Search
Search Results
-
The mathematics of Benford’s law: a primer
This article provides a concise overview of the main mathematical theory of Benford’s law in a form accessible to scientists and students who have...
-
Bill Stout
Bill Stout is emeritus professor of statistics at the University of Illinois at Urbana-Champaign, where he spent his entire career and was president...
-
Uniform Strong Law of Large Numbers
We prove the strong law of large numbers for random signed measures. The result is uniform over a family of subsets under mild assumptions.
-
Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines
A bivariate extreme-value copula is characterized by its Pickands dependence function, i.e., a convex function defined on the unit interval...
-
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...
-
Improving the bias of a pseudo-maximum likelihood estimate of the extreme value index by k-records
The paper focusses on the estimation of the extreme value index in terms of k -records based on a maximum likelihood approach, which is suggested...
-
Fitting copulas in the case of missing data
In this paper we deal with parametric estimation of the copula in the case of missing data. The data items with the same pattern of complete and...
-
Potential to Density via Poisson Equation: Application to Bespoke Learning of Gravitational Mass Density in Real Galaxy
In multiple real-world dynamical systems, structural properties can be deterministically linked to the evolution-driving function. For example, in...
-
M-estimators for Models with a Mix of Discrete and Continuous Parameters
A variety of parametric models are specified by a mix of discrete parameters, which take values from a countable set, and continuous parameters,...
-
Statistical Analysis of Generalized Jackson Network with Unreliable Servers via Strong Approximation
We consider a Jackson network with regenerative input flows in which every server is subject to a random environment influence generating breakdowns...
-
Sequential Maximum Likelihood Estimation for the Squared Radial Ornstein-Uhlenbeck Process
In this paper, we study the properties of a sequential maximum likelihood estimator of the unknown parameter for the squared radial...
-
Convergence of least squares estimators in the adaptive Wynn algorithm for some classes of nonlinear regression models
The paper continues the authors’ work (Freise et al. The adaptive Wynn-algorithm in generalized linear models with univariate response.
... 
-
Inference
In the preceding sections, we have discussed the estimation of target parameters, such as the elements of the regression vector β in linear...
-
Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process
Discrete random probability measures are a key ingredient of Bayesian nonparametric inference. A sample generates ties with positive probability and...
-
The Classical Bootstrap
In Chapter 1 , we briefly introduced the idea of bootstrap**. Now, together with the first applications, we...
-
The Bahadur Representation for Empirical and Smooth Quantile Estimators Under Association
In this paper, the Bahadur representation of the empirical and Bernstein polynomials estimators of the quantile function based on associated...
-
Moderate deviation principle of modularity in network
In the present paper, we study a specific partition of a given network and establish the moderate deviation principle of modularity for the partition...
-
Extremes of Markov random fields on block graphs: Max-stable limits and structured Hüsler–Reiss distributions
We study the joint occurrence of large values of a Markov random field or undirected graphical model associated to a block graph. On such graphs,...
