相关论文: On the monotonicity of copula-based conditional di…

A benefit of randomized experiments is that covariate distributions of treatment and control groups are balanced on average, resulting in simple unbiased estimators for treatment effects. However, it is possible that a particular…

Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…

We propose a flexible copula model to describe changes with a covariate in the dependence structure of (conditionally exchangeable) random variables. The starting point is a spline approximation to the generator of an Archimedean copula.…

We study invariance and monotonicity properties of Kunita-type stochastic differential equations in $\RR^d$ with delay. Our first result provides sufficient conditions for the invariance of closed subsets of $\RR^d$. Then we present a…

This paper proposes a modelling strategy to infer the impact of a covariate on the dependence structure of right-censored clustered event time data. The joint survival function of the event times is modelled using a parametric conditional…

We discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence order that is defined for two random variables to the case $n>2$. All conventional stochastic orders are…

This paper derives the asymptotic distribution of variance weighted Kolmogorov-Smirnov statistics for conditional moment inequality models for the case of a one dimensional covariate. The asymptotic distribution depends on the data…

The usual stochastic order and the likelihood ratio order between probability distributions on the real line are reviewed in full generality. In addition, for the distribution of a random pair $(X,Y)$, it is shown that the conditional…

Classical spectral methods are subject to two fundamental limitations: they only can account for covariance-related serial dependencies, and they require second-order stationarity. Much attention has been devoted lately to quantile-based…

We describe a Groebner basis of relations among conditional probabilities in a discrete probability space, with any set of conditioned-upon events. They may be specialized to the partially-observed random variable case, the purely…

In some areas of knowledge there are data representing directions restricted to a specific range of values. Consequently, it is useful to have models for describing variables defined in subsets of the k-dimensional unit sphere. This need…

In this work, we propose extropy measures based on density copula, distributional copula, and survival copula, and explore their properties. We study the effect of monotone transformations for the proposed measures and obtain bounds. We…

In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…

We introduce a new framework for contextuality based on simplicial sets, combinatorial models of topological spaces that play a prominent role in modern homotopy theory. Our approach extends measurement scenarios to consist of spaces…

Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hypercube. The assumption is…

We study the stochastic convergence of the Ces\`{a}ro mean of a sequence of random variables. These arise naturally in statistical problems that have a sequential component, where the sequence of random variables is typically derived from a…

We study a class of conditional independence models for discrete data with the property that one or more log-linear interactions are defined within two different marginal distributions and then constrained to 0; all the conditional…

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…

We examine the asymptotic behaviour of the sample autocovariance in a continuous-time moving average model with long-range dependence. We show that it is either asymptotically Rosenblatt distributed or stable distributed. This shows that…