Random permutations generated by delay models and estimation of delay distributions
- verfasst von
- Ludwig Baringhaus, Rudolf Grübel
- Abstract
Objects arrive at a system at times U1, U2, … and leave at times U1 +X1, U2 +X2, …, where we assume that the arrivals are independent and uniformly distributed on the unit interval, that the delay times are independent with distribution function G, and that arrival and delay times are independent. Let Πn be the random permutation that connects the ranks of the first n arrivals and departures. We investigate the use of Πn for estimating G. We consider empirical copulas in the nonparametric and pattern frequencies in the parametric situation.
- Organisationseinheit(en)
-
Institut für Versicherungs- und Finanzmathematik
- Typ
- Artikel
- Journal
- Electronic journal of statistics
- Band
- 18
- Seiten
- 167-190
- Anzahl der Seiten
- 24
- ISSN
- 1935-7524
- Publikationsdatum
- 2024
- Publikationsstatus
- Veröffentlicht
- Peer-reviewed
- Ja
- ASJC Scopus Sachgebiete
- Statistik und Wahrscheinlichkeit, Statistik, Wahrscheinlichkeit und Ungewissheit
- Elektronische Version(en)
-
https://doi.org/10.1214/23-EJS2205 (Zugang:
Offen)
