On the ratio of Pearson type VII and Bessel random variables.
On the Recursive Estimation of the Location and of the Size of the Mode of a Probability Density
2000 Mathematics Subject Classification: 62G07, 62L20.Tsybakov [31] introduced the method of stochastic approximation to construct a recursive estimator of the location q of the mode of a probability density. The aim of this paper is to provide a companion algorithm to Tsybakov's algorithm, which allows to simultaneously recursively approximate the size m of the mode. We provide a precise study of the joint weak convergence rate of both estimators. Moreover, we introduce the averaging principle...
On the reducibility of a set of statistical hypotheses
On the relation between gnostical and probability theories
On the relationship between regression analysis and mathematical programming.
On the reliability of a renewable multiple cold standby system.
On the Reliability of the Chi-Square Test.
On the Resolution of a Mixture of Observations from two Gamma Distributions by the Method of Maximum Likelihood.
On The Resolution Of A Mixture Of Observations From Two Modified Power Series Distributions.
On the restricted range in the samples from the gamma population
Samples from the gamma population are considered which are censored both above and below, that is, observations below and observations above are missing among observations. The range in such censored samples is taken up and the distribution of this restricted range is obtained, which can be compared with that in the complete sample case given in a previous paper.
On the robustness of multiple regression coefficient estimators obtained by the p-point method
On the robustness of properties characterizing the normal distribution
On the role played by the fixed bandwidth in the Bickel-Rosenblatt goodness-of-fit test.
For the Bickel-Rosenblatt goodness-of-fit test with fixed bandwidth studied by Fan (1998) we derive its Bahadur exact slopes in a neighbourhood of a simple hypothesis f = f0 and we use them to get a better understanding on the role played by the smoothing parameter in the detection of departures from the null hypothesis. When f0 is an univariate normal distribution and we take for kernel the standard normal density function, we compute these slopes for a set of Edgeworth alternatives which give...
On the sequence of facility installation
On the significance level of the multirelation coefficient.
On the similarity of sets
On the singular limit of solutions to the Cox-Ingersoll-Ross interest rate model with stochastic volatility
In this paper we are interested in term structure models for pricing zero coupon bonds under rapidly oscillating stochastic volatility. We analyze solutions to the generalized Cox–Ingersoll–Ross two factors model describing clustering of interest rate volatilities. The main goal is to derive an asymptotic expansion of the bond price with respect to a singular parameter representing the fast scale for the stochastic volatility process. We derive the second order asymptotic expansion of a solution...
On the small sample properties of variants of Mardia’s and Srivastava’s kurtosis-based tests for multivariate normality
The kurtosis-based tests of Mardia and Srivastava for assessing multivariate normality (MVN) are considered. The asymptotic standard normal distribution of their test statistics, under normality, is often misused for too small samples. The purpose of this paper is to suggest mean-and-variance corrected versions of the Mardia and Srivastava test statistics. Simulation studies evaluating both the true sizes and the powers of original and corrected tests against selected alternatives are presented...
On the smoothing spline regression models.
On the spectrum of a distribution function and on unique factorization.