On the Mai–Wang stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant

IF 1.4 3区数学 Q2 STATISTICS & PROBABILITY

Journal of Multivariate Analysis Pub Date : 2024-05-17 DOI:10.1016/j.jmva.2024.105331

Christian Genest , Johanna G. Nešlehová

引用次数: 0

Abstract

Recently, Mai and Wang (2021) investigated a class of $ℓ_{p}$ -norm symmetric survival functions on the positive orthant. In their paper, they claim that the generator of these functions must be $d$ -monotone. This note explains that this is not true in general. Luckily, most of the results in Mai and Wang (2021) are not affected by this oversight.

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论 p 上 ℓp 正态对称生存函数的麦-王随机分解

最近，Mai 和 Wang（2021 年）研究了一类正正交上的ℓp 准则对称生存函数。在他们的论文中，他们声称这些函数的生成器必须是 d 单调的。本注释解释了这在一般情况下并非如此。幸运的是，Mai 和 Wang (2021) 中的大部分结果并没有受到这一疏忽的影响。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Multivariate Analysis 数学-统计学与概率论

CiteScore

2.40

自引率

25.00%

发文量

108

审稿时长

74 days

期刊介绍： Founded in 1971, the Journal of Multivariate Analysis (JMVA) is the central venue for the publication of new, relevant methodology and particularly innovative applications pertaining to the analysis and interpretation of multidimensional data. The journal welcomes contributions to all aspects of multivariate data analysis and modeling, including cluster analysis, discriminant analysis, factor analysis, and multidimensional continuous or discrete distribution theory. Topics of current interest include, but are not limited to, inferential aspects of Copula modeling Functional data analysis Graphical modeling High-dimensional data analysis Image analysis Multivariate extreme-value theory Sparse modeling Spatial statistics.