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Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 02/2018, Volume 491, pp. 869 - 873
The Fermi–Pasta–Ulam (FPU) one-dimensional Hamiltonian includes a quartic term which guarantees ergodicity of the system in the thermodynamic limit.... 
[formula omitted]-statistics | Fermi–Pasta–Ulam–Tsingou | Long-range interactions | q-statistics | Fermi-Pasta-Ulam-Tsingou | PHYSICS, MULTIDISCIPLINARY | Molecular dynamics | Thermodynamics | Pasta products | Statistics | Physics - Statistical Mechanics
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 03/2020, Volume 541, p. 123277
We developed a strategic of optimal portfolio based on information theory and Tsallis statistics. The growth rate of a stock market is defined by using... 
Econophysics | Stock market and portfolio theory | Nonextensive theory and [formula omitted]-Gaussians
Journal Article
Journal of Multivariate Analysis, ISSN 0047-259X, 11/2013, Volume 122, pp. 409 - 413
The extremal t process was proposed in the literature for modeling spatial extremes within a copula framework based on the extreme value limit of elliptical t... 
Extremal [formula omitted] process | Max-stable process | Elliptical distribution | Spectral construction | Extremal t process | FIELDS | MODELS | MULTIVARIATE | STATISTICS & PROBABILITY | DEPENDENCE | Other Statistics | Applications | Methodology | Statistics
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 06/2015, Volume 428, pp. 410 - 415
Based on Tsallis entropy (1988) and the corresponding deformed exponential function, generalized distribution functions for bosons and fermions have been used... 
KMS relation | [formula omitted]-exponential | κ-exponential | q-exponential | K-exponential | THERMODYNAMICS | PHYSICS, MULTIDISCIPLINARY | ENTROPY
Journal Article
Stochastic Processes and their Applications, ISSN 0304-4149, 12/2016, Volume 126, Issue 12, pp. 3760 - 3773
An important part of the legacy of Evarist Giné is his fundamental contributions to our understanding of U-statistics and U-processes. In this paper we discuss... 
Median-of-means estimator | [formula omitted]-statistics | Robust estimation | U-statistics | STATISTICS & PROBABILITY | INEQUALITIES
Journal Article
Journal of Statistical Planning and Inference, ISSN 0378-3758, 12/2015, Volume 167, pp. 1 - 13
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 09/2014, Volume 409, pp. 71 - 77
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 08/2018, Volume 503, pp. 623 - 631
In this paper we consider a measure of past entropy for nth upper k-record value. A characterization result for the measure under consideration is given. We... 
Past entropy | Inactivity time | [formula omitted]-record value | Reverse hazard rate | k-record value | ORDER-STATISTICS | PHYSICS, MULTIDISCIPLINARY | VALUES
Journal Article
Physics Letters B, ISSN 0370-2693, 06/2011, Volume 701, Issue 1, pp. 111 - 116
Journal Article
Discrete Mathematics, ISSN 0012-365X, 01/2016, Volume 339, Issue 1, pp. 1 - 16
A set partition σ of [n]={1,…,n} contains another set partition π if restricting σ to some S⊆[n] and then standardizing the result gives π. Otherwise we say σ... 
Pattern | Generating function | Statistic | Set partition | formula omitted | Fibonacci number | Avoidance | Integer partition | rb | rs | lb | ls | MATHEMATICS | NUMBERS
Journal Article
Discrete Mathematics, ISSN 0012-365X, 09/2012, Volume 312, Issue 18, pp. 2760 - 2775
Let Sn denote the symmetric group of all permutations of {1,2,…,n} and let S=∪n≥0Sn. If Π⊆S is a set of permutations, then we let Avn(Π) be the set of... 
Pattern | Generating function | Permutation | Inversion number | Fibonacci number | Mahonian pair | Foata bijection | Statistic | Catalan number | Major index | [formula omitted]-analogue | Avoidance | Integer partition | q-analogue | NUMBERS | CATALAN | MATHEMATICS | Permutations | Partitions | Equivalence | Mathematical analysis | Lattices | Fibonacci numbers | Statistics
Journal Article
Journal of Combinatorial Theory, Series A, ISSN 0097-3165, 02/2020, Volume 170, p. 105141
As shown by Bousquet-Mélou–Claesson–Dukes–Kitaev (2010), ascent sequences can be used to encode (2+2)-free posets. It is known that ascent sequences are... 
Maximal entries | Fishburn numbers | [formula omitted]-avoiding inversion sequences | Ascents | Distinct entries | Ascent sequences | DIAGRAMS | MATHEMATICS | (2-1)-avoiding inversion sequences
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 02/2018, Volume 492, pp. 1967 - 1979
In this paper, it is proven that the usual VAR models may be performed in the Gini sense, that is, on a ℓ1 metric space. The Gini regression is robust to... 
Response function | Causality | [formula omitted]-statistics | Gini regression | VAR | U-statistics | PHYSICS, MULTIDISCIPLINARY | REGRESSIONS | Statistics | Statistics Theory | Quantitative Finance
Journal Article
Journal of Statistical Planning and Inference, ISSN 0378-3758, 01/2016, Volume 168, pp. 97 - 105
The two-sample Wilcoxon test has been widely used in a broad range of scientific research, including economics, due to its good efficiency, robustness against... 
Wilcoxon test | Permutation test | [formula omitted]-statistics | U-statistics | BOOTSTRAP | INDIVIDUAL BEHAVIOR | GROUP MEMBERSHIP | BEHRENS-FISHER PROBLEM | STATISTICS & PROBABILITY | RANK-TESTS
Journal Article
Journal of Statistical Planning and Inference, ISSN 0378-3758, 01/2017, Volume 180, pp. 13 - 29
We propose a new and simple lack-of-fit test for a parametric quantile regression. It involves one-dimensional kernel smoothing, so that the rate at which it... 
Goodness-of-fit test | [formula omitted]-statistics | Smoothing | U-statistics | RATES | TESTS | BOOTSTRAP | OPTIMIZATION ESTIMATORS | MODELS | STATISTICS & PROBABILITY | U-PROCESSES | OF-FIT TEST | Statistics | Statistics Theory
Journal Article
Statistics and Probability Letters, ISSN 0167-7152, 06/2012, Volume 82, Issue 6, pp. 1208 - 1217
In this exposition we investigate almost sure convergence for weighted U-statistics. This strong law of large numbers is established for a class of divergent... 
Reduction scheme | Incomplete [formula omitted]-statistics | Strong law of large numbers | Weighted [formula omitted]-statistics | Weighted U-statistics | Incomplete U-statistics | STATISTICS & PROBABILITY | ASYMPTOTIC DISTRIBUTIONS
Journal Article
Statistics and Probability Letters, ISSN 0167-7152, 07/2018, Volume 138, pp. 95 - 103
We consider a subsampling approach for U-statistics based on a self-normalized statistic recently suggested by Shao (2015) and establish its consistency. A... 
Gini index |