相关论文: Some ordering properties of highest and lowest ord…

We propose and analyze a specific asymptotic stochastic order for random processes based on the measure of departure discussed in the literature. As applications, we stochastically compare mixtures of order statistics and record values…

We develop Gaussian approximations for high-dimensional vectors formed by second-order $U$- and $V$-statistics whose kernels depend on sample size under independent but not identically distributed (i.n.i.d.) sampling. Our results hold…

Ordinal measurements are common outcomes in studies within psychology, as well as in the social and behavioral sciences. Choosing an appropriate regression model for analysing such data poses a difficult task. This paper aims to facilitate…

There is a growing body of work on sorting and selection in models other than the unit-cost comparison model. This work is the first treatment of a natural stochastic variant of the problem where the cost of comparing two elements is a…

We study the probability distribution P(M) of the order parameter (average magnetization) M, for the finite-size systems at the critical point. The systems under consideration are the 3-dimensional Ising model on a simple cubic lattice, and…

We consider the problem of estimating assortment probabilities, which is common in operations management applications, including product bundling, advertising, etc. Existing approaches typically model each assortment as a category and apply…

We introduce several statistics on ordered partitions of sets, that is, set partitions where the blocks are permuted arbitrarily. The distribution of these statistics is closely related to the q-Stirling numbers of the second kind. Some of…

Singular statistical models arise whenever different parameter values induce the same distribution, leading to non-identifiability and a breakdown of classical asymptotic theory. While existing approaches analyze these phenomena in…

The Multivariate Extreme Value distributions have shown their usefulness in environmental studies, financial and insurance mathematics. The Logistic or Gumbel-Hougaard distribution is one of the oldest multivariate extreme value models and…

Design and analysis of cluster randomized trials must take into account correlation among outcomes from the same clusters. When applying standard generalized estimating equations (GEE), the first-order (e.g. treatment) effects can be…

Algorithms are proposed for the computation of set-valued quantiles and the values of the lower cone distribution function for bivariate data sets. These new objects make data analysis possible involving an order relation for the data…

Doubly stochastic learning algorithms are scalable kernel methods that perform very well in practice. However, their generalization properties are not well understood and their analysis is challenging since the corresponding learning…

We study the factorised steady state of a general class of mass transport models in which mass, a conserved quantity, is transferred stochastically between sites. Condensation in such models is exhibited when above a critical mass density…

Germ order is a non-standard stochastic order defined through the comparison of the generating functions of the processes. This order was first introduced for branching random walks with a constant breeding law and independent dispersal of…

A theoretical framework is presented for a (copula-based) notion of dissimilarity between continuous random vectors and its main properties are studied. The proposed dissimilarity assigns the smallest value to a pair of random vectors that…

We investigate structure for pairs of randomizations that do not follow each other in a chain. These are unrandomized-inclusive, independent, coincident or double randomizations. This involves taking several structures that satisfy…

In engineering systems, it is usually assumed that lifetimes of components are independent and identically distributed (iid). But, the failure of a component results in a higher load on the remaining components and hence causes the…

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…

When the underlying probability distribution in a stochastic optimization is observed only through data, various data-driven formulations have been studied to obtain approximate optimal solutions. We show that no such formulations can, in a…

In this paper we introduce a new discrete time and continuous state space stationary process $\{X_n; n = 1, 2, \ldots \}$, such that $X_n$ follows a two-parameter generalized exponential (GE) distribution. Joint distribution functions,…