Related papers: Mixed Tempered Stable distribution
We develop a new method for multivariate scalar on multidimensional distribution regression. Traditional approaches typically analyze isolated univariate scalar outcomes or consider unidimensional distributional representations as…
The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…
Sine-skewed circular distributions are identifiable and have easily-computable trigonometric moments and a simple random number generation algorithm, whereas they are known to have relatively low levels of asymmetry. This study proposes a…
Stacy distribution defined for the first time in 1961 provides a flexible framework for modelling of a wide range of real-life behaviours. It appears under different names in the scientific literature and contains many useful particular…
For data sets with similar features, for example highly correlated features, most existing stability measures behave in an undesired way: They consider features that are almost identical but have different identifiers as different features.…
A central theme in the field of survey statistics is estimating population-level quantities through data coming from potentially non-representative samples of the population. Multilevel Regression and Poststratification (MRP), a model-based…
The class of $\alpha$-stable distributions received much interest for modelling impulsive phenomena occur in engineering, economics, insurance, and physics. The lack of non-analytical form for probability density function is considered as…
The pointwise mutual information profile, or simply profile, is the distribution of pointwise mutual information for a given pair of random variables. One of its important properties is that its expected value is precisely the mutual…
In this study, we propose a robust mixture regression procedure based on the skew t distribution to model heavy-tailed and/or skewed errors in a mixture regression setting. Using the scale mixture representation of the skew t distribution,…
Stable subordinators, and more general subordinators possessing power law probability tails, have been widely used in the context of subdiffusions, where particles get trapped or immobile in a number of time periods, called constant…
Generalized linear models are a popular tool in applied statistics, with their maximum likelihood estimators enjoying asymptotic Gaussianity and efficiency. As all models are wrong, it is desirable to understand these estimators' behaviours…
This article aims to introduced a new distribution named as extended xgamma (EXg) distribution. This generalization is derived from xgamma distribution (Xg), a special finite mixture of exponential and gamma distributions [see, Sen et al.…
A new robust class of multivariate skew distributions is introduced. Practical aspects such as parameter estimation method of the proposed class are discussed, we show that the proposed class can be fitted under a reasonable time frame. Our…
We use bias-reduced estimators of high quantiles, of heavy-tailed distributions, to introduce a new estimator of the mean in the case of infinite second moment. The asymptotic normality of the proposed estimator is established and checked,…
The Transformed-Transformer family of distributions are the resulting family of distributions as transformed from a random variable $T$ through another transformer random variable $X$ using a weight function $\omega$ of the cumulative…
Nonparametric estimation of a mixing distribution based on data coming from a mixture model is a challenging problem. Beyond estimation, there is interest in uncertainty quantification, e.g., confidence intervals for features of the mixing…
Density Ratio Estimation has attracted attention from the machine learning community due to its ability to compare the underlying distributions of two datasets. However, in some applications, we want to compare distributions of random…
It is well-known that value added per worker is extremely heterogeneous among firms, but relatively little has been done to characterize this heterogeneity more precisely. Here we show that the distribution of value-added per worker…
This paper proposes a Sieve Simulated Method of Moments (Sieve-SMM) estimator for the parameters and the distribution of the shocks in nonlinear dynamic models where the likelihood and the moments are not tractable. An important concern…
The large-sample properties of likelihood-based statistical inference under mixture models have received much attention from statisticians. Although the consistency of the nonparametric MLE is regarded as a standard conclusion, many…