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On Some Distributions Arising in Inverse Cluster Sampling

Xekalaki, Evdokia - 2007

In this paper, distributions of items sampled inversely in clusters are derived. In particular, negative binomial type of distributions are obtained and their properties are studied. A logarithmic series, type of distribution is also defined as limiting form of the obtained generalized negative...

Persistent link: https://www.econbiz.de/10012778101

The R Package Mitisem : Efficient and Robust Simulation Procedures for Bayesian Inference

Basturk, Nalan - 2017

This paper presents the R package MitISEM (mixture of t by importance sampling weighted expectation maximization) which … optimization procedure is weighted using importance sampling. In the second stage this mixture density is a candidate density for … efficient and robust application of importance sampling or the Metropolis-Hastings (MH) method to estimate properties of the …

Persistent link: https://www.econbiz.de/10012951941

Inference for Local Distributions at High Sampling Frequencies : A Bootstrap Approach

Hounyo, Ulrich - 2018

induced by sampling errors. We show that the LDWB replicates first and second-order limit theory from the usual empirical … here, up to second-order distribution theory. Finally, we introduce LDWB-aided Kolmogorov-Smirnov tests for local … using the second-order distribution theory. The finite sample performance of CLT and LDWB-aided local Gaussianity tests are …

Persistent link: https://www.econbiz.de/10012907894

The R Package MitISEM : Efficient and Robust Simulation Procedures for Bayesian Inference

Basturk, Nalan - 2017

Persistent link: https://www.econbiz.de/10012971949

Modelling Dependency of Volatility on Sampling Frequency via Delay Equations

Luong, Chuong - 2016

The paper studies the impact of the sampling frequency on the volatility of financial time series. We suggest to model … the dependence of volatility on sampling frequency via delay equations for the underlying prices. It appears that these … equations allow to model the price processes with volatility that increases when the sampling rates increase. In addition, these …

Persistent link: https://www.econbiz.de/10013006683

Copula Based Hierarchical Risk Aggregation - Tree Dependent Sampling and the Space of Mild Tree Dependence

Derendinger, Fabio - 2015

the aggregation tree model as well as the sampling algorithm proposed by they authors.An important characteristic of the … "conditional independence assumption") is added. We show that there is numerical evidence that the sampling algorithm yields an …

Persistent link: https://www.econbiz.de/10013021225

On Convergence of the Distributions of Statistics With Random Sample Sizes to Normal Variance-Mean Mixtures

Korolev, Victor - 2015

We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of randomly indexed random sequences. Special attention is...

Persistent link: https://www.econbiz.de/10013027881

Finite-Sample Distributions of Self-Normalized Sums

Kim, Jeong-Ryeol - 2016

Logan et al. (1973) analyze the limit probability distribution of the statisticLogan u.a. (1973) untersuchen die Grenzwahrscheinlichkeitsverteilung der Statistik,sn(p) = Σi=1 Xi/(Σi=1 | Χj |^p)^1/p as n → ∞, für den Fall, dass Xi im Anziehungsbereich

Persistent link: https://www.econbiz.de/10012991387

Sample out-of-sample inference based on Wasserstein distance

Blanchet, Jose; Kang, Yang - In: Operations research 69 (2021) 3, pp. 985-1013

Persistent link: https://www.econbiz.de/10012546913

Acceptance sampling plans from a truncated life test based on the power Lomax distribution with application to manufacturing

Al-Nasser, Amjad D.; Ul Haq, Muhammad Ahsan - In: Statistics in transition : an international journal of … 22 (2021) 3, pp. 1-13

In this research, a new acceptance sampling plan for a truncated life test is presented, assuming that the quality … sampling plan, jointly with the optimal sample size and the producer's risk for a selection of distribution parameters …. Furthermore, a comparative study with other sampling plans is introduced to demonstrate the advantages of the proposed plan …

Persistent link: https://www.econbiz.de/10012655786