Stirling distributions and Stirling numbers of the second kind. Computational problems in statistics
Stochastic calculus, statistical asymptotics, Taylor strings and phyla
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.
Strong consistencies of the bootstrap moments.
Strong stability of weighted sums of NA random variables.
Structural breaks in dependent, heteroscedastic, and extremal panel data
New statistical procedures for a change in means problem within a very general panel data structure are proposed. Unlike classical inference tools used for the changepoint problem in the panel data framework, we allow for mutually dependent panels, unequal variances across the panels, and possibly an extremely short follow up period. Two competitive ratio type test statistics are introduced and their asymptotic properties are derived for a large number of available panels. The proposed tests are...
Structures statistiques asymptotiquement différentiables
Sufficient Data Reduction and Exponential Families.
Suffizienz bei Verschiebungsvarianten Schätzproblemen.
Sur l'approximation de familles de mesures par des familles gaussiennes
Sur les familles exponentielles naturelles réelles de grand-Babel
Sur les fonctions de fréquence de n variables. Relation générale entre les moments et les semi-invariants
Sur quelques résultats asymptotiques pour le processus de Robbins-Monro
Sur une généralisation du problème de l'ajustement d'une mesure à des marges
Symmetries of random discrete copulas
In this paper we analyze some properties of the discrete copulas in terms of permutations. We observe the connection between discrete copulas and the empirical copulas, and then we analyze a statistic that indicates when the discrete copula is symmetric and obtain its main statistical properties under independence. The results obtained are useful in designing a nonparametric test for symmetry of copulas.