Sharp bounds on quasiconvex moments of generalized order statistics.
Sharp equivalence between ρ- and τ-mixing coefficients
For two σ-algebras 𝓐 and ℬ, the ρ-mixing coefficient ρ(𝓐,ℬ) between 𝓐 and ℬ is the supremum correlation between two real random variables X and Y which are 𝓐 - resp. ℬ-measurable; the τ'(𝓐,ℬ) coefficient is defined similarly, but restricting to the case where X and Y are indicator functions. It has been known for a long time that the bound ρ ≤ Cτ'(1 + en | log τ'|) holds for some constant C; in this article, we show that C = 1 works and is best possible.
Shluková analysa
Shuffles of Min.
Copulas are functions which join the margins to produce a joint distribution function. A special class of copulas called shuffles of Min is shown to be dense in the collection of all copulas. Each shuffle of Min is interpreted probabilistically. Using the above-mentioned results, it is proved that the joint distribution of any two continuously distributed random variables X and Y can be approximated uniformly, arbitrarily closely by the joint distribution of another pair X* and Y* each of which...
Siegel's test for periodic components in multiple time series and its application in engineering practice
Simple relations between some models of factor analysis
Simulation studies on model search in -dimensional contingency tables. Preliminary results
In model search procedures for multidimensional contingency tables many different measures are used for decision for the goodness of model search, for instance , AIC or . Simulation studies should give us an insight into the behaviour of the measures with respect to the data, the sample size, the number of degrees of freedom and the probability given distribution. To this end different log-linear models for 3-dimensional contingency tables were given and then 1,000 contingency tables were simulated...
Simultaneous rank test procedures
Simultaneous rank test procedures are proposed for testing of randomness concerning some marginals. The considered test procedures are analogous to those introduced by Krishnaiah for classical normal theory (see Krishnaiah (1965) Ann. Inst. Statist. Math. 17, 35-53).
Singularity functions for fractional processes : application to the fractional brownian sheet
Sobre la representación de un conjunto mediante árboles aditivos.
En este trabajo se estudia el problema de la representación de un conjunto mediante árboles aditivos, en el sentido de hallar una formalización que permita abordar el mismo desde la perspectiva general de los métodos geométricos de representación del análisis multivariante.
Soft modelling: intermediate between traditional model building and data analysis
Solution of some problems of minimax control for a multivariate linear stochastic system
Solution to an open problem about a transformation on the space of copulas
We solve a recent open problem about a new transformation mapping the set of copulas into itself. The obtained mapping is characterized in algebraic terms and some limit results are proved.
Some algebraic and statistical properties of WLSEs under a general growth curve model.
Some Applications of Anderson's Inequality to Some Optimality Criteria of the Generalized Least Squares Estimator.
Some applications of the matrix Haffian in connection with differentiable matrix functions of a central Wishart variate.
In this paper we revisit Haff's seminal work on the matrix Haffian as we proposed to call it. We review some results, and give new derivations. Use is made of the link between the matrix Haffian ∇F and the differential of the matrix function, dF.
Some applications of time series models to financial data
Some Characterizations of the Bivariate Normal Distribution.
Some euclidean space properties applied to data analysis
Some functionals for copulas.