Search
Search Results
-
The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System
We study a particle system without branching but with selection at timepoints depending on a given probability distribution on the positive real...
-
On the limit distribution of the power function induced by a design prior
The hybrid frequentist-Bayesian approach to sample size determination is based on the expectation of the power function of a test with respect to a...
-
Limit theorems for locally stationary processes
We present limit theorems for locally stationary processes that have a one sided time-varying moving average representation. In particular, we prove...
-
Limiting Distributions
In statistics, the capability to infer information about a population from a sample and assess the validity of those inferences is essential. Because...
-
Modelling of Limit Order Books by General Compound Hawkes Processes with Implementations
In this paper, we study so-called general compound and regime-switching general compound Hawkes processes to model the price processes in the limit...
-
Robust change-point detection for functional time series based on U-statistics and dependent wild bootstrap
The aim of this paper is to develop a change-point test for functional time series that uses the full functional information and is less sensitive to...
-
Convergence of Random Variables
In this chapter, we discuss sequences of random variables and their convergence. The central limit theorem, one of the most important and widely-used...
-
Continuous Random Variables
The definition of continuous random variables and their means and variances. An introduction to the normal distribution and the standardization...
-
On Complete Consistency for the Estimator of Nonparametric Regression Model Based on Asymptotically Almost Negatively Associated Errors
In this paper, we mainly study the consistency for the estimator of nonparametric regression model based on asymptotically almost negatively...
-
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
We prove mixing convergence of the least squares estimator of autoregressive parameters for supercritical autoregressive processes of order 2 with...
-
Quantile forward regression for high-dimensional survival data
Despite the urgent need for an effective prediction model tailored to individual interests, existing models have mainly been developed for the mean...
-
Several Topological Indices of Random Caterpillars
In chemical graph theory, caterpillar trees have been an appealing model to represent the molecular structures of benzenoid hydrocarbon. Meanwhile,...
-
Nonparametric recursive estimate for right-censored conditional mode function with ergodic functional data
As an extension of some recent works that are essential references for this current contribution, we provide a recursive nonparametric approach to...
-
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method
We propose novel goodness-of-fit tests for the Weibull distribution with unknown parameters. These tests are based on an alternative characterizing...
-
Nonparametric estimation of the shape functions and related asymptotic results
Arriaza et al (Metrika 82:99–124, 2019) introduced the right and left shape functions, which enjoy interesting properties in terms of describing the...
-
Finite Mixture MLE and EM Algorithm
The latent structure inherent in mixture models offers a fitting scenario for the renowned EM algorithm. In Chap. 7, we begin by offering a general...
-
Bayes factor asymptotics for variable selection in the Gaussian process framework
We investigate Bayesian variable selection in models driven by Gaussian processes, which allows us to treat linear, nonlinear and nonparametric...
-
On Several Properties of A Class of Hybrid Recursive Trees
In this paper, we propose a class of random trees, the evolution of which is an integration of uniform and preferential attachments. Hence, they are...
-
-
On the Asymptotic Behaviour of Extremes of Observations from a Tempered Stable Distribution
In this article, we obtain the limit distribution of the maxima and minima of independent observations from tempered stable and bilateral gamma...