Showing papers in "Statistics & Probability Letters in 2006"

TL;DR: In this article, a semi-functional partially linear model is proposed to predict real-valued response variables in the situation where some among the explanatory variables are functional, and some asymptotic results with rates of convergence are given.

TL;DR: In this article, the authors introduce estimators defined as minimizers of Kantorovich distances between statistical models and empirical distributions, and study the existence, measurability and consistency of these estimators.

TL;DR: In this article, the moments of the power normal (PN) family were studied and expressions for its mean and variance were derived for quantile functions and a quantile measure of skewness.

TL;DR: In this article, a multivariate extension of smooth estimator of the distribution and density function based on Bernstein polynomials studied in Babu et al. is considered and adapted for smooth estimation of a distribution function concentrated on the hypercube.

TL;DR: In this article, an empirical log-likelihood ratio for the parametric components is proposed and the nonparametric version of the Wilk's theorem is derived, and the confidence regions of the parameterized components with asymptotically correct coverage probabilities can be constructed.

TL;DR: The problem of absolute continuity for a class of SDEs driven by a real fractional Brownian motion of any Hurst index is addressed in this article, where the authors give an elementary proof that when the diffusion coefficient does not vanish, the solution to the SDE has a positive density for all t > 0.

TL;DR: In this article, the authors present new results on a complete convergence for arrays of rowwise independent random variables that generalize the results of Hu et al. [2003] and [2005].

TL;DR: In this paper, optimal censoring schemes in the model of progressive type II censoring are obtained for a location-scale family of distributions which includes exponential, uniform and Pareto distributions.

TL;DR: In this article, the authors used a representation of weighted distributions by the Lorenz curve to obtain some results concerning their relations with life distributions and also considered the problem of preservation of stochastic orderings under weighting.

TL;DR: In this article, the duality of the (n, f, k, k) model is proved and the proofs are given. And the recursive equations for the system reliability for these models are obtained and the finite Markov chain imbedding approach is employed to obtain some more compact reliability formulas for independent and Markov dependent cases.

TL;DR: In this paper, a measure called extremal dependence coefficient (EDC) is introduced for studying the asymptotic dependence structure of the minimum and the maximum of a random vector.

TL;DR: In this article, a continuous version of the Whittle contrast functional with a specific weight function is proposed for the estimation of continuous-parameter stochastic processes and fields observed continuously.

TL;DR: In this paper, the authors introduced a new kind of complete moment convergence, which includes complete convergence as a special case and achieved some results about precise asymptotics for this kind of convergence.

TL;DR: In this article, a balanced loss function for estimating an unknown parameter θ is introduced and various examples are given with regards to the issues of admissibility, dominance, Bayesianity, and minimaxity.

TL;DR: In this paper, the authors show that there are particularly close parallels between optimal-kernel-choice problems in non-parametric deconvolution, and their better-understood counterparts in density estimation and regression.

TL;DR: In this paper, the equality and proportionality of the ordinary least squares estimator (OLSE), the weighted least square estimator, and the best linear unbiased estimator for Xb in the general linear (Gauss-Markov) model M ¼ fy; Xb;s 2 Rg are investigated through the matrix rank method.

TL;DR: In this article, it was shown that if a sequence of moment generating functions M n ( t ) converges pointwise to a moment generating function M ( t ), for all t in some open interval of R, not necessarily containing the origin, then the distribution functions F n (corresponding to M n ) converge weakly to the distribution function F (representing to m).

TL;DR: In this paper, Stein's Lemma is generalized to the case of elliptical class of distributions and the case when the covariance matrix of the underlying distribution does not exist, is also considered.

TL;DR: In this article, a Bahadur representation of sample quantiles based on strongly mixing random variables under polynomially decaying rate is given, which is similar to the one presented in this paper.

TL;DR: In this paper, a new class of skew-Cauchy distributions, which is related to Azzalini's [1985] skew-normal distribution, is discussed. But the authors do not consider the normal distribution in this paper.

TL;DR: In this article, the authors obtained almost sure limit theorems for a standardized nonstationary Gaussian sequence under some mild conditions, and showed that the limit theorem holds for a Gaussian non-stationary sequence under mild conditions.

TL;DR: In this paper, the global convergence of Titterington's recursive estimator and its MAP variant for mixture models of full regular exponential family was analyzed under mild conditions, and the convergence was shown for a mixture model with singularities and saddle points on the likelihood surfaces.

TL;DR: In this paper, the authors generalize results by Rafajlowicz and Schwabe [2003] for quasi least squares estimators in additive regression to a general multivariate regression setup.

TL;DR: In this paper, two new tests for normality based on U-processes were proposed and compared to the Lilliefors tests. But these tests are not as robust as the ones presented in this paper.

TL;DR: In this paper, the Yule-Walker estimator for the pth-order integer-valued autoregressive, INAR (p ), process has been studied and it is shown that this estimator is asymptotically normally distributed, unbiased and consistent.

TL;DR: In this article, it was shown that the proportion of vertices of degree k decreases at the rate of k - 3 at every step, and a strong law of large numbers for the maximum degree was proved.

TL;DR: In this paper, an alternative approach to produce the solution of a certain class of BFSDE's without employing the classical time restriction was proposed. But this approach assumes that all the coefficients satisfy a uniform growth condition and they are monotone.

TL;DR: In this article, the authors studied the properties of the mean residual lifetime (MRL) functions and proved that under certain assumptions the relative hazard rate ordering leads to the corresponding ultimate MRL ordering.

TL;DR: In this article, some properties of the PMRL model related to reliability analysis are investigated and closure properties of a few aging classes and those of partial orders under the proportional mean residual life model are discussed.

TL;DR: In this paper, the authors investigated the asymptotic behavior of multivariate maxima of a triangular array of independent elliptical random vectors in R d, d ⩾ 2.