Skorohod representation theorem via disintegrationsSankhya A - Tập 72 - Trang 208-220 - 2010
Patrizia Berti, Luca Pratelli, Pietro Rigo
Let (µ
n
: n ≥ 0) be Borel probabilities on a metric space S such that µ
n
→ µ0 weakly. Say that Skorohod representation holds if, on some probability space, there are S-valued random variables X
n
satisfying X
n
...... hiện toàn bộ
Invariance, model matching and probability matchingSankhya A - Tập 74 - Trang 170-193 - 2012
Morris L. Eaton, William D. Sudderth
For an invariant statistical model we consider the induced right Haar prior distribution and the resulting right Haar posterior. Using this posterior distribution, HPD (highest posterior density) regions of constant posterior probability are constructed and shown to exhibit probability matching. Further, HPD regions for equivariant functions of the parameter are also shown to exhibit probability m...... hiện toàn bộ
Uncertainty Quantification in Robust Inference for Irregularly Spaced Spatial Data Using Block BootstrapSankhya A - Tập 80 - Trang 173-221 - 2018
S. N. Lahiri
This paper deals with uncertainty quantification (UQ) for a class of robust estimators of population parameters of a stationary, multivariate random field that is observed at a finite number of locations s1,…, sn, generated by a stochastic design. The class of robust estimators considered here is given by the so-called M-estimators that in particular include robust estimators of location, scale, l...... hiện toàn bộ
Some New Copula Based Distribution-free Tests of Independence among Several Random VariablesSankhya A - Tập 84 - Trang 556-596 - 2020
Angshuman Roy, Anil K. Ghosh, Alok Goswami, C. A. Murthy
Over the last couple of decades, several copula based methods have been proposed in the literature to test for independence among several random variables. But these existing tests are not invariant under monotone transformations of the variables, and they often perform poorly if the dependence among the variables is highly non-monotone in nature. In this article, we propose a copula based measure...... hiện toàn bộ
Estimation Parameters for the Continuous q-DistributionsSankhya A - Tập 85 - Trang 948-979 - 2022
Bouzida Imed, Zitouni Mouna
In this paper, we are basically interested in the issue of estimation parameters for continuous q-distributions. The parameters estimation and simulation studies of three classical continuous Lindley, gamma and exponential q-distributions are elaborated. For the parameters estimation problem the moment method is used. The effectiveness of the proposed models are highlighted through simulation stud...... hiện toàn bộ
Design and Analysis of Accelerated Life Testing and its Application Under Rebate WarrantySankhya A - Tập 83 - Trang 393-407 - 2020
Showkat Ahmad Lone, Aquil Ahmed
The study deals with the advancement of accelerated life testing in the field of product warranty. The expected total cost and expected cost rate for age replacement is estimated under warranty policy using accelerated life testing (ALT) plans. Under constant stress, the lifetimes of the units are assumed to follow generalised exponential distribution. The estimation process is carried through max...... hiện toàn bộ