Widely orthant dependence structure and its applications

来源 :The Third IMS-China International Conference on Statistics a | 被引量 : 0次 | 上传用户:bengkuia521
下载到本地 , 更方便阅读
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
  In this paper we introduce a widely orthant dependence structure of random variables, which can contain most of negatively dependent random variables, some positively dependent random variables and some other random variables.We will give some properties and examples of the new dependence structure.Applying these results to renewal theory and risk theory, respectively, we obtain some basic renewal theorems of random walks with widely orthant dependent increments and the asymptotics of ruin probability of a renewal risk model with widely orthant dependent clams sizes and the inter-arrival times.
其他文献
We discuss the estimation issues for response adaptive clinical trials.The asymptotic efficiency of maximum likelihood estimators of the parameters and the treatment effect are developed.We also explo
会议
There is a growing body of evidence showing that economic and financial time series display changes in persisteuce.This has been an issue of substantial empirical int crest, especially concerning infl
会议
Random graphs with given vertex degrees have been widely used as a model for many real-world complex networks.We describe a sequential sampling method for sampling networks with a given degree sequenc
会议
Locally constant smoothing with adaptive choice of weights for nonparametric conditional quantile regression is considered.Some theoretical properties of the procedure are presented in the precise non
Maximum likelihood estimation (MLE), which was recommended, analyzed and vastly popularized bv Sir R.A.Fisher in almost one-hundred years ago, is still the popular estimation method used for fitting p
会议
In a basic multiple regression model, the basic assumption is that the contribution of each of the model terms is strictly linear.In many cases, this may be an excessive simplification of the complex
会议
Treatment crossover is a frequent occurrence in clinical trials, where, during the course of the trial, patients who fail on the control treatment may crossover to the experimental treatment.Note that
会议
There is a recent shift to the use of next generation sequencing (NGS) design mainly due to the numerous technological advances that allow large-scale DNA sequencing at attainable costs, as well as th
会议
Association studies using unrelated individuals have become the most popular design for mapping complex traits.Among the major challenges of association mapping is avoiding spurions association due to
会议
A bisexual branching process in random environments is considered.The Markov properties in random environments are proved, and conditions for certain extiuction and for non-certain extinction are esta
会议