Displaying similar documents to “Acknowledgment of priority: “When does a randomly weighted self-normalized sum converge in distribution?”.”

Asymptotic behaviour of the probability-weighted moments and penultimate approximation

Jean Diebolt, Armelle Guillou, Rym Worms (2010)

ESAIM: Probability and Statistics

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The P.O.T. (Peaks-Over-Threshold) approach consists of using the Generalized Pareto Distribution (GPD) to approximate the distribution of excesses over a threshold. We use the probability-weighted moments to estimate the parameters of the approximating distribution. We study the asymptotic behaviour of these estimators (in particular their asymptotic bias) and also the functional bias of the GPD as an estimate of the distribution function of the excesses. We adapt penultimate approximation...

Improved inference for the generalized Pareto distribution under linear, power and exponential normalization

Osama Mohareb Khaled, Haroon Mohamed Barakat, Nourhan Khalil Rakha (2022)

Kybernetika

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We discuss three estimation methods: the method of moments, probability weighted moments, and L-moments for the scale parameter and the extreme value index in the generalized Pareto distribution under linear normalization. Moreover, we adapt these methods to use for the generalized Pareto distribution under power and exponential normalizations. A simulation study is conducted to compare the three methods on the three models and determine which is the best, which turned out to be the...

Weighted projections into closed subspaces

G. Corach, G. Fongi, A. Maestripieri (2013)

Studia Mathematica

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We study A-projections, i.e. operators on a Hilbert space 𝓗 which act as projections when a seminorm is considered in 𝓗. The A-projections were introduced by Mitra and Rao (1974) for finite-dimensional spaces. We relate this concept to the theory of compatibility between positive operators and closed subspaces of 𝓗. We also study the relationship between weighted least squares problems and compatibility.

Weighted halfspace depth

Daniel Hlubinka, Lukáš Kotík, Ondřej Vencálek (2010)

Kybernetika

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Generalised halfspace depth function is proposed. Basic properties of this depth function including the strong consistency are studied. We show, on several examples that our depth function may be considered to be more appropriate for nonsymetric distributions or for mixtures of distributions.

On preservation under univariate weighted distributions

Salman Izadkhah, Mohammad Amini, Gholam Reza Mohtashami Borzadaran (2015)

Applications of Mathematics

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We derive some new results for preservation of various stochastic orders and aging classes under weighted distributions. The corresponding reversed preservation properties as straightforward conclusions of the obtained results for the direct preservation properties, are developed. Damage model of Rao, residual lifetime distribution, proportional hazards and proportional reversed hazards models are discussed as special weighted distributions to try some of our results.