Solution of a Statistical Optimization Problem by Rearrangement Methods.
Some results envolving the concepts of moment generating function and affinity between distribution functions. Extension for r k-dimensional normal distribution functions.
We present a function ρ (F1, F2, t) which contains Matusita's affinity and expresses the affinity between moment generating functions. An interesting results is expressed through decomposition of this affinity ρ (F1, F2, t) when the functions considered are k-dimensional normal distributions. The same decomposition remains true for other families of distribution functions. Generalizations of these results are also presented.
Stability, sensitivity and sensitivity of characterizations
Stochastic comparisons of moment estimators of gamma distribution parameters
Recently the order preserving property of estimators has been intensively studied, e.g. by Gan and Balakrishnan and collaborators. In this paper we prove the stochastic monotonicity of moment estimators of gamma distribution parameters using the standard coupling method and majorization theory. We also give some properties of the moment estimator of the shape parameter and derive an approximate confidence interval for this parameter.
Stochastic orderings induced by star-shaped functions.
Sur une généralisation du problème de l'ajustement d'une mesure à des marges
Tendency Towards Normality of Linear Combinations of Random Variables.
The Behrens-Fisher Problem, an Old Solution Revisited.
The notion of -weak dependence and its applications to bootstrapping time series.
Transformations of copulas
Transformations of copulas by means of increasing bijections on the unit interval and attractors of copulas are discussed. The invariance of copulas under such transformations as well as the relationship to maximum attractors and Archimax copulas is investigated.
Un algorithme de calcul de la probabilité qu'une variable de Fisher-Snedecor, à premier degré de liberté impair, excède une valeur donnée
Une remarque sur l'article de M. A. Guldberg: “On discontinuons frequency functions and statistical series.”
Интегральное представление дисперсии числа правильно угаданных пар в задаче о совпадении двумерной выборки
К вопросу оценки устойчивости в задаче восстановления типа распределения
Одна экстремальная задача для эмпирических мер при зависимых гауссовских наблюдениях