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Chapter and Conference Paper
Dmitrii S. Silvestrov
This chapter presents short biographical notes about Professor Dmitri S. Silvestrov.
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Chapter and Conference Paper
Phase-Type Distribution Approximations of the Waiting Time Until Coordinated Mutations Get Fixed in a Population
In this paper we study the waiting time until a number of coordinated mutations occur in a population that reproduces according to a continuous time Markov process of Moran type. It is assumed that any individ...
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Chapter and Conference Paper
Continuous Approximations of Discrete Choice Models Using Point Process Theory
We analyze continuous approximations of discrete choice models with a large number of options. We start with a discrete choice model where agents choose between different options, and where each option is defi...
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Chapter and Conference Paper
Nonlinearly Perturbed Birth-Death-Type Models
Asymptotic expansions are presented for stationary and conditional quasi-stationary distributions of nonlinearly perturbed birth-death-type semi-Markov models, as well as for computing coefficients of ...
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Chapter
Probabilistic Choice with an Infinite Set of Options: An Approach Based on Random Sup Measures
This chapter deals with probabilistic choice when the number of options is infinite. The choice space is a compact set $$S\subseteq \mathbb {R...
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Chapter
Analysis of the Stochasticity of Mortality Using Variance Decomposition
We analyse the stochasticity in mortality data from the USA, the UK and Sweden, and in particular to which extent mortality rates are explained by systematic variation, due to various risk factors, and random ...
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Article
Asymptotic bias and variance for a general class of varying bandwidth density estimators
We consider a general class of varying bandwidth estimators of a probability density function. The class includes the Abramson estimator, transformation kernel density estimator (TKDE), Jones transformation ke...
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Article
The change-of-variance function for dependent data
The infinitesimal stability of the asymptotic variance is considered forM-estimators of a location parameter when the nominal sample with i.i.d. data is contaminated by a possibly dependent process. It is shown t...