Simulations of full multivariate Tweedie with flexible dependence structure

We employ a variables-in-common method for constructing multivariate Tweedie distributions, based on linear combinations of independent univariate Tweedie variables. The method lies on the convolution and scaling properties of the Tweedie laws, using the cumulant generating function for characterization of the distributions and correlation structure. The routine allows the equivalence between independence and zero correlation and gives a parametrization through given values of the mean vector and dispersion matrix, similarly to the Gaussian vector. Our approach leads to a matrix representation of multivariate Tweedie models, which permits the simulations of many known distributions, including Gaussian, Poisson, non-central gamma, gamma, and inverse Gaussian, both positively or negatively correlated.     

Hypercomplex analysis and integration of systems of ordinary differential equations

We review the theory of hypercomplex numbers and hypercomplex analysis with the ultimate goal of applying them to issues related to the integration of systems of ordinary differential equations (ODEs). We introduce the notion of hypercomplexification, which allows the lifting of some results known for scalar ODEs to systems of ODEs. In particular, we provide another approach to the construction of superposition laws for some Riccati‐type systems, we obtain invariants of Abel‐type systems, we derive integrable Ermakov systems through hypercomplexification, we address the problem of linearization by hypercomplexification, and we provide a solution to the inverse problem of the calculus of variations for some systems of ODEs. Copyright © 2016 John Wiley & Sons, Ltd.     

Characterizations of some polynomial variance functions byd-pseudo-orthogonality

From a notion ofd-pseudo-orthogonality for a sequence of polynomials (d ∈ {2,3, …}), this paper introduces three different characterizations of natural exponential families (NEF's) with polynomial variance functions of exact degree 2d-1. These results provide extended versions of the Meixner (1934), Shanbhag (1972), 1979) and Feinsilver (1986) characterization results of quadratic NEF's based on classical orthogonal polynomials. Some news sets of polynomials with (2d-1)-term recurrence relation are then pointed out and we completely illustrate the cases associated to the families of positive stable distributions.     

Cut locus of the B-spheres

This paper studies the geometry of a family of homogeneous riemannian metrics on odd-dimensional spheres. For some metrics of the family the cut locus coincides with the first conjugate locus. For the others these two sets do not coincide but intersect.     

A remark about possible unity of the neutron star and black hole high frequency QPOs

In a series of papers it was discussed,on the basis of phenomenological arguments, whether the high frequency quasiperiodic oscillations (kHz QPOs)observed in the neutron-star and black-hole X-ray sources originate in the same physical mechanism. Recently it was suggested that a general trend seen in neutron star kHz QPOs instead excludes such a uniform origin. Using the example of the atoll source 4U 1636-53 we illustrate that this is not neccesarily true.      

Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions

Asymmetric discrete triangular distributions are introduced in order to extend the symmetric ones serving for discrete associated kernels in the nonparametric estimation for discrete functions. The extension from one to two orders around the mode provides a large family of discrete distributions having a finite support. Establishing a bridge between Dirac and discrete uniform distributions, some different shapes are also obtained and their properties are investigated. In particular, the mean and variance are pointed out. Applications to discrete kernel estimators are given with a solution to a boundary bias problem.     

Algebraic Method for Group Classification of (1+1)-Dimensional Linear Schrödinger Equations

In the present paper, we study the existence of solutions for some nonlocal problems involving the \(p(x)\)-Laplacian operator. The approach is based on a new sub-supersolution method.     

Heteroatomic chains and their products of cyclisation. IV. t-butyl-2-phthalimido-2-(3,6-dihydro-1,3-2H-thiazine-2-yliden)-acetates substituted in position 5 by a functional group

Substituted N′-thioacetylformamidines, readily enthiolized, exist in fact in the form of zwitterions 8 with the transfer of the mobile hydrogen on the nitrogen N′. These zwitterions under (4 + 2) cyclocondensation with dienophiles. The dihydrothiazines formed ( 10 ) are possible interesting intermediates in the synthesis of cephems and cephalosporin analogs.     

Bayesian estimation of bandwidth in semiparametric kernel estimation of unknown probability mass and regression functions of count data

This work takes advantage of semiparametric modelling which improves significantly in many situations the estimation accuracy of the purely nonparametric approach. Herein for semiparametric estimations of probability mass function (pmf) of count data, and an unknown count regression function (crf), the kernel used is a binomial one and the bandiwdth selection is investigated by developing Bayesian approaches. About the latter, Bayes local and global bandwidth approaches are used to establish data-driven selection procedures in semiparametric framework. From conjugate beta prior distributions of the smoothing parameter and under the squared errors loss function, Bayes estimate for pmf is obtained in closed form. This is not available for the crf which is computed by the Markov Chain Monte Carlo technique. Simulation studies demonstrate that both proposed methods perform better than the classical cross-validation procedures, in particular the smoothing quality and execution times are optimized. All applications are made on real data sets.