On the spectrum of resolvable orthogonal arrays invariant under the Klein group K4.
On the stability of interacting processes with applications to filtering and genetic algorithms
On the Strong Uniform Consistency of a New Kernel Density Estimator.
On the suitability of the internet multimedia storage for steganographic information transfer in MP4 files
The aim of this work is to analyze suitability of existing internet multimedia storage services to use as a covert (steganographic) transmission channel. After general overview we focus specifically on the YouTube service. In particular, we study the feasibility of the recently proposed new steganographic technique [6] of hiding information directly in the structure of the mp4-encoded video file. Our statistical analysis of the set of 1000 video files stored by this service show the practical limitations...
On the tail dependence in bivariate hydrological frequency analysis
In Bivariate Frequency Analysis (BFA) of hydrological events, the study and quantification of the dependence between several variables of interest is commonly carried out through Pearson’s correlation (r), Kendall’s tau (τ) or Spearman’s rho (ρ). These measures provide an overall evaluation of the dependence. However, in BFA, the focus is on the extreme events which occur on the tail of the distribution. Therefore, these measures are not appropriate to quantify the dependence in the tail distribution....
On the tail index estimation of an autoregressive Pareto process
In this paper we consider an autoregressive Pareto process which can be used as an alternative to heavy tailed MARMA. We focus on the tail behavior and prove that the tail empirical quantile function can be approximated by a Gaussian process. This result allows to derive a class of consistent and asymptotically normal estimators for the shape parameter. We will see through simulation that the usual estimation procedure based on an i.i.d. setting may fall short of the desired precision.
On the theory of ratio estimates
On the translated exponential model with censoring.
On the Two Armed Bandit with one Probability Known.
On the two-sided multiparameter control
On the two-sided quality control
Let the random variable have the normal distribution . Explicit formulas for maximum likelihood estimator of are derived under the hypotheses , where are arbitrary fixed numbers. Asymptotic distribution of the likelihood ratio statistic for testing this hypothesis is derived and some of its quantiles are presented.
On the uniqueness of the M. L. estimates in curved exponential families
On the use of difference of two proportions
Differences of two proportions occur most frequently in biomedical research. However, as far as published work is concerned, only approximations have been used to study the distribution of such differences. In this note, we derive the exact probability distribution of the difference of two proportions for seven flexible beta type distributions. The expressions involve several well known special functions. The use of these results with respect to known approximations is illustrated.
On the use of the art of conjecture in juridical matters: what about (political) economics? (De usu artis conjectandi in jure: quid de oeconomia (politica)?)
On the Variance of the Ratio Estimator.
On the Variance, Reliability and Importance of Canonical Variables
On the Wilks Λ statistic as a tool for model selection in mixed variable discriminant analysis
On Third Order Rotatability.
On Three and Five Parameter Bivariate Beta Distributions.
On threshold autoregressive processes