Showing papers in "Statistics & Probability Letters in 2019"

TL;DR: In this paper, the authors characterize the Markovian and affine structure of the Volterra Heston model in terms of an infinite-dimensional adjusted forward process and specify its state space.

TL;DR: In this paper, the authors defined the residual extropy of k-records arising from any continuous distribution in terms of residual extropies of records arising from a uniform distribution.

TL;DR: The results show that the naive Bayes classifier for functional data is applicable to multi-category classification problems and has preferable finite-sample performance over competitors.

TL;DR: In this article, the authors study the statistical estimation of the discounted density of the deficit at ruin in the classical risk model, which is constructed by the two-dimensional Fourier cosine series expansion.

TL;DR: In this paper, a variation of constant formula for deterministic Caputo fractional stochastic differential equations whose coefficients satisfy a standard Lipschitz condition is established and proved.

TL;DR: In this paper, three matrix variate distributions that incorporate skewness, as well as other flexible properties such as concentration and concentration, are discussed, and moment generating functions are derived.

TL;DR: In this article, the residual variance in regression models with unknown and eventually complex link-function is quantified by means of residual variance estimators, e.g. as a primary step towards the construction of prediction intervals.

TL;DR: In this article, the authors give a sufficient condition for the existence of a quasi-ergodic distribution for absorbing Markov processes on the nonnegative integers with 0 an absorbing boundary and ∞ an entrance boundary.

TL;DR: A new approach to vague convergence of measures based on the general theory of boundedness due to Hu (1966) is proposed and the corresponding notion of vague topology is analyzed to give a new and useful characterization of convergence in distribution of random measures in this topology.

TL;DR: A novel approach to simulate Gaussian random fields defined over spheres of R 3 by embedding the process on the sphere in a nonstationary random field of R3 to use a turning bands method.

TL;DR: In this article, superlinear expectations are defined via G -expectations and Jensen inequality for superlinear expectation and its application in economics is investigated. But the Jensen inequality is not considered in this paper.

TL;DR: In this paper, it was shown that if a general sequence of distributions on the integers is relatively compact with quasi-infinitely divisible partial weak limits, then all distributions of the sequence are quasi-independently divisible except a finite number.

TL;DR: In this paper, sufficient conditions for the hazard rate order on minimums of sample with Archimedean survival copulas and having proportional hazard rates or scales, and the reversed hazard rate ordering on maximums of the sample with ACS and have proportional reversed hazard rates, respectively, were developed.

TL;DR: In this article, the authors show that a cointegrated linear process in Bayes Hilbert space is isomorphic to a linear process with centered square-integrable real functions.

TL;DR: In this paper, the authors extend the result to widely orthant dependent random variables, where S n = X 1 + ⋯ + X n, where X n is a random variable.

TL;DR: Several statistical properties including universal consistency and upper bound of an important parameter of the proposed classifier are shown and this model doesn't suffer from the `curse of dimensionality' and can be used in a wide variety of feature selection cum classification problems.

TL;DR: This work explores spatial meta kriging idea to enhance scalability of multivariate spatial Gaussian process model that uses linear model co-regionalization (LMC) to account for the correlation between multiple components.

TL;DR: In this paper, conditions on the survival copula of ( X, Y ) such that X ˜ t and X t are comparable according to the main reliability stochastic orders are discussed.

TL;DR: In this paper, it was shown that unless P (b n = 0 ) = 1 ∕ 2 or P ( b n = 1 ) = P( b n − 1 ), then P (p n = − 1) = 1∕ 2, then for some C > 1 depending on the probability distribution for b n, at least C log 2 p steps are needed to make X n close to uniformly distributed.

TL;DR: In this paper, the authors derive doubly robust estimators of coefficients in the linear component of a logistic partially linear model, in which the logit of the mean of a binary response is related to a linear function of some covariates and a nonparametric function of other covariates.

TL;DR: Some decision rules based on spherical kernel density estimation are proposed and asymptotic L 2 properties are provided and a real-data application using global climate data is finally discussed.

TL;DR: This paper proposes a sensible metric to quantify the degree of tail non-exchangeability of bivariate copulas and proposes a practical method of assessing tailNon-Exchangeable dependence with uniform scores of b variables.

TL;DR: The authors compare two distinct non-uniform choices of prior distributions by quantifying the Wasserstein distance between the respective resulting posterior distributions at any fixed sample size by means of Stein's Method.

TL;DR: In this article, the large deviation principle on phase space is proved for a class of Markov processes known as random population dynamics with catastrophes, where an eliminating portion of the population is chosen uniformly.

TL;DR: In this paper, the authors consider random walk on the structure given by a random hypergraph in the regime where there is a unique giant component and give the asymptotics for hitting times, cover times, and commute times.

TL;DR: In this article, the authors define and study a new estimator of the regression function when the response random variable is subject to random right-censoring, which is constructed by minimizing the mean squared relative error (MQR) where outlier data are present and the response variable of the model is positive.

TL;DR: Benazzol et al. as mentioned in this paper considered a symmetric n -player nonzero-sum stochastic differential game with jump-diffusion dynamics and mean-field type interaction among the players.

TL;DR: This work studies the robustness of this median of means tournament estimator by computing its breakdown point.

TL;DR: In this paper, the mutual information estimation for mixed-pair random variables is studied and a kernel method is developed to estimate mutual information between the two random variables under some regular conditions on the distributions.

TL;DR: In this paper, the authors provided a negative answer to a long-standing open problem on the compatibility of Spearman's rho matrices with linear correlation matrices for dimensions up to 9 and showed non-equivalence for dimensions 12 or higher.