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A note on ergodic transformations of self-similar Volterra Gaussian processes
note ergodic transformation Gaussian processes
2009/3/23
We derive a class of ergodic transformation of self-similar Gaussian processes that are Volterra, i.e. of type X_t = int^t_0 z_X(t,s)dW_s, t in [0,infty), where z_X is a deterministic kernel and W is ...
A note on the invariance principle of the product of sums of random variables
central limit theorem invariance principle random variables
2009/3/23
The central limit theorem for the product of sums of various random variables has been studied in a variety of settings. The purpose of this note is to show that this kind of result is a corollary of ...
A note on the ballistic limit of random motion in a random potential
ballistic limit random motion phase transition
2009/3/20
It has been shown that certain types of random walks in random potentials and Brownian motion in Poissonian potentials undergo a phase transition from sub-ballistic to ballistic behavior when the stre...
A note on percolation on Zd：isoperimetric profile via exponential cluster repulsion
percolation parameters exponential cluster repulsion
2009/3/20
We show that for all p>p_c(Z^d) percolation parameters, the probability that the cluster of the origin is finite but has at least t vertices at distance one from the infinite cluster is exponentially ...
A note on the distributions of the maximum of linear Bernoulli processes
note distribution Bernoulli processes
2009/3/20
We give a characterization of the family of all probability measures on the extended line $(-infty,+infty]$, which may be obtained as the distribution of the maximum of some linear Bernoulli process. ...
A Note on The Backfitting Estimation of Additive Models
additive model backfitting algorithm convergence of algorithm kernelsmoothing
2010/3/18
The additive model is one of the most popular semiparametric models. The backfitting
estimation (Buja, Hastie and Tibshirani, 1989, Ann. Statist.) for the model
is intuitively easy to understand and...
A NOTE ON ESTIMATION UNDER THE QUADRATIC LOSS IN MULTIVARIATE CALIBRATION
Admissibility inverse regression multivariate linear model noncentral Wishart distribution quadratic loss
2009/3/11
The problem of estimation in multivariate linear calibration with multivariate response and explanatory variables is considered. In this calibration problem two estimators are well-known; one is the c...
A note on the stationary bootstrap's variance
Asymptotic expansion block bootstrap periodogram spectralestimation
2010/3/18
Because the stationary bootstrap resamples data blocks of random
length, this method has been thought to have the largest asymptotic
variance among block bootstraps Lahiri [Ann. Statist. 27 (1999)
...
A NOTE ON SECOND ORDER CONDITIONS IN EXTREME VALUE THEORY: LINKING GENERAL AND HEAVY TAIL CONDITIONS
extreme value index regular variation semi-parametric estimation
2009/2/25
Second order conditions ruling the rate of convergence in any first order condition
involving regular variation and assuring a unified extreme value limiting distribution
function for the sequence o...
A note on the likelihood and moments of the skew-normal distribution
Skew-normal distribution maximum likelihood equations moments
2009/2/23
In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pasc...
A note on interval estimation for the mean of inverse Gaussian distribution
Wald Interval Score Interval Likelihood ratio coverage probability
2009/2/23
In this paper, we study the interval estimation for the mean from inverse Gaussian distribution. This distribution is a member of the natural exponential families with cubic variance function. Also, w...
In this paper, we study some properties of multivariate gamma function and zonal
polynomials.Zonal polynomials are of undeniable importance, in both theory and practice. Following the algorithms prop...
A note on the estimation of extreme value distributions using maximum product of spacings
generalized extreme value distribution generalized Pareto distribution maximum product of spacings maximum likelihood
2010/4/27
The maximum product of spacings (MPS) is employed in the estimation
of the Generalized Extreme Value Distribution (GEV) and the Generalized
Pareto Distribution (GPD). Efficient estimators are obtain...