Search results for " PRIN"
showing 10 items of 1809 documents
Weighted samples, kernel density estimators and convergence
2003
This note extends the standard kernel density estimator to the case of weighted samples in several ways. In the first place I consider the obvious extension by substituting the simple sum in the definition of the estimator by a weighted sum, but I also consider other alternatives of introducing weights, based on adaptive kernel density estimators, and consider the weights as indicators of the informational content of the observations and in this sense as signals of the local density of the data. All these ideas are shown using the Penn World Table in the context of the macroeconomic convergence issue.
Ruin probabilities in the presence of heavy tails and interest rates
1997
Abstract We study the infinite time ruin probability for the classical Cramer-Lundberg model, where the company also receives interest on its reserve. We consider the large claims case, where the claim size distribution F has a regularly varying tail. Hence our results apply for instance to Pareto, loggamma, certain Benktander and stable claim size distributions. We prove that for a positive force of interest δ the ruin probability ψδ (u) ∼ κδ (1 - F(u)) as the initial risk reserve u→∞. This is quantitatively different from the non-interest model, where ψ(u) ∼ κ (1 – F(y)) dy.
Maximum likelihood estimation for the exponential power function parameters
1995
This paper addresses the problem of obtaining maximum likelihood estimates for the three parameters of the exponential power function; the information matrix is derived and the covariance matrix is here presented; the regularity conditions which ensure asymptotic normality and efficiency are examined. A numerical investigation is performed for exploring the bias and variance of the maximum likelihood estimates and their dependence on sample size and shape parameter.
Gamma Kernel Intensity Estimation in Temporal Point Processes
2011
In this article, we propose a nonparametric approach for estimating the intensity function of temporal point processes based on kernel estimators. In particular, we use asymmetric kernel estimators characterized by the gamma distribution, in order to describe features of observed point patterns adequately. Some characteristics of these estimators are analyzed and discussed both through simulated results and applications to real data from different seismic catalogs.
Functional Principal Component Analysis for the explorative analysis of multisite-multivariate air pollution time series with long gaps
2013
The knowledge of the urban air quality represents the first step to face air pollution issues. For the last decades many cities can rely on a network of monitoring stations recording concentration values for the main pollutants. This paper focuses on functional principal component analysis (FPCA) to investigate multiple pollutant datasets measured over time at multiple sites within a given urban area. Our purpose is to extend what has been proposed in the literature to data that are multisite and multivariate at the same time. The approach results to be effective to highlight some relevant statistical features of the time series, giving the opportunity to identify significant pollutants and…
A simple comparative analysis of exact and approximate quantum error correction
2014
We present a comparative analysis of exact and approximate quantum error correction by means of simple unabridged analytical computations. For the sake of clarity, using primitive quantum codes, we study the exact and approximate error correction of the two simplest unital (Pauli errors) and nonunital (non-Pauli errors) noise models, respectively. The similarities and differences between the two scenarios are stressed. In addition, the performances of quantum codes quantified by means of the entanglement fidelity for different recovery schemes are taken into consideration in the approximate case. Finally, the role of self-complementarity in approximate quantum error correction is briefly ad…
Parameter orthogonality and conditional profile likelihood: the exponential power function case
1999
Orthogonality, according to Fisher’s metrics, between the parameters of a probability density function, as well as giving rise to a series of statistical implications, makes it possible to express a function of conditional profile likelihood with better properties than the ordinary profile likelihood function. In the present paper the parameters of exponential power function are made orthogonal and the conditional profile likelihood of the shape parameter p is determined in order to study its properties with reference to p estimation. Moreover, by means of a simulation plan, a comparison is made between the estimates of p obtained from the conditional profile log-likelihood and those obtain…
MODERATE DEVIATION PRINCIPLES FOR BIFURCATING MARKOV CHAINS: CASE OF FUNCTIONS DEPENDENT OF ONE VARIABLE
2021
The main purpose of this article is to establish moderate deviation principles for additive functionals of bifurcating Markov chains. Bifurcating Markov chains are a class of processes which are indexed by a regular binary tree. They can be seen as the models which represent the evolution of a trait along a population where each individual has two offsprings. Unlike the previous results of Bitseki, Djellout \& Guillin (2014), we consider here the case of functions which depend only on one variable. So, mainly inspired by the recent works of Bitseki \& Delmas (2020) about the central limit theorem for general additive functionals of bifurcating Markov chains, we give here a moderate deviatio…
Aging effects in glassy polymers: a Monte Carlo study
1996
Abstract By means of dynamic Monte Carlo simulation the physical aging of a glassy polymer melt is studied. The melt is simulated by a coarse-grained lattice model, the bond-fluctuation model, on a simple cubic lattice. In order to generate glassy freezing an energy is associated with long bonds, which leads to a competition between the energetically favored bond stretching and the local density of the melt at low temperatures. The development of this competition during the cooling process strongly slows down the structural relaxation and makes the melt freeze in an amorphous structure as soon as the internal relaxation time matches the time scale of the cooling rate. Therefore the model ex…
Effects of steric encumbrance of iridium( iii ) complex core on performance of solution-processed organic light emitting diodes
2020
Iridium(iii) complexes are the most frequently applied commercialized green and red emitters for organic light emitting diode (OLED) displays. Throughout years a significant research effort has been devoted to modify these compounds, in order to make them suitable for cost-effective solution-processing techniques, such as inkjet printing. To achieve this, the inherent tendency of the complex molecules to form poorly emissive aggregates needs to be suppressed. In many cases this has been achieved by an encapsulation of the iridium(iii) complex core with dendritic structures, composed of either passive or charge-transporting fragments. In order to validate this approach, we acquired three str…