We compare various kinds of independence tests on samples with random size, in order to provide practitioners with some guidance for their choice based on approximate Bahadur efficiency. Such results are obtained for a wide class of distributions of random index; the efficiency slopes of the...

In this paper, we explore tail dependence modeling in multivariate extreme value distributions. The measure of dependence chosen is the scale function, which allows combinations of distributions in a very flexible way. The correspondences between the scale function and the spectral measure or...

We discuss necessary and sufficient conditions for a copula to be archimax. We give a differential equation (depending on a function parameter) whose solution gives an additive generator of an Archimedean copula. We present two important applications of this differential equation. The first...

This paper continues Dietrich and List's [2010] work on propositional-attitude aggregation theory, which is a generalised unification of the judgment-aggregation and probabilistic opinion-pooling literatures. We first propose an algebraic framework for an analysis of (many-valued)...

In this paper we obtain a result on Hyers–Ulam stability of the linear functional equation in a single variable <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$f(\varphi (x))=g(x) \cdot f(x)$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>f</mi> <mo stretchy="false">(</mo> <mi mathvariant="italic">φ</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> <mo>=</mo> <mi>g</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>·</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mrow> </math> </EquationSource> </InlineEquation> on a complete metric group. Copyright Springer Science+Business Media New York 2014

We analyse the point availability of a repairable duplex system characterized by cold standby and by a priority rule. The system is attended by two (general) heterogeneous repairmen. To describe the random behaviour of the system, we introduce a stochastic process endowed with probability...

This paper proposes a new method for approximating vector autoregressions by a finite-state Markov chain. The method is more robust to the number of discrete values and tends to outperform the existing methods over a wide range of the parameter space, especially for highly persistent vector...