Distribution of the weighted L.S. estimates in nonlinear models with symmetrical errors
Distributions Characterized Through Conditional Expectations.
Distributions de type paretien et représentation des inégalités
Distributions Determined by Conditioning on a Pair of Order Statistics.
Distributions Determined by Conditioning on a Single Order Statistic.
Divergence Processes and Weak Convergence of Likelihood Ratio Processes
Drought models based on Burr XII variables
Burr distributions are some of the most versatile distributions in statistics. In this paper, a drought application is described by deriving the exact distributions of U = XY and W = X/(X+Y) when X and Y are independent Burr XII random variables. Drought data from the State of Nebraska are used.
Dualité du problème des marges et ses applications
Edgeworth expansions for a sample sum from a finite set of independent random variables.
Effective WLLN, SLLN and CLT in statistical models
Weak laws of large numbers (WLLN), strong laws of large numbers (SLLN), and central limit theorems (CLT) in statistical models differ from those in probability theory in that they should hold uniformly in the family of distributions specified by the model. If a limit law states that for every ε > 0 there exists N such that for all n > N the inequalities |ξₙ| < ε are satisfied and N = N(ε) is explicitly given then we call the law effective. It is trivial to obtain an effective statistical...
Eigenvalues of the Laguerre process as non-colliding squared Bessel processes.
Eine simultane Charakterisierung der geometrischen Verteilung und logistischen Verteilung.
Einige Bemerkungen zur Theorie der Maximum Probability Schätzer.
Empirical analysis of current status data for additive hazards model with auxiliary covariates
In practice, it often occurs that some covariates of interest are not measured because of various reasons, but there may exist some auxiliary information available. In this case, an issue of interest is how to make use of the available auxiliary information for statistical analysis. This paper discusses statistical inference problems in the context of current status data arising from an additive hazards model with auxiliary covariates. An empirical log-likelihood ratio statistic for the regression...
Erratum: Second-order approximation of the entropy in nonlinear least-squares estimation
Errors estimation and the asymptotic distribution of probabilistic estimates.
Erwartungswerte, Varianzen und Kovarianzen mehrerer Maxima der Abstände unabhängiger rechteckverteilter Zufallsvariabler.
Estabilización de la varianza de una distribución hipergeométrica.
En este trabajo se determina una transformación tipo arco seno para una distribución hipergeométrica H(N,D = pN,n) de forma que estabilice la varianza de la misma en función de la fracción p de objetos de un cierto tipo. Como caso particular de las expresiones obtenidas se deducen las dadas por F. J. Anscombe (1948) para la distribución binomial B(n,p). Al final del trabajo se efectúa una investigación numérica de los resultados obtenidos y se dan algunas aplicaciones para realizar inferencias sobre...
Estimación no paramétrica de curvas notables para datos dependientes.
Sea {Xt: t ∈ Z} una serie de tiempo estacionaria, con valores en Rp, verificando la condición de ser α-mixing o L2-estable. A partir de una muestra de tamaño n se define una amplia clase de estimadores no paramétricos de la función de densidad f(x) asociada al proceso, y de la función de autorregresión de orden k:r(y) = E(g(Xt+1)/(Xt-k+1 ... Xt) = y), y ∈ Rksiendo g una función real.Se estudian las siguientes propiedades asintóticas de estos estimadores: consistencia puntual (casi segura y en media...
Estimation des densités : risque minimax