Page 1 Next

Displaying 1 – 20 of 179

Showing per page

A class of tests for exponentiality based on a continuum of moment conditions

Simos G. Meintanis (2009)


The empirical moment process is utilized to construct a family of tests for the null hypothesis that a random variable is exponentially distributed. The tests are consistent against the 'new better than used in expectation' (NBUE) class of alternatives. Consistency is shown and the limit null distribution of the test statistic is derived, while efficiency results are also provided. The finite-sample properties of the proposed procedure in comparison to more standard procedures are investigated via...

A comparison of automatic histogram constructions

Laurie Davies, Ursula Gather, Dan Nordman, Henrike Weinert (2009)

ESAIM: Probability and Statistics

Even for a well-trained statistician the construction of a histogram for a given real-valued data set is a difficult problem. It is even more difficult to construct a fully automatic procedure which specifies the number and widths of the bins in a satisfactory manner for a wide range of data sets. In this paper we compare several histogram construction procedures by means of a simulation study. The study includes plug-in methods, cross-validation, penalized maximum likelihood and the taut string...

A comparison of deterministic and Bayesian inverse with application in micromechanics

Radim Blaheta, Michal Béreš, Simona Domesová, Pengzhi Pan (2018)

Applications of Mathematics

The paper deals with formulation and numerical solution of problems of identification of material parameters for continuum mechanics problems in domains with heterogeneous microstructure. Due to a restricted number of measurements of quantities related to physical processes, we assume additional information about the microstructure geometry provided by CT scan or similar analysis. The inverse problems use output least squares cost functionals with values obtained from averages of state problem quantities...

A copula test space model how to avoid the wrong copula choice

Frederik Michiels, Ann De Schepper (2008)


We introduce and discuss the test space problem as a part of the whole copula fitting process. In particular, we explain how an efficient copula test space can be constructed by taking into account information about the existing dependence, and we present a complete overview of bivariate test spaces for all possible situations. The practical use will be illustrated by means of a numerical application based on an illustrative portfolio containing the S&P 500 Composite Index, the JP Morgan Government...

A Metropolis adjusted Nosé-Hoover thermostat

Benedict Leimkuhler, Sebastian Reich (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

We present a Monte Carlo technique for sampling from the canonical distribution in molecular dynamics. The method is built upon the Nosé-Hoover constant temperature formulation and the generalized hybrid Monte Carlo method. In contrast to standard hybrid Monte Carlo methods only the thermostat degree of freedom is stochastically resampled during a Monte Carlo step.

A microbiology application of the skew-Laplace distribution.

Olga Julià, Josep Vives-Rego (2008)


Flow cytometry scatter are ofen used in microbiology, and their measures are related to bacteria size and granularity. We present an application of the skew-Laplace distribution to flow cytometry data. The goodness of fit is evaluated both graphically and numerically. We also study skewness and kurtosis values to assess usefulness of the skew-Laplace distribution.

A note on order statistics from symmetrically distributed samples

Marek Kałuszka, Andrzej Okolewski (2011)

Applicationes Mathematicae

We present a first moment distribution-free bound on expected values of L-statistics as well as properties of some numerical characteristics of order statistics, in the case when the observations are possibly dependent symmetrically distributed about the common mean. An actuarial interpretation of the presented bound is indicated.

A note on the IPF algorithm when the marginal problem is unsolvable

Claudio Asci, Mauro Piccioni (2003)


In this paper we analyze the asymptotic behavior of the IPF algorithm for the problem of finding a 2x2x2 contingency table whose pair marginals are all equal to a specified 2x2 table, depending on a parameter. When this parameter lies below a certain threshold the marginal problem has no solution. We show that in this case the IPF has a “period three limit cycle” attracting all positive initial tables, and a bifurcation occur when the parameter crosses the threshold.

A note on the likelihood and moments of the skew-normal distribution.

Eliseo Martínez, Héctor Varela, Héctor W. Gómez, Heleno Bolfarine (2008)


In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of the likelihood...

Adaptive Dantzig density estimation

K. Bertin, E. Le Pennec, V. Rivoirard (2011)

Annales de l'I.H.P. Probabilités et statistiques

The aim of this paper is to build an estimate of an unknown density as a linear combination of functions of a dictionary. Inspired by Candès and Tao’s approach, we propose a minimization of the ℓ1-norm of the coefficients in the linear combination under an adaptive Dantzig constraint coming from sharp concentration inequalities. This allows to consider a wide class of dictionaries. Under local or global structure assumptions, oracle inequalities are derived. These theoretical results are transposed...

Adaptive density estimation under weak dependence

Irène Gannaz, Olivier Wintenberger (2010)

ESAIM: Probability and Statistics

Assume that (Xt)t∈Z is a real valued time series admitting a common marginal density f with respect to Lebesgue's measure. [Donoho et al. Ann. Stat.24 (1996) 508–539] propose near-minimax estimators f ^ n based on thresholding wavelets to estimate f on a compact set in an independent and identically distributed setting. The aim of the present work is to extend these results to general weak dependent contexts. Weak dependence assumptions are expressed as decreasing bounds of covariance terms and are...

Adaptive hard-thresholding for linear inverse problems

Paul Rochet (2013)

ESAIM: Probability and Statistics

A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. These filter methods are generally restricted to monotonic transformations, e.g. the Tikhonov regularization or the spectral cut-off. However, in several cases, non-monotonic sequences of filters may appear more appropriate. In this paper, we study a hard-thresholding regularization method that extends the spectral cut-off procedure to non-monotonic sequences....

An alternative extension of the k-means algorithm for clustering categorical data

Ohn San, Van-Nam Huynh, Yoshiteru Nakamori (2004)

International Journal of Applied Mathematics and Computer Science

Most of the earlier work on clustering has mainly been focused on numerical data whose inherent geometric properties can be exploited to naturally define distance functions between data points. Recently, the problem of clustering categorical data has started drawing interest. However, the computational cost makes most of the previous algorithms unacceptable for clustering very large databases. The -means algorithm is well known for its efficiency in this respect. At the same time, working only on...

Currently displaying 1 – 20 of 179

Page 1 Next