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This study aims to predict failure times for some units in some lifetime experiments. In some practical situations, the experimenter may not be able to register the failure times of all units during the experiment. Recently, this situation…

Statistics Theory · Mathematics 2023-04-13 Mahmoud Mansour , Mohamed Aboshady

We introduce the notion of relative volume entropy for two spacetimes with preferred compact spacelike foliations. This is accomplished by applying the notion of Kullback-Leibler divergence to the volume elements induced on spacelike…

General Relativity and Quantum Cosmology · Physics 2015-11-24 Nikolas Akerblom , Gunther Cornelissen

In causal inference, estimating the average treatment effect is a central objective, and in the context of competing risks data, this effect can be quantified by the cause-specific cumulative incidence function (CIF) difference. While…

Methodology · Statistics 2026-03-27 Yifei Tian , Ying Wu

The generalized log-gamma (GLG) model is a very flexible family of distributions to analyze datasets in many different areas of science and technology. In this paper, we propose estimators which are simultaneously highly robust and highly…

Methodology · Statistics 2015-12-07 Claudio Agostinelli , Isabella Locatelli , Alfio Marazzi , Victor J. Yohai

Entropy estimation plays a significant role in biology, economics, physics, communication engineering and other disciplines. It is increasingly used in software engineering, e.g. in software confidentiality, software testing, predictive…

Information Theory · Computer Science 2025-01-22 Ilaria Pia la Torre , David A. Kelly , Hector D. Menendez , David Clark

The stochastic block model is a popular tool for detecting community structures in network data. Detecting the difference between two community structures is an important issue for stochastic block models. However, the two-sample test has…

Methodology · Statistics 2022-12-21 Kang Fu , Jianwei Hu , Seydou Keita , Hao Liu

We derive adjusted signed likelihood ratio statistics for a general class of extreme value regression models. The adjustments reduce the error in the standard normal approximation to the distribution of the signed likelihood ratio…

Statistics Theory · Mathematics 2014-05-26 Silvia L. P. Ferrari , Eliane C. Pinheiro

We investigate entropic uncertainty relations for two or more binary measurements, for example spin-$\frac{1}{2}$ or polarisation measurements. We argue that the effective anti-commutators of these measurements, i.e. the anti-commutators…

Quantum Physics · Physics 2014-07-30 Jędrzej Kaniewski , Marco Tomamichel , Stephanie Wehner

This paper is speculated to propose a class of shrinkage estimators for shape parameter beta in failure censored samples from two-parameter Weibull distribution when some 'apriori' or guessed interval containing the parameter beta is…

Statistics Theory · Mathematics 2007-06-13 Housila P. Singh , Sharad Saxena , Jack Allen , Sarjinder Singh , Florentin Smarandache

Entropy estimation, due in part to its connection with mutual information, has seen considerable use in the study of time series data including causality detection and information flow. In many cases, the entropy is estimated using…

Statistics Theory · Mathematics 2019-08-06 Alexander L Young , David B Dunson

We aim at estimating a function $\lambda:[0,1]\to \mathbb {R}$, subject to the constraint that it is decreasing (or increasing). We provide a unified approach for studying the $\mathbb {L}_p$-loss of an estimator defined as the slope of a…

Statistics Theory · Mathematics 2009-09-29 Cécile Durot

We study tail estimation in Pareto-like settings for datasets with a high percentage of randomly right-censored data, and where some expert information on the tail index is available for the censored observations. This setting arises for…

Applications · Statistics 2019-11-13 Martin Bladt , Hansjoerg Albrecher , Jan Beirlant

We obtain bounds on fluctuations of two entropy estimators for a class of one-dimensional Gibbs measures on the full shift. They are the consequence of a general exponential inequality for Lipschitz functions of n variables. The first…

Dynamical Systems · Mathematics 2015-05-27 J. -R. Chazottes , C. Maldonado

Inferential challenges that arise when data are censored have been extensively studied under the classical frameworks. In this paper, we provide an alternative generalized inferential model approach whose output is a data-dependent…

Methodology · Statistics 2021-11-16 Joyce Cahoon , Ryan Martin

In this paper, we have proposed a new Ratio Type Estimator using auxiliary information on two auxiliary variables based on Simple random sampling without replacement (SRSWOR). The proposed estimator is found to be more efficient than the…

Statistics Theory · Mathematics 2014-02-18 Prayas Sharma , Rajesh Singh

We revisit the estimation of the extreme value index for randomly censored data from a heavy tailed distribution. We introduce a new class of estimators which encompasses earlier proposals given in Worms and Worms (2014) and Beirlant et al.…

Statistics Theory · Mathematics 2018-04-19 Jan Beirlant , Julien Worms , Rym Worms

We introduce a kernel-based goodness-of-fit test for censored data, where observations may be missing in random time intervals: a common occurrence in clinical trials and industrial life-testing. The test statistic is straightforward to…

Methodology · Statistics 2018-10-11 Tamara Fernández , Arthur Gretton

Here, we propose a new tool to estimate the complexity of a time series: the entropy of difference (ED). The method is based solely on the sign of the difference between neighboring values in a time series. This makes it possible to…

Data Analysis, Statistics and Probability · Physics 2014-11-05 Pasquale Nardone

A new variant of the Compressed Sensing problem is investigated when the number of measurements corrupted by errors is upper bounded by some value l but there are no more restrictions on errors. We prove that in this case it is enough to…

Information Theory · Computer Science 2015-09-25 Grigory Kabatiansky , Cedric Tavernier , Serge Vladuts

Extreme value analysis in the presence of censoring is receiving much attention as it has applications in many disciplines, including survival and reliability studies. Estimation of extreme value index (EVI) is of primary importance as it…

Computation · Statistics 2017-10-03 Richard Minkah , Tertius de Wet , Kwabena Doku-Amponsah