Details
| Originalsprache | Englisch |
|---|---|
| Seiten (von - bis) | 167-190 |
| Seitenumfang | 24 |
| Fachzeitschrift | Electronic journal of statistics |
| Jahrgang | 18 |
| Ausgabenummer | 1 |
| Publikationsstatus | Veröffentlicht - 2024 |
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.
ASJC Scopus Sachgebiete
- Mathematik (insg.)
- Statistik und Wahrscheinlichkeit
- Entscheidungswissenschaften (insg.)
- Statistik, Wahrscheinlichkeit und Ungewissheit
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in: Electronic journal of statistics, Jahrgang 18, Nr. 1, 2024, S. 167-190.
Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review
}
TY - JOUR
T1 - Random permutations generated by delay models and estimation of delay distributions
AU - Baringhaus, Ludwig
AU - Grübel, Rudolf
PY - 2024
Y1 - 2024
N2 - 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.
AB - 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.
KW - delay copula
KW - monotone minorant estimator
KW - nonparametric estimation
KW - parametric estimation
KW - pattern
KW - random permutation
KW - rank plot
KW - Service time distribution
UR - http://www.scopus.com/inward/record.url?scp=85186858610&partnerID=8YFLogxK
U2 - 10.1214/23-EJS2205
DO - 10.1214/23-EJS2205
M3 - Article
AN - SCOPUS:85186858610
VL - 18
SP - 167
EP - 190
JO - Electronic journal of statistics
JF - Electronic journal of statistics
SN - 1935-7524
IS - 1
ER -