Markov operators and n-copulas
We extend the definition of Markov operator in the sense of J. R. Brown and of earlier work of the authors to a setting appropriate to the study of n-copulas. Basic properties of this extension are studied.
Martingale convergence to the Poisson distribution
Mass transport problem and derivation
A characterization of the transport property is given. New properties for strongly nonatomic probabilities are established. We study the relationship between the nondifferentiability of a real function f and the fact that the probability measure , where f*(x):=(x,f(x)) and λ is the Lebesgue measure, has the transport property.
Meshless Polyharmonic Div-Curl Reconstruction
In this paper, we will discuss the meshless polyharmonic reconstruction of vector fields from scattered data, possibly, contaminated by noise. We give an explicit solution of the problem. After some theoretical framework, we discuss some numerical aspect arising in the problems related to the reconstruction of vector fields
Minimax control of a stochastic system with disturbances belonging to the exponential family
Misclassified size-biased modified power series distribution and its applications
A misclassified size-biased modified power series distribution (MSBMPSD) where some of the observations corresponding to are misclassified as with probability , is defined. We obtain its recurrence relations among ordinary, central and factorial moments and also for some of its particular cases like the size-biased generalized negative binomial (SBGNB) and the size-biased generalized Poisson (SBGP) distributions. We also discuss the effect of the misclassification on the variance for MSBMPSD...
MLE for the γ-order Generalized Normal Distribution
The introduced three parameter (position μ, scale ∑ and shape γ) multivariate generalized Normal distribution (γ-GND) is based on a strong theoretical background and emerged from Logarithmic Sobolev Inequalities. It includes a number of well known distributions such as the multivariate Uniform, Normal, Laplace and the degenerated Dirac distributions. In this paper, the cumulative distribution, the truncated distribution and the hazard rate of the γ-GND are presented. In addition, the Maximum Likelihood...
Multiplications on the Space of Probability Distribution Functions. (Short Communication).
Multiplications on the Space of Probability Distribution Functions.
Multivariate copulas: Transformations, symmetry, order and measures of concordance
The present paper introduces a group of transformations on the collection of all multivariate copulas. The group contains a subgroup which is of particular interest since its elements preserve symmetry, the concordance order between two copulas and the value of every measure of concordance.
Multivariate measures of concordance for copulas and their marginals
Building upon earlier work in which axioms were formulated for multivariate measures of concordance, we examine properties of such measures. In particular,we examine the relations between the measure of concordance of an n-copula and the measures of concordance of the copula’s marginals.
Multivariate multiple comparisons with a control in elliptical populations
The approximate upper percentile of Hotelling's T²-type statistic is derived in order to construct simultaneous confidence intervals for comparisons with a control under elliptical populations with unequal sample sizes. Accuracy and conservativeness of Bonferroni approximations are evaluated via a Monte Carlo simulation study. Finally, we explain the real data analysis using procedures derived in this paper.