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Bounds of general Fréchet classes

Jaroslav Skřivánek (2012)

Kybernetika

This paper deals with conditions of compatibility of a system of copulas and with bounds of general Fréchet classes. Algebraic search for the bounds is interpreted as a solution to a linear system of Diophantine equations. Classical analytical specification of the bounds is described.

Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence

Carole Bernard, Yuntao Liu, Niall MacGillivray, Jinyuan Zhang (2013)

Dependence Modeling

Nelsen et al. [20] find bounds for bivariate distribution functions when there are constraints on the values of its quartiles. Tankov [25] generalizes this work by giving explicit expressions for the best upper and lower bounds for a bivariate copula when its values on a compact subset of [0; 1]2 are known. He shows that they are quasi-copulas and not necessarily copulas. Tankov [25] and Bernard et al. [3] both give sufficient conditions for these bounds to be copulas. In this note we give weaker...

Bounds on tail probabilities for negative binomial distributions

Peter Harremoës (2016)

Kybernetika

In this paper we derive various bounds on tail probabilities of distributions for which the generated exponential family has a linear or quadratic variance function. The main result is an inequality relating the signed log-likelihood of a negative binomial distribution with the signed log-likelihood of a Gamma distribution. This bound leads to a new bound on the signed log-likelihood of a binomial distribution compared with a Poisson distribution that can be used to prove an intersection property...

Bounds on the information divergence for hypergeometric distributions

Peter Harremoës, František Matúš (2020)

Kybernetika

The hypergeometric distributions have many important applications, but they have not had sufficient attention in information theory. Hypergeometric distributions can be approximated by binomial distributions or Poisson distributions. In this paper we present upper and lower bounds on information divergence. These bounds are important for statistical testing and for a better understanding of the notion of exchangeability.

Box-spline histograms for multivariate density estimation

Karol Dziedziul, Piotr Paluszek (2010)

Applicationes Mathematicae

The uniform approach to calculation of MISE for histogram and density box-spline estimators gives us a possibility to obtain estimators of derivatives of densities and the asymptotic constant.

Branching Processes with Immigration and Integer-valued Time Series

Dion, J., Gauthier, G., Latour, A. (1995)

Serdica Mathematical Journal

In this paper, we indicate how integer-valued autoregressive time series Ginar(d) of ordre d, d ≥ 1, are simple functionals of multitype branching processes with immigration. This allows the derivation of a simple criteria for the existence of a stationary distribution of the time series, thus proving and extending some results by Al-Osh and Alzaid [1], Du and Li [9] and Gauthier and Latour [11]. One can then transfer results on estimation in subcritical multitype branching processes to stationary...

Bregman superquantiles. Estimation methods and applications

T. Labopin-Richard, F. Gamboa, A. Garivier, B. Iooss (2016)

Dependence Modeling

In thiswork,we extend some parameters built on a probability distribution introduced before to the casewhere the proximity between real numbers is measured by using a Bregman divergence. This leads to the definition of the Bregman superquantile (thatwe can connect with severalworks in economy, see for example [18] or [9]). Axioms of a coherent measure of risk discussed previously (see [31] or [3]) are studied in the case of Bregman superquantile. Furthermore,we deal with asymptotic properties of...

Building the library of RNA 3D nucleotide conformations using the clustering approach

Tomasz Zok, Maciej Antczak, Martin Riedel, David Nebel, Thomas Villmann, Piotr Lukasiak, Jacek Blazewicz, Marta Szachniuk (2015)

International Journal of Applied Mathematics and Computer Science

An increasing number of known RNA 3D structures contributes to the recognition of various RNA families and identification of their features. These tasks are based on an analysis of RNA conformations conducted at different levels of detail. On the other hand, the knowledge of native nucleotide conformations is crucial for structure prediction and understanding of RNA folding. However, this knowledge is stored in structural databases in a rather distributed form. Therefore, only automated methods...

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