## Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence

10.1016/0304-4149(96)00053-1 / Stochastic Processes and their Applications / 63 / 1 / 117-137 / STOPB

10.1016/0304-4149(96)00053-1 / Stochastic Processes and their Applications / 63 / 1 / 117-137 / STOPB

Published in Human Nature

The human “environment of evolutionary adaptedness” can only be inferred indirectly. In contrast, the behavior of some nonhuman animals can be compared among “natural” and various altered environments. As an example, male immigration tactics in unprovisioned versus provisioned macaque (Macaca) populations are compared using Tooby and Cosmides’s (19...

Published in Statistical Papers

Science looks to statistics for an objective measure of the strength of evidence in a given body of observations. In this paper, we shall use a criterion defined as a combination of probabilities of weak and strong misleading evidence to do the comparison between only record values and the same number of record values and inter-record times. Also, ...

Published in Statistical Papers

“Science looks to Statistics for an objective measure of the strength of evidence in a given body of observations. The Law of Likelihood explains that the strength of statistical evidence for one hypothesis over another is measured by their likelihood ratio” (Blume, 2002). In this paper, we compare probabilities of weak and strong misleading eviden...

Published in Quality & Quantity

Value at risk (VaR) is a commonly used tool to measure market risk. In this paper, we discuss the problems of model choice and VaR performance. The VaRs of daily returns of the Shanghai and Shenzhen indexes are calculated using equally weighted moving average (EQMA), exponentially weighted moving average (EWMA), GARCH(1,1), empirical density estima...

Published in Statistical Inference for Stochastic Processes

There is an infinite number of parameters in the definition of multivariate maxima of moving maxima (M4) processes, which poses challenges in statistical applications where workable models are preferred. This paper establishes sufficient conditions under which an M4 process with infinite number of parameters may be approximated by an M4 process wit...

We approximate the distribution of the TCP-flow rate by deriving it from the joint bivariate distribution of the flow sizes and flow durations of a given access network. The latter distribution is represented by a bivariate extreme value distribution using the Pickand’s dependence A-function.We estimate the A-function to measure the dependencies of...

Published in Annals of Operations Research

We approximate the distribution of the TCP-flow rate by deriving it from the joint bivariate distribution of the flow sizes and flow durations of a given access network. The latter distribution is represented by a bivariate extreme value distribution using the Pickand’s dependence A-function. We estimate the A-function to measure the dependencies o...

The aim of this paper is to give a precise estimate on the tail probability of the visibility function in a germ-grain model: this function is defined as the length of the longest ray starting at the origin that does not intersect an obstacle in a Boolean model. We proceed in two or more dimensions using coverage techniques. Moreover, convergence r...

Published in Drug information journal : DIJ / Drug Information Association

A predictive marker is a marker that predicts the differential efficacy of a particular therapy based on marker status. Standard statistical methods compare treatments, not validate prediction. We propose a failure-time mixture model that achieves both objectives. We also explain how to evaluate efficacy in biomarker subpopulations. We use the maxi...