On estimation in the multidimensional Gaussian model
On estimation of a covariance function of stationary errors in a nonlinear regression model.
On Estimation of Hazard Function
On estimation of intrinsic volume densities of stationary random closed sets via parallel sets in the plane
A method of estimation of intrinsic volume densities for stationary random closed sets in based on estimating volumes of tiny collars has been introduced in T. Mrkvička and J. Rataj, On estimation of intrinsic volume densities of stationary random closed sets, Stoch. Proc. Appl. 118 (2008), 2, 213-231. In this note, a stronger asymptotic consistency is proved in dimension 2. The implementation of the method is discussed in detail. An important step is the determination of dilation radii in the...
On estimation of multiple regression coefficients by the p-point method
On estimation of parameters in linear models
On estimation of parameters in the bivariate linear errors-in-variables model
We discuss some methods of estimation in bivariate errors-in-variables linear models. We also suggest a method of constructing consistent estimators in the case when the error disturbances have the normal distribution with unknown parameters. It is based on the theory of estimating variance components in linear models. A simulation study is presented which compares this estimator with the maximum likelihood one.
On estimation of reliability in the exponential case
On evaluation of some two-dimensional normal probabilities
On exchangeable random variables and the statistics of large graphs and hypergraphs.
On Existence and Uniqueness of Maximum Likelihood Estimates in Quantal and Ordinal Response Models.
On expontential autoregressive time series models.
On extended type I generalized logistic distribution.
On extrapolation in multiple ARMA processes
On Extrapolation of Moving Average and Autoregressive Processes
On extremal dependence of block vectors
Due to globalization and relaxed market regulation, we have assisted to an increasing of extremal dependence in international markets. As a consequence, several measures of tail dependence have been stated in literature in recent years, based on multivariate extreme-value theory. In this paper we present a tail dependence function and an extremal coefficient of dependence between two random vectors that extend existing ones. We shall see that in weakening the usual required dependence allows to...
On factorization components of the sojourn times for semicontinuous random walks in a strip.
On factorization of probability distributions over directed graphs
Four notions of factorizability over arbitrary directed graphs are examined. For acyclic graphs they coincide and are identical with the usual factorization of probability distributions in Markov models. Relations between the factorizations over circuits are described in detail including nontrivial counterexamples. Restrictions on the cardinality of state spaces cause that a factorizability with respect to some special cyclic graphs implies the factorizability with respect to their, more simple,...
On filtering over Îto-Volterra observations.
On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities
Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing gaussian laws may produce a potential with multiple deep wells. We study in the present work fine properties of mixtures with respect to concentration of measure and Sobolev type functional inequalities. We provide sharp Laplace bounds for Lipschitz functions in the case of generic mixtures, involving a transportation cost diameter of the mixed...