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An additive property of weak records from geometric distributions
Castaño-Martínez, A.; López-Blázquez, F.; … - In: Metrika 76 (2013) 4, pp. 449-458
="TEX">$$X$$</EquationSource> </InlineEquation>, supported on the non-negative integers. We obtain a new characterization of geometric distributions based on an …
Persistent link: https://www.econbiz.de/10010995099
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Discrete distributions for which the regression of the first record on the second is linear
López-Blázquez, Fernando; Wesołowski, Jack - In: TEST: An Official Journal of the Spanish Society of … 10 (2001) 1, pp. 121-131
Persistent link: https://www.econbiz.de/10005613287
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Some characterizations of discrete distributions based on weak records
Danielak, Katarzyna; Dembińska, Anna - In: Statistical Papers 48 (2007) 3, pp. 479-489
Persistent link: https://www.econbiz.de/10008486775
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On characterizing discrete distributions via conditional expectations of weak record values
Danielak, Katarzyna; Dembińska, Anna - In: Metrika 66 (2007) 2, pp. 129-138
Persistent link: https://www.econbiz.de/10005375829
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The doubly truncated function of indices on discrete distributions
Bernadic, Milenko; Candel, José - In: Statistical Papers 53 (2012) 1, pp. 177-193
Persistent link: https://www.econbiz.de/10010848073
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Towards a unification of certain characterizations by conditional expectations
Dimaki, Caterina; Xekalaki, Evdokia - In: Annals of the Institute of Statistical Mathematics 48 (1996) 1, pp. 157-168
Persistent link: https://www.econbiz.de/10005760181
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Characterizations of the Poisson process as a renewal process via two conditional moments
Li, Shun-Hwa; Huang, Wen-Jang; Huang, Mong-Na - In: Annals of the Institute of Statistical Mathematics 46 (1994) 2, pp. 351-360
Persistent link: https://www.econbiz.de/10005395580
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Limit theorems for the spacings of weak records
Hashorva, Enkelejd; Stepanov, Alexei - In: Metrika 75 (2012) 2, pp. 163-180
Persistent link: https://www.econbiz.de/10010896486
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Estimation of holding periods applied to the case of short and leveraged ETFs
Schubert, Leo; Schubert, David - In: Atlantic Review of Economics 1 (2017)
The estimation of the holding periods of financial products has to be done in a dynamic process in which the size of the observation time interval influences the result. Small intervals will produce smaller average holding periods than bigger ones. The approach developed in this paper offers the...
Persistent link: https://www.econbiz.de/10011966824
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Estimating the size of undetected cases of the COVID-19 outbreak in Europe: an upper bound estimator
Rocchetti, Irene; Böhning, Dankmar; Holling, Heinz; … - In: Epidemiologic Methods 9 (2020) s1
Abstract Background While the number of detected COVID-19 infections are widely available, an understanding of the extent of undetected cases is urgently needed for an effective tackling of the pandemic. The aim of this work is to estimate the true number of COVID-19 (detected and undetected)...
Persistent link: https://www.econbiz.de/10014590670