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Showing 2012 · math.PRShow all
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math.PR2012
On Cauchy-Stieltjes Kernel Families
Wlodek Bryc, Raouf Fakhfakh, Abdelhamid Hassairi
We explore properties of Cauchy-Stieltjes families that have no counterpart in exponential families. We relate the variance function of the iterated Cauchy-Stieltjes family to the…
math.PR2012
Remarks on the speed of convergence of mixing coefficients and applications
Martial Longla
In this paper, we study dependence coefficients for copula-based Markov chains. We provide new tools to check the convergence rates of mixing coefficients of copula-based Markov ch…