Exponential bounds for multivariate self-normalized sums.
Exponential rates for the error probabilities in selection procedures
For a sequence of statistical experiments with a finite parameter set the asymptotic behavior of the maximum risk is studied for the problem of classification into disjoint subsets. The exponential rates of the optimal decision rule is determined and expressed in terms of the normalized limit of moment generating functions of likelihood ratios. Necessary and sufficient conditions for the existence of adaptive classification rules in the sense of Rukhin [Ru1] are given. The results are applied to...
Exponential regression
Expressions for the probabilities of the bivariate Hermite distribution and related properties
Extension de la méthode Procuste à la comparaison de nuages de points situés dans des espaces de dimensions différentes
Extensions of the parametric families of divergences used in statistical inference
Extensions to the Kruskal-Wallis test and a generalised median test with extensions.
Extreme distribution functions of copulas
In this paper we study some properties of the distribution function of the random variable C(X,Y) when the copula of the random pair (X,Y) is M (respectively, W) – the copula for which each of X and Y is almost surely an increasing (respectively, decreasing) function of the other –, and C is any copula. We also study the distribution functions of M(X,Y) and W(X,Y) given that the joint distribution function of the random variables X and Y is any copula.