An inductive derivation of Stirling numbers of the second kind and their applications in statistics.
An Invariance Principle for U-Statistics in Simple Random Sampling without Replacement.
An Outlier Test for Linear Processes.
An Outlier Test for Linear Processes - II. Large Contamination.
Analytic and Asymptotic Properties of Non-Symmetric Linnik's Probability Densities.
Angles de droits et de revers. Distribution circulaire
Dans cet article, on traite un échantillon d'angles de droits et de revers de pièces de monnaies. On a cherché à en donner une description statistique correcte et à ajuster une loi théorique puis à construire un test d'homogénéité non paramétrique de deux échantillons distribués sur le cercle.
Another look at the moment method for large dimensional random matrices.
Applications of monotonic dependence functions: descriptive aspects
Approximate Distributions of Order Statistics, with Applications to Nonparametric Statistics - R. D. Reiss.
Approximate Distributions of the Maximum Deviation of Histograms.
Approximate polynomial expansion for joint density
Let (X,Y) be a random vector with joint probability measure σ and with margins μ and ν. Let and be two bases of complete orthonormal polynomials with respect to μ and ν, respectively. Under integrability conditions we have the following polynomial expansion: . In this paper we consider the problem of changing the margin μ into μ̃ in this expansion. That is the case when μ is the true (or estimated) margin and μ̃ is its approximation. It is shown that a new joint probability with new margins...
Approximating distribution functions by iterated function systems.
Approximation by Poisson law
We present here the results of the investigation on approximation by the Poisson law of distributions of sums of random variables in the scheme of series. We give the results pertaining to the behaviour of large deviation probabilities and asymptotic expansions, to the method of cumulants, with the aid of which our results have been obtained.
Approximation of finite-dimensional distributions for integrals driven by α-stable Lévy motion
We present a method of numerical approximation for stochastic integrals involving α-stable Lévy motion as an integrator. Constructions of approximate sums are based on the Poissonian series representation of such random measures. The main result gives an estimate of the rate of convergence of finite-dimensional distributions of finite sums approximating such stochastic integrals. Stochastic integrals driven by such measures are of interest in constructions of models for various problems arising...
Approximations of the distribution of the sum of random variables from the generalized logistic distribution
Arithmetizing continuous distributions: numerical aspects.
Asymptotic analysis of minimum volume confidence regions for location-scale families
An asymptotic analysis, when the sample size n tends to infinity, of the optimal confidence region established in Czarnowska and Nagaev (2001) is considered. As a result, two confidence regions, both close to the optimal one when n is sufficiently large, are suggested with a mild assumption on the distribution of a location-scale family.
Asymptotic behaviour of empirical multiinformation
Asymptotic behaviour of the quadratic measure of deviation of multivariate density estimates
Asymptotic comparison of maximum likelihood and a rank estimate in simple linear regression model