Related papers: A variation of the Dragulescu-Yakovenko income mod…
When the rate parameter of the exponential distribution is associated with predictors, then the main interest will be how to estimate the regression parameter. In this paper, we will investigate how to estimate the parameter on the…
In this paper we propose a perturbative method for the reconstruction of the covariance matrix of a multinormal distribution, under the assumption that the only available information amounts to the covariance matrix of a spherically…
We provide a general methodology for unbiased estimation for intractable stochastic models. We consider situations where the target distribution can be written as an appropriate limit of distributions, and where conventional approaches…
We introduce a new definition of exponential family of Markov chains, and show that many characteristic properties of the usual exponential family of probability distributions are properly extended to Markov chains. The method of…
In clinical and epidemiological research doubly truncated data often appear. This is the case, for instance, when the data registry is formed by interval sampling. Double truncation generally induces a sampling bias on the target variable,…
The frequency of the preferred order for a noun phrase formed by demonstrative, numeral, adjective and noun has received significant attention over the last two decades. We investigate the actual distribution of the 24 possible orders.…
Lyapunov exponents can be difficult to determine from experimental data. In particular, when using embedding theory to build chaotic attractors in a reconstruction space, extra "spurious" Lyapunov exponents arise that are not Lyapunov…
A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…
Survey data are widely used to study how income inequality, poverty, and welfare evolve over time. A common practice is to estimate the income distribution separately for each year, treating annual observations as independent…
Consider informative selection of a sample from a finite population. Responses are realized as independent and identically distributed (i.i.d.) random variables with a probability density function (p.d.f.) f, referred to as the…
Kundu and Gupta (2007, Metrika, 65, 159 - 170) provided the analysis of Type-I hybrid censored competing risks data, when the lifetime distribution of the competing causes of failures follow exponential distribution. In this paper we…
Using the renewal approach we prove exponential inequalities for additive functionals and empirical processes of ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The inequalities…
In this article the problem of reconstructing the pattern of connection between agents from partial empirical data in a macro-economic model is addressed, given a set of behavioral equations. This systemic point of view puts the focus on…
This paper addresses challenges in flexibly modeling multimodal data that lie on constrained spaces. Such data are commonly found in spatial applications, such as climatology and criminology, where measurements are restricted to a…
Galaxies, dark matter haloes, and star clusters have a finite extent, yet most simple dynamical models have an infinite extent. The default method to generate dynamical models with a finite extent is to apply an energy truncation to the…
The computational costs of inference and planning have confined Bayesian model-based reinforcement learning to one of two dismal fates: powerful Bayes-adaptive planning but only for simplistic models, or powerful, Bayesian non-parametric…
Parametric stochastic simulators are ubiquitous in science, often featuring high-dimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural…
The distribution of impact factors has been modeled in the recent informetric literature using two-exponent law proposed by Mansilla et al. (2007). This paper shows that two distributions widely-used in economics, namely the Dagum and…
We introduce the problem of estimation of the parameters of a dynamically selected population in an infinite sequence of random variables and provide its application in the statistical inference based on record values from a non-stationary…
This paper proposes a statistical mechanics approach to the analysis of income distribution and inequality. A new distribution function, having its roots in the framework of k-generalized statistics, is derived that is particularly suitable…