Multiplications on the Space of Probability Distribution Functions. (Short Communication).
Multiplications on the Space of Probability Distribution Functions.
Multiplicative monotone convolutions
Recently, Bercovici has introduced multiplicative convolutions based on Muraki's monotone independence and shown that these convolution of probability measures correspond to the composition of some function of their Cauchy transforms. We provide a new proof of this fact based on the combinatorics of moments. We also give a new characterisation of the probability measures that can be embedded into continuous monotone convolution semigroups of probability measures on the unit circle and briefly discuss...
Multiply self-decomposable measures in generalized convolution algebras
Multiply self-decomposable probability measures on Banach spaces
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 Gamma Distributions with One-Factorial Accompanying Correlation Matrices and Applications to the Distribution of the Multivariate Range.
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.
Multivariate tail equivalence of distributions in extreme value theory