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Bayesian robustness modelling using the floor distribution
ArticleAbstract: In Bayesian analysis, the prior distribution and the likelihood can conflict, in the sense that theyPalabras claves:Bayesian robustness modelling, conflicting information, heavy-tailed distributions, O-regularly varying distributionsAutores:Andrade J.A.A., Aquino C.T.M., Edward A.M. OmeyFuentes:scopusBivariate geometric distributions
ArticleAbstract: In this paper we analyze a bivariate geometric distribution with probabil- ity mass function, probabPalabras claves:Bivariate discrete distributions, Com- pound distributions, Geometric distribution, MARSHALL–Olkin exponential distributionAutores:Edward A.M. Omey, Minkova L.D.Fuentes:scopusA New Test for Convergence of Positive Series
ArticleAbstract: The paper provides a new test of convergence and divergence of positive series. In particular, it exPalabras claves:convergence/ divergence test, Karamata’s theorem, Partial Order, positive series, Rate of convergence, Regular variationAutores:Abramov V., Edward A.M. Omey, Meitner CadenaFuentes:scopusFunctions Bounded by Karamata Functions in ℝ D
ArticleAbstract: We introduce different types of multivariate regularly varying functions and define a new class of pPalabras claves:Autores:Edward A.M. Omey, Meitner CadenaFuentes:scopusHarmonic renewal measures and bivariate domains of attraction in fluctuation theory
ArticleAbstract: Each probability measure C on a first orthant is associated with a harmonic renewal measure G. SpeciPalabras claves:Autores:Edward A.M. Omey, Greenwood P.E., Teugels J.Fuentes:scopusDomains of attraction and regular variation in IRd
ArticleAbstract: A general form for regular variation in IR<sup>2</sup> is introduced and applied to domains of attraPalabras claves:Abel-Tauber theorem, domains of attraction in IR d, domains of attraction in IRd, Regular variation in IR d, Regular variation in IRdAutores:de Haan L., Edward A.M. Omey, Resnick S.Fuentes:scopusDomains of attraction of the random vector (X, X2) and applications
ArticleAbstract: Many statistics are based on functions of sample moments. Important examples are the sample variancePalabras claves:Domains of attraction, Non-central t-statistic, Regular variation, Sample coefficient of variation, Sample dispersionAutores:Edward A.M. OmeyFuentes:scopusSecond-order subexponential sequences and the asymptotic behavior of their de pril transform
ArticleAbstract: Suppose that {f(w), n ∈ N<inf>0</inf>} is a sequence of positive real numbers and suppose that the sPalabras claves:De Pril transform, Harmonic renewal sequence, O-regular variation, Random walk, Subexponential sequencesAutores:Baltrūnas A., Edward A.M. OmeyFuentes:scopusSemi-Heavy Tails
ArticleAbstract: In this paper, we study properties of functions and sequences with a semi-heavy tail, that is, functPalabras claves:asymptotic behaviour, Convolutions, Regular variation, semi-heavy tail, SubordinationAutores:Edward A.M. Omey, Van Gulck S., Vesilo R.Fuentes:scopusRenewal theory for extremal Markov sequences of Kendall type
ArticleAbstract: The paper deals with renewal theory for a class of extremal Markov sequences connected with the KendPalabras claves:Blackwell theorem, Fredholm theorem, Kendall random walk, Regularly varying function, Renewal theory, Wold processAutores:Edward A.M. Omey, Jasiulis-Gołdyn B.H., Misiewicz J.K., Naskręt K.Fuentes:scopus