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Register a new userThe Dagum family of isotropic correlation functions
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Added by
Emilio Porcu
Publication date
2008
fields
Mathematical Statistics
and research's language is
English
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A function $rho:[0,infty)to(0,1]$ is a completely monotonic function if and only if $rho(Vertmathbf{x}Vert^2)$ is positive definite on $mathbb{R}^d$ for all $d$ and thus it represents the correlation function of a weakly stationary and isotropic Gaussian random field. Radial positive definite functions are also of importance as they represent characteristic functions of spherically symmetric probability distributions. In this paper, we analyze the function [rho(beta ,gamma)(x)=1-biggl(frac{x^{beta}}{1+x^{beta}}biggr )^{gamma},qquad xge 0, beta,gamma>0,] called the Dagum function, and show those ranges for which this function is completely monotonic, that is, positive definite, on any $d$-dimensional Euclidean space. Important relations arise with other families of completely monotonic and logarithmically completely monotonic functions.
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Environments with immobile obstacles or void regions that inhibit and alter the motion of individuals within that environment are ubiquitous. Correlation in the location of individuals within such environments arises as a combination of the mechanisms governing individual behavior and the heterogeneous structure of the environment. Measures of spatial structure and correlation have been successfully implemented to elucidate the roles of the mechanisms underpinning the behavior of individuals. In particular, the pair correlation function has been used across biology, ecology and physics to obtain quantitative insight into a variety of processes. However, naively applying standard pair correlation functions in the presence of obstacles may fail to detect correlation, or suggest false correlations, due to a reliance on a distance metric that does not account for obstacles. To overcome this problem, here we present an analytic expression for calculating a corrected pair correlation function for lattice-based domains containing obstacles. We demonstrate that this corrected pair correlation function is necessary for isolating the correlation associated with the behavior of individuals, rather than the structure of the environment. Using simulations that mimic cell migration and proliferation we demonstrate that the corrected pair correlation function recovers the short-range correlation known to be present in this process, independent of the heterogeneous structure of the environment. Further, we show that the analytic calculation of the corrected pair correlation derived here is significantly faster to implement than the corresponding numerical approach.
Here, in this paper it has been considered a sub family of exponential family. Maximum likelihood estimations (MLE) for the parameter of this family, probability density function, and cumulative density function based on a sample and based on lower record values have been obtained. It has been considered Mean Square Error (MSE) as a criterion for determining which is better in different situations. Additionally, it has been proved some theories about the relations between MLE based on lower record values and based on a random sample. Also, some interesting asymptotically properties for these estimations have been shown during some theories.
Chatterjee (2021) introduced a simple new rank correlation coefficient that has attracted much recent attention. The coefficient has the unusual appeal that it not only estimates a population quantity first proposed by Dette et al. (2013) that is zero if and only if the underlying pair of random variables is independent, but also is asymptotically normal under independence. This paper compares Chatterjees new correlation coefficient to three established rank correlations that also facilitate consistent tests of independence, namely, Hoeffdings $D$, Blum-Kiefer-Rosenblatts $R$, and Bergsma-Dassios-Yanagimotos $tau^*$. We contrast their computational efficiency in light of recent advances, and investigate their power against local rotation and mixture alternatives. Our main results show that Chatterjees coefficient is unfortunately rate sub-optimal compared to $D$, $R$, and $tau^*$. The situation is more subtle for a related earlier estimator of Dette et al. (2013). These results favor $D$, $R$, and $tau^*$ over Chatterjees new correlation coefficient for the purpose of testing independence.
This article presents a differential geometrical method for analyzing sequential test procedures. It is based on the primal result on the conformal geometry of statistical manifold developed in Kumon, Takemura and Takeuchi (2011). By introducing curvature-type random variables, the condition is first clarified for a statistical manifold to be an exponential family under an appropriate sequential test procedure. This result is further elaborated for investigating the efficient sequential test in a multidimensional curved exponential family. The theoretical results are numerically examined by using von Mises-Fisher and hyperboloid models.
This work investigates the prediction performance of the kriging predictors. We derive some error bounds for the prediction error in terms of non-asymptotic probability under the uniform metric and $L_p$ metrics when the spectral densities of both the true and the imposed correlation functions decay algebraically. The Matern family is a prominent class of correlation functions of this kind. Our analysis shows that, when the smoothness of the imposed correlation function exceeds that of the true correlation function, the prediction error becomes more sensitive to the space-filling property of the design points. In particular, the kriging predictor can still reach the optimal rate of convergence, if the experimental design scheme is quasi-uniform. Lower bounds of the kriging prediction error are also derived under the uniform metric and $L_p$ metrics. An accurate characterization of this error is obtained, when an oversmoothed correlation function and a space-filling design is used.
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