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Distribution of a random functional of a Ferguson-Dirichlet process over the unit sphere
Kuo multivariate c-characteristic function Ferguson-Dirichlet process
2009/3/20
Jiang, Dickey, and Kuo [12] gave the multivariate c-characteristic function and showed that it has properties similar to those of the multivariate Fourier transformation. We first give the multivariat...
Kalman Filtering with Intermittent Observations：Weak Convergence to a Stationary Distribution
Kalman Filtering Intermittent Observations Weak Convergence Stationary Distribution
2010/3/19
The paper studies the asymptotic behavior of Random Algebraic Riccati Equations (RARE) arising
in Kalman filtering when the arrival of the observations is described by a Bernoulli i.i.d. process. We ...
ESTIMATIONS OF THE PARAMETERS OF THE WEIBULL DISTRIBUTION WITH PROGRESSIVELY CENSORED DATA
Confidence interval Joint confidence region Maximum likelihood estimator Progressively type-II censored sample
2009/3/11
We obtained estimation results concerning a progressively type-II censored sample from a two-parameter Weibull distribution. The maximum likelihood method is used to derive the point estimators of the...
Random Clustering Based on the Conditional Inverse Gaussian-Poisson Distribution
disclosure risk frequencies of frequencies size index species abundance superpopulation
2009/3/10
The present article describes a Conditional Inverse Gaussian-Poisson (CIGP) distribution, obtained by conditioning an inverse Gaussian-Poisson population model on its total frequency. This CIGP distri...
Higher Order Approximation of the Probability Distribution of the Ratio Estimator for a Regression Model
Cornish-Fisher expansion Edgeworth expansion higher order approximation ratio estimator regression model
2009/3/10
In the present paper, we consider the problem of estimating a ratio ρ = E(Y) / E(X) in a regression model Y = α + βX + U. We obtain the higher order approximation of the probability distribution of th...
A Skewed Truncated Pearson Type VII Distribution
Gauss hypergeometric function skewed truncated Pearson type VII distribution truncated Pearson type VII distribution
2009/3/9
Skewed symmetric distributions have attracted a great deal of attention in the last few years. One of them, the skewed Pearson type VII distribution suffers from limited applicability because it is we...
Estimating the Inverse Matrix of Scale Parameters in an Elliptically Contoured Distribution
elliptically contoured distribution expected value multivariate linear model precision matrix Stein’s loss
2009/3/9
The problem of estimating the inverse matrix of scale parameters of an elliptically contoured distribution is considered with respect to Stein’s loss function. It is shown that improvement of the esti...
ON THE CONNECTION BETWEEN THE DISTRIBUTION OF EIGENVALUES IN MULTIPLE CORRESPONDENCE ANALYSIS AND LOG-LINEAR MODELS
Multiple Correspondence Analysis eigenvalues log-linear models graphical models normal distribution
2009/2/26
Multiple Correspondence Analysis (MCA) and log-linear modeling are two techniques for multi-way contingency table analysis having di®erent approaches and ¯elds of applications. Log-linear mod...
LIMIT DISTRIBUTION FOR THE WEIGHTED RANK CORRELATION COEFFICIENT
ranking correlation limit distribution
2009/2/25
A weighted rank correlation coefficient, inspired by Spearman’s rank correlation coefficient,
has been proposed recently by Pinto da Costa & Soares [5]. Unlike Spearman’s
coefficient, which treats a...
ON THE EXCESS DISTRIBUTION OF SUMS OF RANDOM VARIABLES IN BIVARIATEEV MODELS
univariate extreme value distribution multivariate extreme value distribution sums of random variables excess distribution Pickands dependence function linear portfolio risk measure expected shortfall
2009/2/25
We investigate the limit of the excess distribution of aU+ bV in case of an EVD with arbitrary margins and with arbitrary scale parameters a, b > 0. It turns out that the limiting excess df may have a...
IMPROVING PROBABILITY-WEIGHTEDMOMENT METHODS FOR THE GENERALIZED EXTREME VALUE DISTRIBUTION
empirical processes maximum likelihood estimators
2009/2/25
In 1985 Hosking et al. estimated with the so-called Probability-Weighted Moments
(PWM) method the parameters of the Generalized Extreme Value (GEV) distribution,
the latter being classically fitted ...
Optimization of touristic distribution networks using genetic algorithms
Distribution networks vehicle routing problem tourism demand air transportation genetic algorithms edge mapped recombination operator
2009/2/23
The eight basic elements to design genetic algorithms (GA) are described and applied to
solve a low demand distribution problem of passengers for a hub airport in Alicante and 30
touristic destinati...
Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix A matrix generalization of leung’s domination result
Noncentral Wishart matrix identity noncentrality matrix decision-theoretic estimation matrix loss function Lowner matrix ordering Haffians
2009/2/23
The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung’s but generalized to a matrix loss function. Parallelly Leung’s scalar noncentral Wi...
Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix A matrix generalization of leung’s domination result
Noncentral Wishart matrix identity noncentrality matrix decision-theoretic estimation matrix loss function Lowner matrix ordering Haffians
2009/2/23
The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung’s but generalized to a matrix loss function. Parallelly Leung’s scalar noncentral Wi...
Muliere and Scarsini’s bivariate Pareto distribution：sums，products，and ratios
incomplete beta function Gauss hypergeometric function Muliere and Scarsini’s bivariate Pareto distribution products of random variables ratios of random variables sums of random variables
2009/2/23
We derive the exact distributions of R = X + Y, P = X Y and W = X/(X + Y) and the corresponding
moment properties when X and Y follow Muliere and Scarsini’s bivariate Pareto distribution. The express...