A regression characterization of inverse Gaussian distributions and application to EDF goodness-of-fit tests.
Dinh, Khoan T., Nguyen, Nhu T., Nguyen, Truc T. (2003)
International Journal of Mathematics and Mathematical Sciences
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Displaying similar documents to “Limit distributions of many-particle spectra and q-deformed Gaussian variables”
A regression characterization of inverse Gaussian distributions and application to EDF goodness-of-fit tests.
Gaussian concentration in the Kantorovich metric of distributions of random variables and the quantile functions.
Sudakov, V.N. (2005)
Zapiski Nauchnykh Seminarov POMI
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Gaussian measures in Urbanik's sense and a characterization theorem for abelian groups
G. Fel'dman (1988)
Studia Mathematica
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The Gaussian zoo.
Renze, John, Wagon, Stan, Wick, Brian (2001)
Experimental Mathematics
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A new intrinsic construction of the gaussian measure in ; with application
Jean-Louis Philoche (1992)
Annales scientifiques de l'Université de Clermont. Mathématiques
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On the correct discrimination of Gaussian hypotheses. II.
Rovskiĭ, V.A. (2004)
Zapiski Nauchnykh Seminarov POMI
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On Urbanik's characterization of Gaussian measures on locally compact abelian groups
G. Feldman (1982)
Studia Mathematica
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Extreme value distributions for dependent jointly ln,p-symmetrically distributed random variables
K. Müller, W.-D. Richter (2016)
Dependence Modeling
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A measure-of-cone representation of skewed continuous ln,p-symmetric distributions, n ∈ N, p > 0, is proved following the geometric approach known for elliptically contoured distributions. On this basis, distributions of extreme values of n dependent random variables are derived if the latter follow a joint continuous ln,p-symmetric distribution. Light, heavy, and extremely far tails as well as tail indices are discussed, and new parameters of multivariate tail behavior are introduced. ...
Geometric influences II: Correlation inequalities and noise sensitivity
Nathan Keller, Elchanan Mossel, Arnab Sen (2014)
Annales de l'I.H.P. Probabilités et statistiques
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In a recent paper, we presented a new definition of influences in product spaces of continuous distributions, and showed that analogues of the most fundamental results on discrete influences, such as the KKL theorem, hold for the new definition in Gaussian space. In this paper we prove Gaussian analogues of two of the central applications of influences: Talagrand’s lower bound on the correlation of increasing subsets of the discrete cube, and the Benjamini–Kalai–Schramm (BKS) noise sensitivity...
Small perturbations with large effects on value-at-risk
Manuel L. Esquível, Luís Dimas, João Tiago Mexia, Philippe Didier (2013)
Discussiones Mathematicae Probability and Statistics
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We show that in the delta-normal model there exist perturbations of the Gaussian multivariate distribution of the returns of a portfolio such that the initial marginal distributions of the returns are statistically undistinguishable from the perturbed ones and such that the perturbed V@R is close to the worst possible V@R which, under some reasonable assumptions, is the sum of the V@Rs of each of the portfolio assets.
Generating normal numbers over Gaussian integers
Manfred G. Madritsch (2008)
Acta Arithmetica
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Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n ∈ {3,4}
K. Müller, W.-D. Richter (2016)
Dependence Modeling
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Integral representations of the exact distributions of order statistics are derived in a geometric way when three or four random variables depend on each other as the components of continuous ln,psymmetrically distributed random vectors do, n ∈ {3,4}, p > 0. Once the representations are implemented in a computer program, it is easy to change the density generator of the ln,p-symmetric distribution with another one for newly evaluating the distribution of interest. For two groups of...