2,787 research outputs found
Clustering and classifying images with local and global variability
A procedure for clustering and classifying images determined by three classification variables is presented. A measure of global variability based on the singular value decomposition of the image matrices, and two average measures of local variability based on spatial correlation and spatial changes. The performance of the procedure is compared using three different databases.Images, Cluster, Classification
Multivariate extremality measure
We propose a new multivariate order based on a concept that we will call extremality". Given a unit vector, the extremality allows to measure the "farness" of a point with respect to a data cloud or to a distribution in the vector direction. We establish the most relevant properties of this measure and provide the theoretical basis for its nonparametric estimation. We include two applications in Finance: a multivariate Value at Risk (VaR) with level sets constructed through extremality and a portfolio selection strategy based on the order induced by extremality.Extremality, Oriented cone, Value at risk, Portfolio selection
On stochastic properties between some ordered random variables
A great number of articles have dealt with stochastic comparisons of ordered random variables in the last decades. In particular, distributional and stochastic properties of ordinary order statistics have been studied extensively in the literature. Sequential order statistics are proposed as an extension of ordinary order statistics. Since sequential order statistics models unify various models of ordered random variables, it is interesting to study their distributional and stochastic properties. In this work, we consider the problem of comparing sequential order statistics according to magnitude and location orders.Stochastic orderings, Reliability, Order statistics
Comparing quantile residual life functions by confidence bands
A quantile residual life function is the quantile of the remaining life of a surviving subject, as it varies with time. In this article we present a nonparametric method for constructing confidence bands for the difference of two quantile residual life functions. These bands provide evidence for two random variables ordering with respect to a quantile residual life order introduced in Franco-Pereira et al. (2010). A simulation study has been carried out in order to evaluate and illustrate the performance and the consistency of this new methodology. We also present applications to real data examples.Quantile residual life, Confidence bands
Characterization of bathtub distributions via percentile residual life functions
In reliability theory and survival analysis, many set of data are generated by distributions with bathtub shaped hazard rate functions. Launer (1993) established several relations between the behaviour of the hazard rate function and the percentile residual life function. In particular, necessary conditions were given for a special type of bathtub distributions in terms of percentile residual life functions. The purpose of this paper is to complete the study initiated by Launer (1993) and to characterize (necessary and sufficient conditions) all types of bathtub distributions.Percentile residual life, Bathtub hazard rate, Aging notions,
The percentile residual life up to time t0: ordering and aging properties
Motivated by practical issues, a new stochastic order for random variables is introduced by comparing all their percentile residual life functions until a certain instant. Some interpretations of these stochastic orders are given, and various properties of them are derived. The relationships to other stochastic orders are studied, and also an application in Reliability Theory is described. Finally, we present some characterization results of the decreasing percentile residual life up to time t0 aging notion.Aging notion, Hazard rate, Mean residual life, Percentile residual life, Reliability, Stochastic ordering
Electric field and strain induced Rashba effect in hybrid halide perovskites
Using first principles density functional theory calculations, we show how
Rashba-type energy band splitting in the hybrid organic-inorganic halide
perovskites APbX (A=CHNH, CH(NH), Cs and X=I, Br)
can be tuned and enhanced with electric fields and anisotropic strain. In
particular, we demonstrate that the magnitude of the Rashba splitting of
tetragonal (CHNH)PbI grows with increasing macroscopic alignment of
the organic cations and electric polarization, indicating appreciable
tunability with experimentally-feasible applied fields, even at room
temperature. Further, we quantify the degree to which this effect can be tuned
via chemical substitution at the A and X sites, which alters amplitudes of
different polar distortion patterns of the inorganic PbX cage that directly
impact Rashba splitting. In addition, we predict that polar phases of CsPbI
and (CHNH)PbI with symmetry possessing considerable Rashba
splitting might be accessible at room temperature via anisotropic strain
induced by epitaxy, even in the absence of electric fields
Inference for double Pareto lognormal queues with applications
In this article we describe a method for carrying out Bayesian inference for the double Pareto lognormal (dPlN) distribution which has recently been proposed as a model for heavy-tailed phenomena. We apply our approach to inference for the dPlN/M/1 and M/dPlN/1 queueing systems. These systems cannot be analyzed using standard techniques due to the fact that the dPlN distribution does not posses a Laplace transform in closed form. This difficulty is overcome using some recent approximations for the Laplace transform for the Pareto/M/1 system. Our procedure is illustrated with applications in internet traffic analysis and risk theory.Heavy tails, Bayesian inference, Queueing theory
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