相关论文: Some More Results on Characterization of the Expon…

Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the product $XY$ is derived. Some basic distributional properties are also derived, including…

In the present paper we demonstrate the results of a statistical analysis of some characteristics of precipitation events and propose a kind of a theoretical explanation of the proposed models in terms of mixed Poisson and mixed exponential…

Utilizing regression properties of order statistics, we characterize a family of distributions introduced by Akhundov, Balakrishnan, and Nevzorov (2004), that includes the t-distribution with two degrees of freedom as one of its members.…

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

In this paper, we obtain general representations for the joint distributions and copulas of arbitrary dependent random variables absolutely continuous with respect to the product of given one-dimensional marginal distributions. The…

Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample…

Statistical system models provide the basis for the examination of various sorts of distributions. Classification distributions are a very common and versatile form of statistics in e.g. real economic, social, and IT systems. The…

So far, one-factor copulas induce conditional independence with respect to a latent factor. In this paper, we extend one-factor copulas to conditionally dependent models. This is achieved through new representations which allow to build new…

We prove the following exponential inequality: Let $n\geq 1$ and let $X_1,...,X_n$ be $n$ independent identically distributed symmetric real-valued random variables. For any $x,y>0$, we have \[\mathbb{P}\big({X_1+...+X_n}\geq x,\,…

Recently, G.~Yanev obtained a characterization of the exponential family of distributions in terms of a functional equation for certain mixture densities. The purpose of this note is twofold: we extend Yanev's theorem by relaxing a…

We extend a recently established asymptotic normality theorem for generalized linear mixed models to include the dispersion parameter. The new results show that the maximum likelihood estimators of all model parameters have asymptotically…

Everyone knows that the Euler characteristic of a combinatorial manifold is given by the alternating sum of its numbers of simplices. It is shown that there are other linear combinations of the numbers of simplices which are combinatorial…

A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…

A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite…

Exponential varieties arise from exponential families in statistics. These real algebraic varieties have strong positivity and convexity properties, familiar from toric varieties and their moment maps. Among them are varieties of inverses…

This paper studies point identification of the distribution of the coefficients in some random coefficients models with exogenous regressors when their support is a proper subset, possibly discrete but countable. We exhibit trade-offs…

The robustness property of exponential dichotomies refers to the stability of this notion under small linear perturbations. In recent work~\cite{PPX}, the authors have identified a new class of perturbations under which the notion of a…

Equilibrium statistical physics is considered from the point of view of statistical estimation theory. This involves the notions of statistical model, of estimators, and of exponential family. A useful property of the latter is the…

In this article we present a Bernstein inequality for sums of random variables which are defined on a graphical network whose nodes grow at an exponential rate. The inequality can be used to derive concentration inequalities in…