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  • Search: subject:"Exchangeable random variables"
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Year of publication
Subject
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Exchangeable random variables 7 Order statistics 2 Arrangement decreasing 1 Asymptotic results 1 Baker’s distribution 1 Beta binomial distribution 1 Coin tossing 1 Copula 1 Defiers 1 Dispersion 1 EM algorithm 1 Games of chance 1 Hazard rate order 1 Huang–Kotz FGM distributions 1 Instrumental Variables 1 Learning 1 Likelihood ratio order 1 Longest run 1 Majorization 1 Maximum likelihood estimation 1 Midzuno sampling 1 Monotonicity 1 Positive quadrant dependent 1 Probability theory 1 Rank Invariance 1 Representation of a self-inverse random variable as a ratio 1 Reversed hazard rate order 1 Risk Aversion 1 Runs 1 Schur concave function 1 Schur convexity 1 Self-inverse random variables 1 Simple random sampling without replacement 1 Spacings 1 Start-up demonstration test 1 Stochastic comparison 1 Stochastic dominance 1 Theorie 1 Theory 1 Wahrscheinlichkeitsrechnung 1
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Online availability
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Undetermined 7 Free 1
Type of publication
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Article 7 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 7 English 1
Author
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Bairamov, I. 1 Balakrishnan, N. 1 Bayramoglu, K. 1 Cacoullos, Theophilos 1 Chaisemartin, Clément De 1 D'Haultfoeuille, Xavier 1 Eryılmaz, Serkan 1 Kahledi, Baha-Eldin 1 Kochar, Subhash 1 Korwar, Ramesh 1 Koutras, M. 1 Manesh, Sirous Fathi 1 Milienos, F. 1 Müller, Alfred 1 Papadatos, Nickos 1 Scarsini, Marco 1 Stepanov, Alexei 1
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Institution
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HAL 1
Published in...
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Annals of the Institute of Statistical Mathematics 2 Insurance / Mathematics & economics 1 Journal of Multivariate Analysis 1 Metrika 1 Statistics & Probability Letters 1 Theory and Decision 1 Working Papers / HAL 1
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Source
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RePEc 7 ECONIS (ZBW) 1
Showing 1 - 8 of 8
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Late Again with Defiers
Chaisemartin, Clément De; D'Haultfoeuille, Xavier - HAL - 2012
We show that the Wald statistic still identifies a causal effect if instrument monotonicity is replaced by a weaker condition, which states that the potential propensities to be treated with or without the instrument should have the same distribution, conditional on potential outcomes. This...
Persistent link: https://www.econbiz.de/10010738893
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Allocations of policy limits and ordering relations for aggregate remaining claims
Manesh, Sirous Fathi; Kahledi, Baha-Eldin - In: Insurance / Mathematics & economics 65 (2015), pp. 9-14
Persistent link: https://www.econbiz.de/10011422842
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Some binary start-up demonstration tests and associated inferential methods
Balakrishnan, N.; Koutras, M.; Milienos, F. - In: Annals of the Institute of Statistical Mathematics 66 (2014) 4, pp. 759-787
start-up tests are described by a sequence of exchangeable random variables, we develop a general form for the exact waiting …
Persistent link: https://www.econbiz.de/10010794945
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Self-inverse and exchangeable random variables
Cacoullos, Theophilos; Papadatos, Nickos - In: Statistics & Probability Letters 83 (2013) 1, pp. 9-12
A random variable Z will be called self-inverse if it has the same distribution as its reciprocal Z−1. It is shown that if Z is defined as a ratio, X/Y, of two rv’s X and Y (with P[X=0]=P[Y=0]=0), then Z is self-inverse if and only if X and Y are (or can be chosen to be) exchangeable. In...
Persistent link: https://www.econbiz.de/10011039928
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From the Huang–Kotz FGM distribution to Baker’s bivariate distribution
Bairamov, I.; Bayramoglu, K. - In: Journal of Multivariate Analysis 113 (2013) C, pp. 106-115
Huang and Kotz (1999) [17] considered a modification of the Farlie–Gumbel–Morgenstern (FGM) distribution, introducing additional parameters, and paved the way for many research papers on modifications of FGM distributions allowing high correlation. The first part of the present paper is a...
Persistent link: https://www.econbiz.de/10011042058
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Runs in an ordered sequence of random variables
Eryılmaz, Serkan; Stepanov, Alexei - In: Metrika 67 (2008) 3, pp. 299-313
Persistent link: https://www.econbiz.de/10005756201
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Even Risk-Averters may Love Risk
Müller, Alfred; Scarsini, Marco - In: Theory and Decision 52 (2002) 1, pp. 81-99
Persistent link: https://www.econbiz.de/10005709914
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On Random Sampling Without Replacement from a Finite Population
Kochar, Subhash; Korwar, Ramesh - In: Annals of the Institute of Statistical Mathematics 53 (2001) 3, pp. 631-646
Persistent link: https://www.econbiz.de/10005184648
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