12 papers
Expected loss of quasi-arithmetic means of exchangeable random variables
Matyas Barczy, Zsolt Páles
The purpose of this paper is to establish certain relationships between the theories of means (aggregation functions) and loss functions. Namely, we derive sufficient conditions un…
Asymptotic behavior of some strongly critical decomposable 3-type Galton--Watson processes with immigration
Matyas Barczy, Dániel Bezdány
We study the asymptotic behavior of a critical decomposable 3-type Galton-Watson process with immigration when its offspring mean matrix is triangular with diagonal entries 1. It i…
Monotone representation and measurability of generalized -estimators
Matyas Barczy, Zsolt Páles
We investigate the monotone representation and measurability of generalized -estimators introduced by the authors in 2022. Our first main result, applying the unique existence…
On Hölder continuity and -variation function of Weierstrass-type functions
Matyas Barczy, Peter Kern
We study Hölder continuity, -variation function and Riesz variation of Weierstrass-type functions along the sequence of -adic partitions, where is an integ…
Axiomatic characterisation of generalized -estimators
Matyas Barczy, Zsolt Páles
We give axiomatic characterisations of generalized -estimators and (usual) -estimators (also called -estimators), respectively. The key properties of estimators that com…
Distributional properties of first jump times of CBI processes with jump sizes in given Borel sets
Matyas Barczy, Sandra Palau, Yao Xue
We derive an expression for the joint distribution function of the first jump times of a continuous state and continuous time branching process with immigration (CBI process) with…