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Bounds for the Sum of Dependent Risks and Worst Value-at-Risk with Monotone Marginal Densities
Complete mixability Monotone density Sum of dependent risks Value-at- Risk
2016/1/25
In quantitative risk management, it is important and challenging to find sharp bounds for the distribution of the sum of dependent risks with given marginal distributions, but an unspecified dependenc...
Bounds for the Sum of Dependent Risks and Worst Value-at-Risk with Monotone Marginal Densities
Complete mixability Monotone density Sum of dependent risks Value-at- Risk
2016/1/20
In quantitative risk management, it is important and challenging to find sharp bounds for the distribution of the sum of dependent risks with given marginal distributions, but an unspecified dependenc...
Monotone false discovery rate
adaptive decision rule false discovery rate empirical Bayes methods mode matching isotonic regression
2013/6/14
This paper proposes a simple procedure to obtain monotone estimates of both the local and the tail false discovery rates that arise in large-scale multiple testing. The proposed monotonization natural...
Partially monotone tensor spline estimation of the joint distribution function with bivariate current status data
Bivariate current status data constrained maximum likelihood estimation empirical process sieve maximum likelihood estimation tensor spline basis functions
2012/11/23
The analysis of the joint cumulative distribution function (CDF) with bivariate event time data is a challenging problem both theoretically and numerically. This paper develops a tensor spline-based s...
Selection models with monotone weight functions in meta analysis
global constrained optimization meta analysis monotone non-increasing selection bias
2011/3/24
Publication bias, the fact that studies identified for inclusion in a meta analysis do not represent all studies on the topic of interest, is commonly recognized as a threat to the validity of the res...
Smooth and non-smooth estimates of a monotone hazard
failure rate isotonic regression asymptotics penalized estimators smooth-ing
2011/3/24
We discuss a number of estimates of the hazard under the assumption that the hazard is monotone on an interval [0,a]. The usual isotonic least squares estimators of the hazard are inconsistent at the ...
Smooth and non-smooth estimates of a monotone hazard
failure rate isotonic regression asymptotics penalized estimators smooth-ing
2011/3/23
We discuss a number of estimates of the hazard under the assumption that the hazard is monotone on an interval [0,a]. The usual isotonic least squares estimators of the hazard are inconsistent at the ...
Uniqueness of the maximum likelihood estimator for k-monotone densities
uniqueness k–monotone density mixture mod-els density estimation maximum likelihood nonparametric estimation shape constraints
2010/3/9
We prove uniqueness of the maximum likelihood estimator for
the class of k?monotone densities.
AMS 2000 subject classifications: Primary 62G07.
Quantitative results on monotone approximation of stochastic processes
Quantitative results monotone approximation stochastic processes
2009/9/23
Quantitative results on monotone approximation of stochastic processes。
Introduction to discriminant analysis in the monotone experts model
Introduction to discriminant analysis the monotone experts model
2009/9/23
Introduction to discriminant analysis in the monotone experts model。
Ergodic averages for monotone functions using upper and lower dominating processes
Markov chain Monte Carlo Mixture model Monotonocity Random walk Spatial models Upper and lower dominating processes
2009/9/22
We show how the mean of a monotone function (dened on a state
space equipped with a partial ordering) can be estimated, using ergodic averages
calculated from upper and lower dominating processes of...
Estimation of Monotone Function for Data on Records
Estimation Monotone Function Data on Records
2009/9/17
Estimation of Monotone Function for Data on Records。
We consider the least angle regression and forward stagewise algorithms for solving penalized least squares regression problems. In Efron, Hastie, Johnstone & Tibshirani (2004) it is proved that the l...
Fill's Algorithm for Absolutely Continuous Stochastically Monotone Kernels
Markov chain Monte Carlo Fill's algorithm perfect sampling exact sampling rejection sampling partially ordered set monotone coupling
2009/4/29
Fill, Machida, Murdoch, and Rosenthal (2000) presented their algorithm and its variants to extend the perfect sampling algorithm of Fill (1998) to chains on continuous state spaces. We consider their ...
Let X and Y be Poisson point processes on the real numbers with rates l_1 and l_2 respectively. We show that if l_1 > l_2, then there exists a deterministic map f such that f(X) and Y have the same di...