Bibliography on stochastic approximation
Binary segmentation and Bonferroni-type bounds
We introduce the function , where and are the pdf and cdf of , respectively. We derive two recurrence formulas for the effective computation of its values. We show that with an algorithm for this function, we can efficiently compute the second-order terms of Bonferroni-type inequalities yielding the upper and lower bounds for the distribution of a max-type binary segmentation statistic in the case of small samples (where asymptotic results do not work), and in general for max-type random variables...
Binomial ARMA count series from renewal processes
This paper describes a new method for generating stationary integer-valued time series from renewal processes. We prove that if the lifetime distribution of renewal processes is nonlattice and the probability generating function is rational, then the generated time series satisfy causal and invertible ARMA type stochastic difference equations. The result provides an easy method for generating integer-valued time series with ARMA type autocovariance functions. Examples of generating binomial ARMA(p,p-1)...
Biography of Børge Jessen, 19.06.1907 – 20.03.1993.
Biography of Professor João Tiago Praça Nunes Mexia
Biplots for matched two-way tables
Biquadratic functions: stationarity and invertibility in estimated time-series models.
It is important that the estimates of the parameters of an autoregressive moving-average (ARMA) model should satisfy the conditions of stationarity and invertibility. It can be shown that the unconditional maximum-likelihood estimates are bound to fill these conditions regardless of the size of the sample from which they are derived; and, in some quarters, it has been argued that they should be used in preference to any other estimates when the size of he sample is small. However, the maximum-likelihood...
Bivariate copulas, norms and non-exchangeability
The present paper is related to the study of asymmetry for copulas by introducing functionals based on different norms for continuous variables. In particular, we discuss some facts concerning asymmetry and we point out some flaws occurring in the recent literature dealing with this matter.
Bivariate copulas: Transformations, asymmetry and measures of concordance
The present paper introduces a group of transformations on the collection of all bivariate copulas. This group contains an involution which is particularly useful since it provides (1) a criterion under which a given symmetric copula can be transformed into an asymmetric one and (2) a condition under which for a given copula the value of every measure of concordance is equal to zero. The group also contains a subgroup which is of particular interest since its four elements preserve symmetry, the...
Bivariate extension of the Pickands–Balkema–de Haan theorem
Bivariate gamma distribution as a life test model
The bivariate gamma distribution is taken as a life test model to analyse a series system with two dependent components and . First, the distribution of a function of and , that is, minimum , is obtained. Next, the reliability of the component system is evaluated and tabulated for various values of the parameters. Estimates of the parameters are also obtained by using Bayesian approach. Finally, a table of the mean and variance of minimum for various values of the parameters involved is...
Bivariate Generalized Poisson Distribution with Some Applications.
Bivariate Non-central Negative Binomial Distributions: Another Generalisation.
Blended -divergences with examples
Several new examples of divergences emerged in the recent literature called blended divergences. Mostly these examples are constructed by the modification or parametrization of the old well-known phi-divergences. Newly introduced parameter is often called blending parameter. In this paper we present compact theory of blended divergences which provides us with a generally applicable method for finding new classes of divergences containing any two divergences and given in advance. Several examples...
Block matrix approximation via entropy loss function
The aim of the paper is to present a procedure for the approximation of a symmetric positive definite matrix by symmetric block partitioned matrices with structured off-diagonal blocks. The entropy loss function is chosen as approximation criterion. This procedure is applied in a simulation study of the statistical problem of covariance structure identification.
Block Rank Statistics.
Blokové logické schéma automatického optimalizátoru
Bolshev's method of confidence limit construction.
Confidence intervals and regions for the parameters of a distribution are constructed, following the method due to L. N. Bolshev. This construction method is illustrated with Poisson, exponential, Bernouilli, geometric, normal and other distributions depending on parameters.
Book Reviews - Decomposition and Invariance of Measures, and Statistical Transformation Models.
Book Reviews - Procedures Based on a Correlated Variable with All Parameters Unknown.