Showing papers in "Statistics & Probability Letters in 2016"

TL;DR: This paper fills an apparent gap by detailing such an algorithm as p-values adjusted for resampling-based stepdown multiple testing procedures proposed in Romano and Wolf (2005a,b).

TL;DR: A quantile based definition of the Kullback–Leibler divergence is introduced and the quantile versions of Kull back–Leiberler divergence for residual and past lifetime random variables are proposed.

TL;DR: In this article, the authors compared two parallel systems with heterogeneous exponentiated Weibull components with respect to reversed hazard rate ordering and likelihood ratio ordering, and made similar comparisons for two systems with component lives following multiple outlier exponentiated weibull model.

TL;DR: In this article, a finite-population asymptotic theory for covariate adjustment in randomization-based causal inference for 2 K factorial designs is developed, and both the unadjusted and the covariate-adjusted estimators of the factorial effects are asymPTotically unbiased and normal.

TL;DR: There are two forms of Fisher information; for the parameter of a model and for the information in a density model; these two forms are shown to be fundamentally connected through a measure of gain in information from a Bayesian experiment.

TL;DR: This paper extended the randomization-based causal inference framework in Dasgupta et al. (2015) for general 2 K factorial designs, and demonstrated the equivalence between regression-based and randomizationbased inferences.

TL;DR: The authors examine some skew distributions used extensively within the model-based clustering literature in recent years, paying special attention to claims that have been made about their relative efficacy and provide theoretical arguments as well as real data examples.

TL;DR: In this paper, the mean-square exponential stability of the controlled system is investigated and the time delay is taken into account for the discrete-time state observation in a continuous research to Mao (2013).

TL;DR: In this paper, a strong law of large numbers for sub-linear expectation under a general moment condition was derived and the result can be reduced to the classical strong law for large numbers when the sublinear expectation coincides with the classical linear expectation.

TL;DR: In this article, the authors studied the asymptotic properties of the Bernstein estimator of the multivariate distribution function, such as the bias, variance and normality, and gave the optimal choice of the polynomial order in terms of MSEs.

TL;DR: In this paper, the authors discuss likelihood ratio order between the smallest claim amounts from two sets of independent heterogeneous Weibull claims and establish dispersive order between smallest order statistics.

TL;DR: In this paper, an apparent misunderstanding in Azzalini et al. (2016) of the nomenclature to distinguish between two formulations of the skew t-distribution was clarified.

TL;DR: In robust nonparametric kernel regression context, method to select trimming parameter and bandwidth is prescribed through solving estimating equations to control outlier effect through combining weighting and trimming.

TL;DR: The authors proposed a simple approach based on modeling the distribution of the selected sample as a mixture, with the mixture weights appropriately adjusted, while accounting for uncertainty in the adjustment, and sketch a simple Markov chain Monte Carlo algorithm for computation.

TL;DR: In this article, the decay order of the tail probability of a weighted independent random variable with infinite mean was investigated and the weak laws of large numbers were studied for the case that the decay probability is −1.

TL;DR: In this paper, the eigenvalues of the spatial sign covariance matrix of an elliptical distribution were shown to be a one-to-one function of the shape matrix and that they are closer together than the latter.

TL;DR: In this paper, likelihood inference based on EM algorithm for the destructive negative binomial cure rate model for cancer melanoma data is developed.

TL;DR: In this paper, the reversible embedding of a stochastic matrix, if it exists, must be unique and sufficient and necessary conditions for the existence of reversible embeddings are obtained.

TL;DR: In this article, the authors studied the number of points where the gradient of a stationary Gaussian random field restricted to a compact set in R d takes a fixed value, and they extended to higher dimensions the Geman condition, a sufficient condition on covariance function under which the variance of this random variable is finite.

TL;DR: In this article, the local existence of mild solutions for a class of stochastic functional differential equations of Sobolev-type with infinite delay is studied and a set of sufficient conditions for obtaining the required result is established.

TL;DR: In this paper, bias reduced estimators for the tail index and tail probabilities under random right censoring in case of Pareto-type distributions are considered. The solution is based on second-order refined peaks-over-threshold modelling as developed in Beirlant et al.

TL;DR: In this article, strongly consistent and asymptotically normal estimators of the Hurst parameter of solutions of stochastic differential equations are proposed based on discrete observations of the underlying processes.

TL;DR: The partial copula as mentioned in this paper is a natural generalization of the partial correlation coefficient, which is a commonly used measure to assess the conditional dependence between two random variables, and its properties are investigated.

TL;DR: In this paper, the main probabilistic properties of the multivariate skew-normal-Cauchy distribution are studied and simple expressions to compute the entries of the expected Fisher information matrix of this multivariate distribution are proposed.

TL;DR: In this paper, a definition of Parisian ruin with an ultimate bankruptcy level was introduced and the authors improved the results obtained in Czarna (2016) and computed more general Parisian fluctuation identities.

TL;DR: In this article, a generalization of the concept of independence and identical distributiveness of random variables in terms of characteristic functions is presented, and some classical theorems remain valid for these generalizations.

TL;DR: In this article, adjusted jackknife empirical likelihood and bootstrap calibration are used for estimating the interval of the Gini index, and the resulting interval estimators are comparable to existing empirical likelihood methods in terms of coverage accuracy, but yield much shorter intervals.

TL;DR: In this article, a new characterization of symmetric distributions is presented and two classes of distribution-free symmetry tests based on it are proposed and their Bahadur efficiency is calculated and used for comparison with similar tests.

TL;DR: In this paper, the authors proposed a novel unmixing matrix estimator which selects the best lag set from a finite set of candidate sets specified by the user, based on recent asymptotic results.

TL;DR: In this paper, the Expectation-maximization (EM) algorithm was incorporated into composite asymmetric Laplace distribution (CALD), and an iterative weighted least square estimator for the linear composite quantile regression (CQR) models was derived.