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In this paper, we study the asymptotic behaviors of the extreme of mixed skew-t distribution. We considered limits on distribution and density of maximum of mixed skew-t distribution under linear and power normalization, and further derived their higher-order expansions, respectively. Examples are given to support our findings.
We study minimax density estimation on the product space $mathbb{R}^{d_1}timesmathbb{R}^{d_2}$. We consider $L^p$-risk for probability density functions defined over regularity spaces that allow for different level of smoothness in each of the variab
We investigate the asymptotic behavior of several variants of the scan statistic applied to empirical distributions, which can be applied to detect the presence of an anomalous interval with any length. Of particular interest is Studentized scan stat
This paper is devoted to parameter estimation of the mixed fractional Ornstein-Uhlenbeck process with a drift. Large sample asymptotical properties of the Maximum Likelihood Estimator is deduced using the Laplace transform computations or the Cameron-Martin formula with extra part from cite{CK19}
We generalize standard credal set models for imprecise probabilities to include higher order credal sets -- confidences about confidences. In doing so, we specify how an agents higher order confidences (credal sets) update upon observing an event. Ou
The G-normal distribution was introduced by Peng [2007] as the limiting distribution in the central limit theorem for sublinear expectation spaces. Equivalently, it can be interpreted as the solution to a stochastic control problem where we have a se