Parametric two-point integral inequalities for -time differentiable functions with applications.
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Displaying 1 – 11 of 11
Permanents, order statistics, outliers, and robustness.
Narayanaswamy Balakrishnan (2007)
Revista Matemática Complutense
In this paper, we consider order statistics and outlier models, and focus primarily on multiple-outlier models and associated robustness issues. We first synthesise recent developments on order statistics arising from independent and non-identically distributed random variables based primarily on the theory of permanents. We then highlight various applications of these results in evaluating the robustness properties of several linear estimators when multiple outliers are possibly present in the...
Poincaré and log-Sobolev inequality for stationary Gaussian processes and moving average processes
Guangfei Li, Yu Miao, Huiming Peng, Liming Wu (2005)
Annales mathématiques Blaise Pascal
For stationary Gaussian processes, we obtain the necessary and sufficient conditions for Poincaré inequality and log-Sobolev inequality of process-level and provide the sharp constants. The extension to moving average processes is also presented, as well as several concrete examples.
Poincaré inequalities and dimension free concentration of measure
Nathael Gozlan (2010)
Annales de l'I.H.P. Probabilités et statistiques
In this paper, we consider Poincaré inequalities for non-euclidean metrics on ℝd. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for a large scope of concentration rate: between exponential and gaussian and beyond. We give equivalent functional forms of these Poincaré type inequalities in terms of transportation-cost inequalities and inf-convolution inequalities. Workable sufficient conditions are given...
Poincaré inequality for some measures in Hilbert spaces and application to spectral gap for transition semigroups
Giuseppe Da Prato (1997)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
Polynomial and spline estimators of the distribution function with prescribed accuracy
Zbigniew Ciesielski, Ryszard Zieliński (2009)
Applicationes Mathematicae
Dvoretzky-Kiefer-Wolfowitz type inequalities for some polynomial and spline estimators of distribution functions are constructed. Moreover, hints on the corresponding algorithms are given as well.
Poverty measures and poverty orderings.
Miguel A. Sordo, Héctor M. Ramos, Carmen D. Ramosm (2007)
SORT
We examine the conditions under which unanimous poverty rankings of income distributions can be obtained for a general class of poverty indices. The "per-capita income gap" and the Shorrocks and Thon poverty measures are particular members of this class. The conditions of dominance are stated in terms of comparisons of the corresponding TIP curves and areas.
Présentation de l'«inégalité de Doob» de Métivier et Pellaumail
Paul-André Meyer (1979)
Séminaire de probabilités de Strasbourg
Preservation of log-concavity on summation
Oliver Johnson, Christina Goldschmidt (2006)
ESAIM: Probability and Statistics
We extend Hoggar's theorem that the sum of two independent discrete-valued log-concave random variables is itself log-concave. We introduce conditions under which the result still holds for dependent variables. We argue that these conditions are natural by giving some applications. Firstly, we use our main theorem to give simple proofs of the log-concavity of the Stirling numbers of the second kind and of the Eulerian numbers. Secondly, we prove results concerning the log-concavity of the sum of...
Probability inequalities for generalized -statistics.
Borisov, I.S., Baklanov, E.A. (2001)
Sibirskij Matematicheskij Zhurnal
Pseudo-maximization and self-normalized processes.
De La Peña, Victor H., Klass, Michael J., Lai, Tze Leung (2007)
Probability Surveys [electronic only]
Currently displaying 1 – 11 of 11
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