Showing papers in "Statistics & Probability Letters in 2012"

TL;DR: In this paper, the existence and uniqueness result of mild solutions for a neutral stochastic differential equation with finite delay, driven by a fractional Brownian motion in a Hilbert space, was established.

TL;DR: In this paper, generalized linear models for regression modeling of count time series are considered and conditions for obtaining weak dependence for such models are given. But these conditions are not applicable to the case of counting time series.

TL;DR: In this paper, the authors introduce the space-fractional Poisson process whose state probabilities p, t, t > 0, � 2 (0,1), are governed by the equations (d/dt)pk(t) = � � (1 B)p � (t), where (B) is the fractional difference operator found in the study of time series analysis.

TL;DR: In this article, the intractable expectations needed in the e −step can be written out analytically, bypassing the need for numerical estimation procedures, such as Monte Carlo methods, leading to accurate calculation of maximum likelihood estimates.

TL;DR: For a dependent risk model with constant interest rate, in which the claim sizes form a sequence of upper tail asymptotically independent and identically distributed random variables, and their inter-arrival times are another sequence of widely lower orthant dependent as discussed by the authors.

TL;DR: This article showed that the randomization-based "Neyman" and constant-effects estimators for the variance of estimated average treatment effects are equivalent to a variant of the White "heteroskedasticity-robust" estimator and the OLS estimator, respectively.

TL;DR: In this paper, the authors prove that distance covariance is unique, starting from a definition of a covariance as a weighted L 2 norm that measures the distance between the joint characteristic function of two random vectors and the product of their marginal characteristic functions.

TL;DR: This work compares some extensions of KL information and provides a criterion in choosing one among those extensions and discusses the application of the estimated cumulative residual KL information as a goodness of fit test statistic with numerical examples.

TL;DR: A quantile based Shannon entropy function is introduced and it is shown that the residual quantile entropy function determines the quantile density function uniquely through a simple relationship.

TL;DR: In this article, an extension of the Marcenko-Pastur the-Orem model to time series model with temporal correlations is developed, where the limiting spectral distribution (LSD) of the sample covariance matrix is characterised by an explicit equation for its Stieltjes transform depending on the spectral den- sity of the time series.

TL;DR: In this article, the authors studied run-related generalization of the δ -shock model such that the system fails when k consecutive interarrival times are less than a threshold.

TL;DR: In this article, two modified ratio estimators of the population mean are suggested provided that the first or third quartiles of the auxiliary variable can be established when the mean of the variable is known.

TL;DR: This work proves that their method fulfills the balance condition, and provides a numerical simulation, and gives new insight into the functionality of different MCMC algorithms, and the connections between them.

TL;DR: In this paper, a class of stochastic neutral partial functional differential equations with impulses is investigated, and a new impulsive-integral inequality is established, which improves the inequality established by Chen.

TL;DR: In this paper, the AMUSE estimator is derived for general MA ( ∞ ) processes under general conditions, and the results can be used for the comparison of estimates for comparison of estimators.

TL;DR: In this article, the general form of the asymptotic approximate mean integrated squared error for the q -variate, ν th -order kernel density r th derivative estimator is derived.

TL;DR: A simple, yet efficient, procedure for approximating the Levy measure of a Gamma(α,1) random variable is described and a finite sum-representation is derived that converges almost surely to Ferguson’s representation of the Dirichlet process.

TL;DR: In this article, the authors take the tilt parameter of the Marshall-Olkin extended family as a random variable and discuss the closure of this model under different stochastic orders viz. ageing intensity order, likelihood ratio order, shifted likelihood ratio orders and shifted hazard rate orders.

TL;DR: In this article, a semi-functional linear model is introduced in which a scalar response variable is explained by a linear operator of a random function and a nonparametric function of a real-valued random variable.

TL;DR: In this paper, it was shown that the equality of Renyi entropies of upper and lower order statistics as well as upper k-records is a characteristic property of symmetric distributions.

TL;DR: In this article, the Laplace transform of the time change is used for the double-barrier problem and the result is a very efficient power series representation for the resulting exit probabilities, based on integrated intensities of shot-noise type and of basic affine process type.

TL;DR: In this paper, the adaptive penalized procedure for variable selection in this model is proposed, and the consistency, asymptotic normality and oracle property of the resulting estimators are also derived.

TL;DR: In this article, the authors studied the asymptotic behavior of the tail probability of subexponential random variables under a dependence structure, where the random weights and the corresponding summands are dependent.

TL;DR: In this paper, the authors study the uniformity of two-level U-type designs based on the centered and wrap-around L 2 -discrepancies, which can be used as benchmarks in searching uniform U -type designs or helping to proof that a good design is in fact uniform.

TL;DR: In this article, the influence functions and asymptotic covariance matrices of eigenvectors based on robust covariance estimators are derived in order to compare the robustness and efficiency properties.

TL;DR: In this paper, a simplified and improved study of the quasi-isometry property for most submatrices of X obtained by uniform column sampling is presented, which relies on a tail-decoupling argument, of independent interest, and a recent version of the Non-Commutative Chernoff inequality (NCCI).

TL;DR: In this paper, an inverse first-passage time (FPT) problem for a homogeneous one-dimensional diffusion X ( t ), starting from a random position η, was considered.

TL;DR: Wang et al. as mentioned in this paper proposed a method to use fundamental research funds for the Central Universities in China [2010121005], National Science Foundation of China [11071182]

TL;DR: In this article, the second part of the Borel-Cantelli lemma is generalized to probabilities of unions of events, which is stronger than the Chung-Erdős inequality and its generalizations.

TL;DR: In this article, the exact asymptotics of P ( sup s ∈ [ 0, T ] X ( s ) > u ), as u → ∞, where T is an independent of { X ( t ) } nonnegative random variable.