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Displaying similar documents to “On the measurement of the activity of a radioactive source and a related stochastic process.”

Representation of continuous associative functions.

Barbara Baccheli (1986)

Stochastica

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Strengthened forms of Ling's representation theorem concerning a class of continuous associative functions are given: Firstly the monotonicity condition is removed. Then the associativity condition is replaced by the power associativity.

New metrics for weak convergence of distribution functions.

Michael D. Taylor (1985)

Stochastica

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Sibley and Sempi have constructed metrics on the space of probability distribution functions with the property that weak convergence of a sequence is equivalent to metric convergence. Sibley's work is a modification of Levy's metric, but Sempi's construction is of a different sort. Here we construct a family of metrics having the same convergence properties as Sibley's and Sempi's but which does not appear to be related to theirs in any simple way. Some instances are brought out in which...

On independence in some families of multivariate distributions.

José Juan Quesada (1986)

Stochastica

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In this paper we will prove a characterization for the independence of random vectors with positive (negative) orthant dependence according to a direction. The result can be seen as a generalization of a result by Lehmann [4].

Construction of 0-1 matrices associated to period-doubling processes.

J. P. Lampreia, A. Rica da Silva, J. Sousa Ramos (1985)

Stochastica

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We elaborate a method allowing the determination of 0-1 matrices corresponding to dynamics of the interval having stable, 2-periodic orbits, k belonging to N. By recurrence on the finite dimensional matrices, we establish the form of the infinite matrices (k --> ∞).

Dependence of Stock Returns in Bull and Bear Markets

Jadran Dobric, Gabriel Frahm, Friedrich Schmid (2013)

Dependence Modeling

Similarity:

Despite of its many shortcomings, Pearson’s rho is often used as an association measure for stock returns. A conditional version of Spearman’s rho is suggested as an alternative measure of association. This approach is purely nonparametric and avoids any kind of model misspecification. We derive hypothesis tests for the conditional rank-correlation coefficients particularly arising in bull and bear markets and study their finite-sample performance by Monte Carlo simulation. Further,...

On order and morphisms related to a Sheffer stroke.

Enric Trillas, V. Pawlowsky (1983)

Stochastica

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This paper deals with a new interpretation of a special functional characterisation of Sheffer strokes, with the study of morphisms and the construction of different De Morgan Algebras on a given set.

Prediction of time series by statistical learning: general losses and fast rates

Pierre Alquier, Xiaoyin Li, Olivier Wintenberger (2013)

Dependence Modeling

Similarity:

We establish rates of convergences in statistical learning for time series forecasting. Using the PAC-Bayesian approach, slow rates of convergence √ d/n for the Gibbs estimator under the absolute loss were given in a previous work [7], where n is the sample size and d the dimension of the set of predictors. Under the same weak dependence conditions, we extend this result to any convex Lipschitz loss function. We also identify a condition on the parameter space that ensures similar rates...