Related papers: A general class of zero-or-one inflated beta regre…
We study with some details a lifetime model of the class of beta generalized models, called the beta inverse Rayleigh distribution, which is a special case of the Beta Fr\'echet distribution. We provide a better foundation for some…
Several formulations have long existed in the literature in the form of continuous mixtures of normal variables where a mixing variable operates on the mean or on the variance or on both the mean and the variance of a multivariate normal…
Marshall and Olkin (1997, Biometrika, 84, 641 - 652) introduced a very powerful method to introduce an additional parameter to a class of continuous distribution functions and hence it brings more flexibility to the model. They have…
In this paper we study the problem of estimating the alpha-, beta- and phi-mixing coefficients between two random variables, that can either assume values in a finite set or the set of real numbers. In either case, explicit closed-form…
This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…
We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…
In the mixture models problem it is assumed that there are $K$ distributions $\theta_{1},\ldots,\theta_{K}$ and one gets to observe a sample from a mixture of these distributions with unknown coefficients. The goal is to associate instances…
We consider a linear regression model with regression parameter beta=(beta_1,...,beta_p) and independent and identically N(0,sigma^2) distributed errors. Suppose that the parameter of interest is theta = a^T beta where a is a specified…
There are numerous applications which involve modeling multi-dimensional count data, notably in actuarial science and risk management. When such data exhibit an excess of zeros, common count models are no longer suitable. With multivariate…
We propose a principal components regression method based on maximizing a joint pseudo-likelihood for responses and predictors. Our method uses both responses and predictors to select linear combinations of the predictors relevant for the…
Detecting associations between microbial compositions and sample characteristics is one of the most important tasks in microbiome studies. Most of the existing methods apply univariate models to single microbial species separately, with…
In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…
For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…
In many applications, linear models fit the data poorly. This article studies an appealing alternative, the generalized regression model. This model only assumes that there exists an unknown monotonically increasing link function connecting…
Recently it has been observed that the bivariate generalized linear failure rate distribution can be used quite effectively to analyze lifetime data in two dimensions. This paper introduces a more general class of bivariate distributions.…
In this article, we propose a new three parameter distribution by compounding negative binomial with reciprocal inverse Gaussian model called negative binomial-reciprocal inverse Gaussian distribution. This model is tractable with some…
In behavioral and psychiatric research, data consisting of a per-subject proportion of "successes" and "failures" over a finite number of trials often arise. This kind of clustered binary data are usually non-normally distributed, which can…
Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…
In this paper we introduce a new class of multivariate unimodal distributions, motivated by Khintchine's representation. We start by proposing a univariate model, whose support covers all the unimodal distributions on the real line. The…
In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…