37 citations · 88 across the 27 of their papers we have counts for
7 papers · 1 filter
A Note on the Borel-Cantelli Lemma
Narayanaswamy Balakrishnan, Alexei Stepanov
In this short note, we discuss the Barndorff-Nielsen lemma, which is a generalization of well-known Borel-Cantelli lemma. Although the result stated in the Barndorff-Nielsen lemma…
Simultaneous best linear invariant prediction of future order statistics for location-scale and scale families and associated optimality properties
Narayanaswamy Balakrishnan, Ritwik Bhattacharya
In this article, we first derive an explicit expression for the marginal best linear invariant predictor (BLIP) of an unobserved future order statistic based on a set of early obse…
On simultaneous best linear unbiased prediction of future order statistics and associated properties
Narayanaswamy Balakrishnan, Ritwik Bhattacharya
In this article, the joint best linear unbiased predictors (BLUPs) of two future unobserved order statistics, based on a set of observed order statistics, are developed explicitly.…
On a quantile autoregressive conditional duration model applied to high-frequency financial data
Helton Saulo, Narayanaswamy Balakrishnan, Roberto Vila
Autoregressive conditional duration (ACD) models are primarily used to deal with data arising from times between two successive events. These models are usually specified in terms…
A MCMC-type simple probabilistic approach for determining optimal progressive censoring schemes
Ritwik Bhattacharya, Narayanaswamy Balakrishnan
We present here a simple probabilistic approach for determining an optimal progressive censoring scheme by defining a probability structure on the set of feasible solutions. Given…
An Identity for Expectations and Characteristic Function of Matrix Variate Skew-normalDistribution with Applications to Associated Stochastic Orderings
Tong Pu, Narayanaswamy Balakrishnan, Chuancun Yin
We establish an identity for E f (Y) -E f (X), when X and Y both have matrix variateskew-normal distributions and the function f fulfills some weak conditions. Thecharacteristic fu…