Bivariate extension of the Pickands–Balkema–de Haan theorem
Bivariate gamma distribution as a life test model
The bivariate gamma distribution is taken as a life test model to analyse a series system with two dependent components and . First, the distribution of a function of and , that is, minimum , is obtained. Next, the reliability of the component system is evaluated and tabulated for various values of the parameters. Estimates of the parameters are also obtained by using Bayesian approach. Finally, a table of the mean and variance of minimum for various values of the parameters involved is...
Bivariate Generalized Poisson Distribution with Some Applications.
Bivariate Non-central Negative Binomial Distributions: Another Generalisation.
Block matrix approximation via entropy loss function
The aim of the paper is to present a procedure for the approximation of a symmetric positive definite matrix by symmetric block partitioned matrices with structured off-diagonal blocks. The entropy loss function is chosen as approximation criterion. This procedure is applied in a simulation study of the statistical problem of covariance structure identification.
Blokové logické schéma automatického optimalizátoru
Boule minima contenant une partie bornée de l'espace
Bounds for trivariate copulas with given bivariate marginals.
Bounds of general Fréchet classes
This paper deals with conditions of compatibility of a system of copulas and with bounds of general Fréchet classes. Algebraic search for the bounds is interpreted as a solution to a linear system of Diophantine equations. Classical analytical specification of the bounds is described.
Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence
Nelsen et al. [20] find bounds for bivariate distribution functions when there are constraints on the values of its quartiles. Tankov [25] generalizes this work by giving explicit expressions for the best upper and lower bounds for a bivariate copula when its values on a compact subset of [0; 1]2 are known. He shows that they are quasi-copulas and not necessarily copulas. Tankov [25] and Bernard et al. [3] both give sufficient conditions for these bounds to be copulas. In this note we give weaker...
Bounds on margin distributions in learning problems
Building the library of RNA 3D nucleotide conformations using the clustering approach
An increasing number of known RNA 3D structures contributes to the recognition of various RNA families and identification of their features. These tasks are based on an analysis of RNA conformations conducted at different levels of detail. On the other hand, the knowledge of native nucleotide conformations is crucial for structure prediction and understanding of RNA folding. However, this knowledge is stored in structural databases in a rather distributed form. Therefore, only automated methods...
Canonic inference and commutative orthogonal block structure
It is shown how to define the canonic formulation for orthogonal models associated to commutative Jordan algebras. This canonic formulation is then used to carry out inference. The case of models with commutative orthogonal block structures is stressed out.
Canonical non-symmetrical correspondence analysis: an alternative in constrained ordination.
Canonical non-symmetrical correspondence analysis is developed as an alternative method for constrained ordination, relating external information (e.g., environmental variables) with ecological data, considering species abundance as dependant on sites. Ordination axes are restricted to be linear combinations of the environmental variables, based on the information of the most abundant species. This extension and its associated unconstrained ordination method are terms of a global model that permits...
Caractérisation, construction et dénombrement des ultramétriques supérieures minimales
Center-based l₁-clustering method
In this paper, we consider the l₁-clustering problem for a finite data-point set which should be partitioned into k disjoint nonempty subsets. In that case, the objective function does not have to be either convex or differentiable, and generally it may have many local or global minima. Therefore, it becomes a complex global optimization problem. A method of searching for a locally optimal solution is proposed in the paper, the convergence of the corresponding iterative process is proved and the...
Central limit theorems for eigenvalues in a spiked population model
In a spiked population model, the population covariance matrix has all its eigenvalues equal to units except for a few fixed eigenvalues (spikes). This model is proposed by Johnstone to cope with empirical findings on various data sets. The question is to quantify the effect of the perturbation caused by the spike eigenvalues. A recent work by Baik and Silverstein establishes the almost sure limits of the extreme sample eigenvalues associated to the spike eigenvalues when the population and the...
Central limit theorems for linear spectral statistics of large dimensional F-matrices
In many applications, one needs to make statistical inference on the parameters defined by the limiting spectral distribution of an F matrix, the product of a sample covariance matrix from the independent variable array (Xjk)p×n1 and the inverse of another covariance matrix from the independent variable array (Yjk)p×n2. Here, the two variable arrays are assumed to either both real or both complex. It helps to find the asymptotic distribution of the relevant parameter estimators associated with the...
Changepoint estimation for dependent and non-stationary panels
The changepoint estimation problem of a common change in panel means for a very general panel data structure is considered. The observations within each panel are allowed to be generally dependent and non-stationary. Simultaneously, the panels are weakly dependent and non-stationary among each other. The follow up period can be extremely short and the changepoint magnitudes may differ across the panels accounting also for a specific situation that some magnitudes are equal to zero (thus, no jump...
Characteristic Properties of Multivariate Survival Functions in Terms of Residual Life Distributions.