Showing papers in "Statistics & Probability Letters in 2009"

TL;DR: In this paper, the authors put forth the concept of extended negative dependence (END) and showed that the end structure has no effect on the asymptotic behavior of precise large deviations of partial sums and random sums for non-identically distributed random variables on ( − ∞, + ∞ ).

TL;DR: In this article, the authors considered the estimation of the stress strength parameter R = P (Y X ), when X and Y are independent and both are three-parameter Weibull distributions with the common shape and location parameters but different scale parameters.

TL;DR: In this paper, Chen et al. proposed a new Bayesian model for survival data with a surviving fraction, which is the unification of the long-term survival models proposed by Berkson and Gage.

TL;DR: In this article, the authors generalize the exponential-Poisson (EP) distribution and show that the failure rate of the new distribution can be decreasing or increasing, and provide closed-form expressions for the density, cumulative distribution, survival and failure rate functions; they also obtain the density of the i th order statistic.

TL;DR: In this article, the existence and asymptotic stability in p-th moment of mild solutions of nonlinear impulsive stochastic differential equations were studied. And a fixed point approach was employed for achieving the required result.

TL;DR: In this article, a decomposition of the bifractional Brownian motion with parameters H, K into the sum of a fractional BR motion with Hurst parameter H K plus a stochastic process with absolutely continuous trajectories was shown.

TL;DR: In this paper, an extension of the generalized Birnbaum-saunders distribution family was proposed with a view to make it even more flexible in terms of its kurtosis coefficient.

TL;DR: In this paper, scaling limits of heavy-tailed continuous time random walks are governed by fractional evolution equations, which provide an interesting class of non-Markovian, non-Gaussian self-similar processes.

TL;DR: In this article, a method of introducing asymmetry into any symmetric circular model and developing general classes of non-symmetric circular distributions is discussed. But the authors focus on the von Mises distribution.

TL;DR: In this paper, the design space is the d-dimensional (d≥ 1) torus and the response variable is real-valued, and the purpose is to extend least squa res local polynomial fitting to this situation.

TL;DR: In this paper, a variable selection procedure by combining basis function approximations with SCAD penalty for semiparametric varying coefficient partially linear models is presented, which simultaneously selects significant variables in the parametric components and the nonparametric components.

TL;DR: In this paper, the authors considered neutral stochastic differential delay equations with Markovian switching and derived sufficient conditions for stability in distribution and generalized some results of Basak et al. to cover a class of much more general NSDDEwMSs.

TL;DR: A strategy for administering a survey that is mindful of sensitive data and individual privacy and that limits the amount of information each respondent is exposed to by presenting to her/him only a subset of the question's alternatives is proposed.

TL;DR: In this article, the critical point, domain of dependence and relative error of variance stabilizing transformations of Poisson distribution π ( λ ), binomial distribution B ( n, p ) and negative Binomial distribution N B ( r, p ) were introduced.

TL;DR: In this article, the anomalous behavior of the likelihood surface when sampling from the generalized Pareto distribution for small or moderate samples is analyzed in terms of the empirical coefficient of variation.

TL;DR: In this paper, the authors obtained the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.

TL;DR: In this article, the problem of parameter estimation for generalized Ornstein-Uhlenbeck processes with small Levy noises, observed at n regularly spaced time points t i = i / n, i = 1, …, n on [0, 1], is studied.

TL;DR: In this article, some results on complete convergence for arrays of negatively associated random variables are presented, which generalize some previous known results for rowwise independent random variables and generalize the results for negatively associated arrays of random variables.

TL;DR: In this article, Zhang et al. proved the complete convergence and Marcinkiewicz-Zygmund strong law of large numbers for the partial sums of moving average processes under dependence assumptions.

TL;DR: In this article, a class of backward stochastic differential equations (BSDEs) with non-Lipschitz assumptions is studied and the existence and uniqueness of solution is obtained.

TL;DR: In this article, a generalization of Stein's identity applicable to a general class of distributions has been proposed, and several existing results as special cases of this identity have been derived.

TL;DR: In this article, a unified framework of stationary ARMA processes for discrete-valued time series based on Pegram's mixing operator is presented, which allows to yield an ARMA model for time series of binomial or categorical observations as a special case, which was unavailable with the extended thinning operator.

TL;DR: In this article, the authors generalize the Poisson-inverse Gaussian distribution to a three-parameter family, which includes Poisson and discrete stable distributions as boundary cases.

TL;DR: In this article, the authors propose and study novel estimators using weighted moments for the closed multivariate skew-normal distribution, which is based on the class of skew normal distributions.

TL;DR: In this article, an empirical log-likelihood approach to construct the confidence regions/intervals of the nonparametric parts of the SVCPL model is presented. But the empirical likelihood ratio is not asymptotically standard χ 2 -limit.

TL;DR: In this paper, the authors proved that blocks of ordered data formed by some conditioning events are mutually independent, and they established this result by considering the usual order statistics, progressively censored order statistics and concomitants of order statistics.

TL;DR: In this article, the authors derived the finite limiting value of k/k 1, where k is the number of top-order statistics used in the estimation of the bias, and k 1 of a larger order than that of the level k at which we compute the tail index estimators.

TL;DR: In this article, the authors derived the Fisher information along with the expected censoring times and expected number of failures in hybrid and generalized hybrid censoring schemes, and established an addition rule underlying Type-I and Type-II hybrid censored schemes.

TL;DR: In this paper, a case deletion formula is proposed to detect influential points in modified ridge regression (MRR) to mitigate the effects of multicollinearity, the influence of observations can be drastically modified.

TL;DR: In this article, the empirical likelihood method was applied to semiparametric varying-coefficient partially linear errors-in-variables models and the two different empirical log-likelihood ratios for the parametric components were proposed and their asymptotic distributions were derived.