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Equivalence of distrubutions of some Ornstein-Uhlenbeck processes taking values in Hilbert space
Equivalence of distrubutions some Ornstein-Uhlenbeck processes Hilbert space
2009/9/23
Sufficient conditions for equivalence of distributions in
LZ(O,T , H) of two Ornstein-Uhlenbeck processes taking values in
a Hilbert space H are given. The Girsanov theorem and some facts in
the th...
Extreme values of derivatives of smoothed fractional Brownian motions
Extreme values of derivatives smoothed fractional Brownian motions
2009/9/22
Let B,(.) be a fractional Brownian motion on R
with parameter 1/2 < H < 1, and consider its smoothed version
b;Hj K((t- sj/b,)BH(s) ds, teR, where the kernel K ( . ) is a density function
and the b...
Limiting distributions of differences and quotients of successive k-th upper and lower record values
Limiting distributions of differences quotients of successive k-th upper lower record values
2009/9/22
Following the method of Gajek [3] we investigate the
limiting properties of differences and quotients oTsuccessive k-th upper
and lower record values.
Locations of extreme values of the empirical process
Empirical process law of the iterated logarithm
2009/9/21
Let E,, be a uniform empirical process and A (respectively,
v3 the unique location of its maximum (respectively, midimum).
We establish a "liminP' iterated logarithm law for (a-v).
Limit distributions of differences and quotients of non-adjacent k-th record values
Limit distributions non-adjacent k-th record values
2009/9/21
Let {Yikl,n 3 1) denote the sequence of k-th record
values of the sequence {X,, n 2 1) of i.i.d, random variables with an
absolutely continuous distribution function F. Fix EN. We show
that, for so...
On the fractional record values
Record values Stigler's order statistics gamma process Markov property
2009/9/21
We define the record-values process which may be
considered as the coIlection of record values with non-integer or fractional
indices. The alternative construction from the sample as well as
the ba...
GENERALIZED SEPARATION THEOREMS FOR SINGULAR VALUES OF A MATRIX AND THEIR APPLICATIONS IN CANONICAL CORRELATION ANALYSIS
Canonical correlations conditional canonical correlations singular values.
2009/9/18
Rao (1979) established separation theorems for singular
values of a matrix and showed their applications in multivariate
analysis. In this paper, we provide generalized separation theorems for
sing...
BOUNDS ON THE BIAS OF APPROXIMATION OF FRACTIONAL RECORD VALUES
Fractional record values projection method Moriguti's inequality variation diminishing property
2009/9/18
We present sharp bounds for an approximation of f r a ~
tiond kth record values by convex combinations of ordinary kth
record values. The bounds are expressed in different scale units measured
in p...
On the Values of Optimal Stopping Problems for Generalized Averages of Discrete Random Variables
Optimal Stopping Problems Generalized Averages Discrete Random Variables
2009/9/17
On the Values of Optimal Stopping Problems for Generalized Averages of Discrete Random Variables。
Organisational conflicts: Reflections on managing conflicts, identities and values in a selected South African organization
managerial values and identities organisational conflict and its management
2009/9/17
This article presents a case study on organisational confl ict in a selected international organisation in the South African automotive industry to increase the contextual understanding of the topic. ...
P-values for classification
nearest neighbors nonparametric optimality permutation test prediction region ROC curve typicality index validity
2009/9/16
Let $(X,Y)$ be a random variable consisting of an observed feature vector $X in XX$ and an unobserved class label $Y in {1,2,ldots,L}$ with unknown joint distribution. In addition, let $DD$ be a train...
Multivariate statistics are often available as well as necessary in hypothesis tests. We study how to use such statistics to control not only false discovery rate (FDR) but also positive FDR (pFDR) wi...
The Implications of the Cultural Values of Individualism and Collectivism in the Formation of the Psychological Contract and Employee Commitment
Cultural Values Psychological Contract Employee Commitment
2009/7/15
We examine here employee commitment to the organization as an outcome variable of
the psychological contract, generally defined as the employee°Os perception of whatwill
be received from the emplo...
Organisational conflict: Reflections on managing conflict, identities and values in a selected South African organisation
managerial values and identities organisational confl ict South African automotive industry organisational case study
2010/10/29
This article presents a case study on organisational conflict in a selected international organisation in the South African automotive industry to increase the contextual understanding of the topic. D...
Anticedents to entrepreneurial intentions: Testing for measurement invariance for cultural values, attitudes and self-efficacy beliefs across ethnic groups
entrepreneurial intentions self-efficacy culture attitudes measurement invariance
2009/5/8
Building on previous research on antecedents of entrepreneurial intentions various measures were tested across different ethnic groups in South Africa. Factorial homogeneity is an important attribute ...