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Sample $d$ -copula of order $m$

José M. González-Barrios, María M. Hernández-Cedillo (2013)

Kybernetika

In this paper we analyze the construction of $d$ -copulas including the ideas of Cuculescu and Theodorescu [5], Fredricks et al. [15], Mikusiński and Taylor [25] and Trutschnig and Fernández-Sánchez [33]. Some of these methods use iterative procedures to construct copulas with fractal supports. The main part of this paper is given in Section 3, where we introduce the sample $d$ -copula of order $m$ with $m \geq 2$ , the central idea is to use the above methodologies to construct a new copula based on a sample. The...

Sample Size, Parameter Rates and Contiguity - The i.n.n.i.d. Case

G. G. Roussas, M. G. Akritas (1978)

Δελτίο της Ελληνικής Μαθηματικής Εταιρίας

Selective lack-of-memory and its application

Czesław Stępniak (2009)

Discussiones Mathematicae Probability and Statistics

We say that a random variable X taking nonnegative integers has selective lack-of-memory (SLM) property with selector s if P(X ≥ n + s/X ≥ n) = P(X ≥ s) for n = 0,1,.... This property is characterized in an elementary manner by probabilities pₙ = P(X=n). An application in car insurance is presented.

Self-decomposable probability distributions on $R^{m}$

Kazimierz Urbanik (1969)

Applicationes Mathematicae

Seules les affinités préservent le type de la loi gamma à paramètre entier

C. Hassenforder (1990)

Annales de l'I.H.P. Probabilités et statistiques

Sharp bounds on quasiconvex moments of generalized order statistics.

Gajek, L., Okolewski, A. (2001)

JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]

Shuffles of Min.

Piotr Mikusinski, Howard Sherwood, Michael D. Taylor (1992)

Stochastica

Copulas are functions which join the margins to produce a joint distribution function. A special class of copulas called shuffles of Min is shown to be dense in the collection of all copulas. Each shuffle of Min is interpreted probabilistically. Using the above-mentioned results, it is proved that the joint distribution of any two continuously distributed random variables X and Y can be approximated uniformly, arbitrarily closely by the joint distribution of another pair X* and Y* each of which...

Some Characterizations of Distributions by Regression Models for Ordinal Response Data.

J. Engel (1985)

Metrika

Some Characterizations of the Bivariate Normal Distribution.

M. Ahsanullah (1985)

Metrika

Some new functional equations connected with characterization problems.

Lajkó, Károly, Mészáros, Fruzsina (2009)

Acta Mathematica Academiae Paedagogicae Nyí regyháziensis. New Series [electronic only]

Some notes on Rayleigh dirstribution

V. Gh. Voda, L. Curelaru (1975)

Revista colombiana de matematicas

Some relationships between the generalized Gumbel and other distributions

Matthev O. Ojo (2001)

Kragujevac Journal of Mathematics

Some results on the ageing class

Leszek Knopik (2005)

Control and Cybernetics

Stability of a characterization of normal distributions based on the first two conditional moments.

Nguyen, Truc T., Dinh, Khoan T. (2000)

International Journal of Mathematics and Mathematical Sciences

Stability of characterizations of distribution functions using failure rate functions

Maia Koicheva, Edward Omey (1990)

Aplikace matematiky

Let $λ$ denote the failure rate function of the $d, f$ . $F$ and let $λ_{1}$ denote the failure rate function of the mean residual life distribution. In this paper we characterize the distribution functions $F$ for which $λ_{1} = c λ$ and we estimate $F$ when it is only known that $λ_{1} / λ$ or $λ_{1} - c λ$ is bounded.

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