ﻻ يوجد ملخص باللغة العربية
Let $X_{nr}$ be the $r$th largest of a random sample of size $n$ from a distribution $F (x) = 1 - sum_{i = 0}^infty c_i x^{-alpha - i beta}$ for $alpha > 0$ and $beta > 0$. An inversion theorem is proved and used to derive an expansion for the quantile $F^{-1} (u)$ and powers of it. From this an expansion in powers of $(n^{-1}, n^{-beta/alpha})$ is given for the multivariate moments of the extremes ${X_{n, n - s_i}, 1 leq i leq k }/n^{1/alpha}$ for fixed ${bf s} = (s_1, ..., s_k)$, where $k geq 1$. Examples include the Cauchy, Student $t$, $F$, second extreme distributions and stable laws of index $alpha < 1$.
In this paper the method of simulated quantiles (MSQ) of Dominicy and Veredas (2013) and Dominick et al. (2013) is extended to a general multivariate framework (MMSQ) and to provide a sparse estimator of the scale matrix (sparse-MMSQ). The MSQ, like
The use of quantiles to obtain insights about multivariate data is addressed. It is argued that incisive insights can be obtained by considering directional quantiles, the quantiles of projections. Directional quantile envelopes are proposed as a way
In this paper, a new mixture family of multivariate normal distributions, formed by mixing multivariate normal distribution and skewed distribution, is constructed. Some properties of this family, such as characteristic function, moment generating fu
This paper proposes a maximum-likelihood approach to jointly estimate marginal conditional quantiles of multivariate response variables in a linear regression framework. We consider a slight reparameterization of the Multivariate Asymmetric Laplace
Linear functions of the site frequency spectrum (SFS) play a major role for understanding and investigating genetic diversity. Estimators of the mutation rate (e.g. based on the total number of segregating sites or average of the pairwise differences