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In this paper, we focus on the parametric inference based on the Tampered Random Variable (TRV) model for simple step-stress life testing (SSLT) using Type-II censored data. The baseline lifetime of the experimental units, under normal…

Methodology · Statistics 2023-02-20 Subhankar Dutta , Farha Sultana , Suchandan Kayal

This paper considers inference in a linear regression model with random right censoring and outliers. The number of outliers can grow with the sample size while their proportion goes to zero. The model is semiparametric and we make only…

Statistics Theory · Mathematics 2021-10-06 Jad Beyhum , Ingrid Van Keilegom

In this paper we propose a two-sample test based on copula entropy (CE). The proposed test statistic is defined as the difference between the CEs of the null hypothesis and the alternative. The estimator of the test statistic is proposed…

Methodology · Statistics 2023-07-24 Jian Ma

The Type-I and Type-II censoring schemes are the most prominent and commonly used censoring schemes in practice. In this work, a mixture of Type-I and Type- II censoring schemes, named the Type I-Type II mixture censoring scheme, has been…

Methodology · Statistics 2025-07-25 K. K. Anakha , V. M. Chacko

We suggest several goodness-of-fit methods which are appropriate with Type-II right censored data. Our strategy is to transform the original observations from a censored sample into an approximately i.i.d. sample of normal variates and then…

Methodology · Statistics 2013-12-12 Christian Goldmann , Bernhard Klar , Simos G. Meintanis

Analysis of random censored life-time data along with some related stochastic covariables is of great importance in many applied sciences like medical research, population studies and planning etc. The parametric estimation technique…

Statistics Theory · Mathematics 2019-05-09 Abhik Ghosh , Ayanendranath Basu

Combining information from multiple samples is often needed in biomedical and economic studies, but the differences between these samples must be appropriately taken into account in the analysis of the combined data. We study estimation for…

Methodology · Statistics 2018-08-14 Heng Shu , Zhiqiang Tan

The notion of weighted Renyi's entropy for truncated random variables has recently been proposed in the information-theoretic literature. In this paper, we introduce a generalized measure of it for double truncated distribution, namely…

Statistics Theory · Mathematics 2020-04-10 Shivangi Singh , Chanchal Kundu

Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic…

Machine Learning · Computer Science 2014-09-03 Luis G. Sanchez Giraldo , Murali Rao , Jose C. Principe

There has been a surge of interest in developing robust estimators for models with heavy-tailed and bounded variance data in statistics and machine learning, while few works impose unbounded variance. This paper proposes two type of robust…

Machine Learning · Statistics 2022-10-12 Lihu Xu , Fang Yao , Qiuran Yao , Huiming Zhang

In this paper, we propose several statistics for testing uniformity under progressive Type-I interval censoring. We obtain the critical points of these statistics and study the power of the proposed tests against a representative set of…

Statistics Theory · Mathematics 2017-04-25 H. Nadeb , H. Torabi , G. G. Hamedani

We consider a Kendall's tau measure between a binary group indicator and the continuous variable under investigation to develop a thorough two-sample comparison procedure. The measure serves as a useful alternative to the hazard ratio whose…

Wide conditions are provided to guarantee asymptotic unbiasedness and L^2-consistency of the introduced estimates of the Kullback-Leibler divergence for probability measures in R^d having densities w.r.t. the Lebesgue measure. These…

Statistics Theory · Mathematics 2019-07-02 Alexander Bulinski , Denis Dimitrov

In a typical two-phase design, a random sample is drawn from the target population in phase 1, during which only a subset of variables is collected. In phase 2, a subsample of the phase-1 cohort is selected, and additional variables are…

Methodology · Statistics 2026-03-02 Sky Qiu , Susan Gruber , Pamela A. Shaw , Brian D. Williamson , Mark J. van der Laan

Gathering the most information by picking the least amount of data is a common task in experimental design or when exploring an unknown environment in reinforcement learning and robotics. A widely used measure for quantifying the…

Machine Learning · Statistics 2015-09-17 Johannes Kulick , Robert Lieck , Marc Toussaint

This paper is devoted to robust estimation based on dual divergences estimators for parametric models in the framework of right censored data. We give limit laws of the proposed estimators and examine their asymptotic properties through a…

Statistics Theory · Mathematics 2011-06-15 Mohamed Cherfi

An empirical best linear unbiased prediction (EBLUP) estimator is utilized for efficient inference in small-area estimation. To measure its uncertainty, we need to estimate its mean squared error (MSE) since the true MSE cannot generally be…

Methodology · Statistics 2016-12-14 Masayo Yoshimori Hirose

The min-entropy is a widely used metric to quantify the randomness of generated random numbers, which measures the difficulty of guessing the most likely output. It is difficult to accurately estimate the min-entropy of a non-independent…

Information Theory · Computer Science 2021-12-20 Jiheon Woo , Chanhee Yoo , Young-Sik Kim , Yuval Cassuto , Yongjune Kim

We examine the estimation of the Kullback-Leibler (KL) divergence and the use of the goodness-of-fit test for multivariate continuous distributions. Our starting point is the maximum entropy principle for Shannon entropy: among all…

Statistics Theory · Mathematics 2026-03-10 Mehmet Siddik Cadirci , Martin Singull

The concept of Entropy plays a key role in Information Theory, Statistics, and Machine Learning.This paper introduces a new entropy measure, called the t-entropy, which exploits the concavity of the inverse-tan function. We analytically…

Information Theory · Computer Science 2021-05-06 Saptarshi Chakraborty , Debolina Paul , Swagatam Das