Asymptotic Conditional Distribution of Exceedance Counts

Asymptotic Distribution for Conditional MLE of VARMA

0.1 Asymptotic Distribution for Conditional MLE of VARMA Models For a well-defined stationary and invertible VARMA(p, q) model, we assume that the innovations {at} satisfies (a) E(at|Ft−1) = 0, (b) E(atat|Ft−1) = Σ > 0, and (c) at has finite fourth moments, where Ft−1 denotes the σ-field generated by {zt−1, zt−2, · · ·}. It has been proven (Dunsmuir and Hannan, 1976, and Hannan and Deistler, 19...

Asymptotic Distribution of Divergence Measure with Applications

Exceedance Probabilities for the Dirichlet Distribution

We derive an efficient method to calculate exceedance probabilities (EP) for the Dirichlet distribution when the number of event types is larger than two. Also, we present an intuitive application of Dirichlet EPs and compare our method to a sampling approach which is the current practice in neuroimaging model selection.

Asymptotic distribution of eigenvalues of the elliptic operator system

Since the theory of spectral properties of non-self-accession differential operators on Sobolev spaces is an important field in mathematics, therefore, different techniques are used to study them. In this paper, two types of non-self-accession differential operators on Sobolev spaces are considered and their spectral properties are investigated with two different and new techniques.

Distribution-Free Exceedance CUSUM Control Charts for Location

Distribution-free (nonparametric) control charts can be useful to the quality practitioner when the underlying distribution is not known. A Phase II nonparametric CUSUM chart based on the exceedance statistics, called the exceedance CUSUM chart, is proposed here for detecting a shift in the unknown location parameter of a continuous distribution. The exceedance statistics can be more efficient ...