to-interpret effect estimands are highly desirable in survival analysis. In the competing risks framework, one good candidate is the restricted mean time lost (RMTL). It is defined as the area under the cumulative incidence function up…

统计方法学 · 统计学 2024-09-13 Merle Munko , Dennis Dobler , Marc Ditzhaus

We provide asymptotic results for the distribution of weighted nonlinear functionals of Gaussian field with long-range dependence. We also show that integral functionals and the corresponding additive functionals have same distributions…

概率论 · 数学 2017-10-06 Tareq Alodat , Andriy Olenko

As an important branch of weakly supervised learning, partial label learning deals with data where each instance is assigned with a set of candidate labels, whereas only one of them is true. Despite many methodology studies on learning from…

机器学习 · 计算机科学 2021-06-11 Hongwei Wen , Jingyi Cui , Hanyuan Hang , Jiabin Liu , Yisen Wang , Zhouchen Lin

Competing risks data are common in medical studies, and the sub-distribution hazard (SDH) ratio is considered an appropriate measure. However, because the limitations of hazard itself are not easy to interpret clinically and because the SDH…

应用统计 · 统计学 2021-10-19 Jingjing Lyu , Yawen Hou , Zheng Chen

Using a coupling argument, we establish a general weak law of large numbers for functionals of binomial point processes in d-dimensional space, with a limit that depends explicitly on the (possibly non-uniform) density of the point process.…

概率论 · 数学 2007-05-23 Mathew D. Penrose , J. E. Yukich

In this paper, we develop the lower and upper bounds of worst-case distortion riskmetrics and weighted entropy for unimodal, and symmetric unimodal distributions when mean and variance information are available. We also consider the sharp…

风险管理 · 定量金融 2025-11-24 Baishuai Zuo , Chuancun Yin

The paper deals with the asymptotic laws of functional of standard random variables. These classes of statistics are closely related to estimators of the extreme value index when the underlying distribution function is in the Weibull domain…

统计方法学 · 统计学 2016-11-22 Gane Samb Lo , Adja Mbarka Fall , Cheikhna Hamallah Ndiaye , Akym Adekpejou

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…

Level-based and share-based loss functions are asymptotically equivalent if, in the limit, their averages converge almost surely to a constant ratio. These loss functions take a target value and its realization as arguments and are often…

统计理论 · 数学 2025-11-20 Charles D. Coleman

Functional data often arise from measurements on fine time grids and are obtained by separating an almost continuous time record into natural consecutive intervals, for example, days. The functions thus obtained form a functional time…

统计理论 · 数学 2016-08-14 Siegfried Hörmann , Piotr Kokoszka

We consider a class of doubly weighted rank-based estimating methods for the transformation (or accelerated failure time) model with missing data as arise, for example, in case-cohort studies. The weights considered may not be predictable…

统计理论 · 数学 2009-08-24 Bin Nan , John D. Kalbfleisch , Menggang Yu

A weighted U-statistic based on a random sample X_1,...,X_n has the form U_n=\sum_{1\le i,j\le n}w_{i-j}K(X_i,X_j), where K is a fixed symmetric measurable function and the w_i are symmetric weights. A large class of statistics can be…

概率论 · 数学 2007-05-23 Tailen Hsing , Wei Biao Wu

We obtain the law of large numbers (LLN) and the central limit theorem (CLT) for weakly dependent non-stationary arrays of random fields with asymptotically unbounded moments. The weak dependence condition for arrays of random fields is…

统计理论 · 数学 2024-08-15 Yue Pan , Jiazhu Pan

In this paper, we study the asymptotic distribution of some U-statistics whose entries are functions of empirical moments computed from non-overlapping consecutive blocks of an underlying weakly dependent process. The length of these blocks…

概率论 · 数学 2024-08-27 Herold G. Dehling , Davide Giraudo , Sara K. Schmidt

In this article, we consider flexible seasonal time series models which consist of a common trend function over periods and additive individual trend (seasonal effect) functions. The consistency and asymptotic normality of the local linear…

数学物理 · 物理学 2014-03-11 Kyong-Hui Kim , Hak-Myong Pak

A common statistical task lies in showing asymptotic normality of certain statistics. In many of these situations, classical textbook results on weak convergence theory suffice for the problem at hand. However, there are quite some…

概率论 · 数学 2019-03-26 Viktor Bengs , Hajo Holzmann

In order to improve the already existing models that are used extensively in bio sciences and applied sciences research, a new class of Weighted Power function distribution (WPFD) has been proposed with its various properties and different…

其他统计学 · 统计学 2020-08-03 Azam Zaka , Ahmad Saeed Akhter , Riffat Jabeen
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