A note on stability of multivariate distributions.
In this note we give an elementary proof of a characterization for stability of multivariate distributions by considering a functional equation.
A note on stochastic ordering of estimators of exponential reliability
Recently Balakrishnan and Iliopoulos [Ann. Inst. Statist. Math. 61 (2009)] gave sufficient conditions under which the maximum likelihood estimator (MLE) is stochastically increasing. In this paper we study test plans which are not considered there and we prove that the MLEs for those plans are also stochastically ordered. We also give some applications to the estimation of reliability.
A note on sufficiency in coherent models.
A note on the adaptive estimation of the differential entropy by wavelet methods
In this note we consider the estimation of the differential entropy of a probability density function. We propose a new adaptive estimator based on a plug-in approach and wavelet methods. Under the mean error, , this estimator attains fast rates of convergence for a wide class of functions. We present simulation results in order to support our theoretical findings.
A note on the application of integrals involving cyclic products of kernels.
In statistics of stochastic processes and random fields, a moment function or a cumulant of an estimate of either the correlation function or the spectral function can often contain an integral involving a cyclic product of kernels. We define and study this class of integrals and prove a Young-Hölder inequality. This inequality further enables us to study asymptotics of the above mentioned integrals in the situation where the kernels depend on a parameter. An application to the problem of estimation...
A Note on the Asymptotic Behaviour of a Periodic Multitype Galton-Watson Branching Process
2000 Mathematics Subject Classification: 60J80.In this work, the problem of the limiting behaviour of an irreducible Multitype Galton-Watson Branching Process with period d greater than 1 is considered. More specifically, almost sure convergence of some linear functionals depending on d consecutive generations is studied under hypothesis of non extinction. As consequence the main parameters of the model are given a convenient interpretation from a practical point of view. For a better understanding...
A note on the characterization of consistently estimable functions
A Note on the Characterization of the Multivariate Normal Distribution.
A Note on the Comparison Between Simple Random Sampling with and without Replacement.
A note on the computational complexity of hierarchical overlapping clustering
In this paper the computational complexity of the problem of the approximation of a given dissimilarity measure on a finite set by a -ultrametric on and by a Robinson dissimilarity measure on is investigared. It is shown that the underlying decision problems are NP-complete.
A note on the continuity of projection matrices with application to the asymptotic distribution of quadratic forms
This paper investigates the continuity of projection matrices and illustrates an important application of this property to the derivation of the asymptotic distribution of quadratic forms. We give a new proof and an extension of a result of Stewart (1977).
A note on the convolution of inverted-gamma distributions with applications to the Behrens-Fisher distribution.
La distribución de Behrens-Fisher generalizada se define como convolución de dos distribuciones t de Student y se relaciona con la distribución gamma invertida por medio de un teorema de representación como una mixtura, respecto del parámetro de escala, de distribuciones normales cuando la distribución de mezcla es la convolución de dos distribuciones gamma invertidas. Un resultado importante de este artículo establece que la distribución de Behrens-Fisher con grados de libertad impares es mixtura...
A note on the distribution of angles associated to indefinite integral binary quadratic forms
To each indefinite integral binary quadratic form , we may associate the geodesic in through the roots of quadratic equation . In this paper we study the asymptotic distribution (as discriminant tends to infinity) of the angles between these geodesics and one fixed vertical geodesic which intersects all of them.
A Note on the E-Optimality of Block Designs.
A Note on the Estimation of Mean in Normal Population.
A note on the estimation of the Poisson parameter.
A Note on the Estimation of Total Weight in Chemical Balance Weighing Designs.
A Note on the Estimation of two Ordered Poisson Paramaeters
A note on the existence of the maximum likelihood estimate in variance components models
In the paper, the problem of the existence of the maximum likelihood estimate and the REML estimate in the variance components model is considered. Errors in the proof of Theorem 3.1 in the article of Demidenko and Massam (Sankhyā 61, 1999), giving a necessary and sufficient condition for the existence of the maximum likelihood estimate in this model, are pointed out and corrected. A new proof of Theorem 3.4 in the Demidenko and Massam's article, concerning the existence of the REML estimate of...
A note on the Galambos copula and its associated Bernstein function
There is an infinite exchangeable sequence of random variables {Xk}k∈ℕ such that each finitedimensional distribution follows a min-stable multivariate exponential law with Galambos survival copula, named after [7]. A recent result of [15] implies the existence of a unique Bernstein function Ψ associated with {Xk}k∈ℕ via the relation Ψ(d) = exponential rate of the minimum of d members of {Xk}k∈ℕ. The present note provides the Lévy–Khinchin representation for this Bernstein function and explores some...