Related papers: Skewed Multivariate Birnbaum-Saunders Distribution…
The two-parameter Birnbaum-Saunders distribution has been used succesfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data…
In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…
In this paper, we begin our discussion with some of the well-known methods available in the literature for the estimation of the parameters of a univariate/multivariate stable distribution. Based on the available methods, a new hybrid…
Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…
Clustering is the process of finding underlying group structures in data. Although mixture model-based clustering is firmly established in the multivariate case, there is a relative paucity of work on matrix variate distributions and none…
This article proposes a bivariate Simplex distribution for modeling continuous outcomes constrained to the interval $(0,1)$, which can represent proportions, rates, or indices. We derive analytical expressions to calculate the dependence…
In the bioinformatics field, there has been a growing interest in modelling dihedral angles of amino acids by viewing them as data on the torus. This has motivated, over the past years, new proposals of distributions on the bivariate torus.…
In this paper, we introduce the Birnbaum-Saunders power series class of distributions which is obtained by compounding Birnbaum-Saunders and power series distributions. The new class of distributions has as a particular case the…
Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented,…
The contribution of this work is the introduction of a multivariate circular-linear (or poly- cylindrical) distribution obtained by combining the projected and the skew-normal. We show the flexibility of our proposal, its property of…
Length-biased distributions arise naturally in environmental, reliability, and economic studies where the sampling mechanism favors larger observational units. In this paper, we propose a quantile regression model based on the length-biased…
Analysis of matrix-variate data is becoming increasingly common in the literature, particularly in the field of clustering and classification. It is well-known that real data, including real matrix-variate data, often exhibit high levels of…
Finite mixture of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the…
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.…
A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…
The mixture of factor analyzers (MFA) model provides a powerful tool for analyzing high-dimensional data as it can reduce the number of free parameters through its factor-analytic representation of the component covariance matrices. This…
In this paper, we propose a new distribution over the unit interval which can be characterized as a ratio of the type $Z=Y/(X+Y)$ where $X$ and $Y$ are two correlated Birnbaum-Saunders random variables. The density of $Z$ may be unimodal or…
The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…
The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order $n^{-1/2}$ and under a…
The beta model is the most important distribution for fitting data with the unit interval. However, the beta distribution is not suitable to model bimodal unit interval data. In this paper, we propose a bimodal beta distribution constructed…