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  • Search: subject:"Concentration function"
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Year of publication
Subject
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Lévy concentration function 2 Slepian inequality 2 anti-concentration 2 conditional multiplier central limit theorem 2 maximum of Gaussian random vector 2 62E10 26A51 discrete unimodality discrete distribution function unimodal distribution function mode concentration function 1 Bayesian robustness 1 Coefficients of divergence 1 Compound Poisson distribution 1 Concentration function 1 Gaussian process 1 Gauß-Prozess 1 Global and local sensitivity 1 Kolmogorov norm 1 Levy process 1 Levy-Prozess 1 Linear algebra 1 Lineare Algebra 1 Mode Concentration function Location Spread Skewness 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 Tailweight 1 Theorie 1 Theory 1 Weighted random variables 1 concentration function 1
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Online availability
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Undetermined 4 Free 2
Type of publication
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Article 4 Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 4 English 2
Author
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Chernozhukov, Victor 2 Chetverikov, Denis 2 Kato, Kengo 2 Averous, J. 1 Bertin, Emile M. J. 1 Carota, Cinzia 1 Elijio, A. 1 Fougères, A. -L. 1 Meste, M. 1 Ruggeri, Fabrizio 1 Theodorescu, Radu 1 Čekanavičius, V. 1
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Published in...
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Statistics & Probability Letters 2 Annals of the Institute of Statistical Mathematics 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 cemmap working paper 1
Source
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RePEc 4 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 6 of 6
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Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2016
-concentration inequality for the maximum of a Gaussian random vector, which derives a useful upper bound on the Lévy concentration function for …
Persistent link: https://www.econbiz.de/10011594350
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Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2016 - This version: May 1, 2014
-concentration inequality for the maximum of a Gaussian random vector, which derives a useful upper bound on the Lévy concentration function for …
Persistent link: https://www.econbiz.de/10011525793
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Compound Poisson approximation to weighted sums of symmetric discrete variables
Elijio, A.; Čekanavičius, V. - In: Annals of the Institute of Statistical Mathematics 67 (2015) 1, pp. 195-210
The weighted sum <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$S=w_1S_1+w_2S_2+\cdots +w_NS_N$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>S</mi> <mo>=</mo> <msub> <mi>w</mi> <mn>1</mn> </msub> <msub> <mi>S</mi> <mn>1</mn> </msub> <mo>+</mo> <msub> <mi>w</mi> <mn>2</mn> </msub> <msub> <mi>S</mi> <mn>2</mn> </msub> <mo>+</mo> <mo>⋯</mo> <mo>+</mo> <msub> <mi>w</mi> <mi>N</mi> </msub> <msub> <mi>S</mi> <mi>N</mi> </msub> </mrow> </math> </EquationSource> </InlineEquation> is approximated by compound Poisson distribution. Here <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$S_i$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mi>S</mi> <mi>i</mi> </msub> </math> </EquationSource> </InlineEquation> are sums of symmetric independent identically distributed discrete random variables, and <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$w_i$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mi>w</mi> <mi>i</mi> </msub> </math> </EquationSource> </InlineEquation>...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10011152091
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Tailweight with respect to the mode for unimodal distributions
Averous, J.; Fougères, A. -L.; Meste, M. - In: Statistics & Probability Letters 28 (1996) 4, pp. 367-373
Lévy concentration function and notions related to it are playing an important part. …
Persistent link: https://www.econbiz.de/10005319158
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Robust Bayesian analysis given priors on partition sets
Carota, Cinzia; Ruggeri, Fabrizio - In: TEST: An Official Journal of the Spanish Society of … 3 (1994) 2, pp. 73-86
Persistent link: https://www.econbiz.de/10005390556
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Some characterizations of discrete unimodality
Bertin, Emile M. J.; Theodorescu, Radu - In: Statistics & Probability Letters 2 (1984) 1, pp. 23-30
Let F be a discrete distribution function on . This paper gives a characterization of discrete unimodal distribution functions (Theorem 5.1) and a representation theorem for those distribution functions (Theorem 6.3), both in terms of their Lévy concentration functions.
Persistent link: https://www.econbiz.de/10005137997
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