Related papers: A new distribution for robust least squares
We consider a new approach in the definition of two-dimensional heavy-tailed distributions. Namely, we introduce the classes of two-dimensional long-tailed, of twodimensional dominatedly varying and of two-dimensional consistently varying…
Multivariate distributions that allow for asymmetry and heavy tails are important building blocks in many econometric and statistical models. The Unified Skew-t (UST) is a promising choice because it is both scalable and allows for a high…
Several probability distributions have been proposed in the literature, especially with the aim of obtaining models that are more flexible relative to the behaviors of the density and hazard rate functions. Recently, a new generalization of…
A new three-parameter cumulative distribution function defined on $(\alpha,\infty)$, for some $\alpha\geq0$, with asymmetric probability density function and showing exponential decays at its both tails, is introduced. The new distribution…
A new discrete distribution has been proposed as a discrete analogue of the two sided power distribution [Van Drop, J. R. and Kotz, S. (2002a). A novel extension of the triangular distribution and its parameter estimation, Journal of the…
In this paper we introduce and study several multivariate, heavy-tailed distribution classes, and we explore their closure properties and their applications. We consider the class of multivariate, positively decreasing distributions, and…
I report a new statistical distribution formulated to confront the infamous, long-standing, computational/modeling challenge presented by highly skewed and/or leptokurtic ("fat- or heavy-tailed") data. The distribution is straightforward,…
Probability distributions defined on the unit interval are widely used in fields ranging from econometrics to reliability studies. Traditional models such as the beta and Kumaraswamy distributions are well-established due to their…
The family of stable distributions received extensive applications in many fields of studies since it incorporates both the skewness and heavy tails. In this paper, we introduce a package written in the R language called alphastable. The…
Models based on multivariate t distributions are widely applied to analyze data with heavy tails. However, all the marginal distributions of the multivariate t distributions are restricted to have the same degrees of freedom, making these…
A new probability distribution to study lifetime data in reliability is introduced in this paper. This one is a first approach to a non-homogeneous phase-type distribution. It is built by considering one cut-point in the non-negative…
We study the distribution regression problem assuming the distribution of distributions has a doubling measure larger than one. First, we explore the geometry of any distributions that has doubling measure larger than one and build a small…
We propose a new distribution, called the soft tMVN distribution, which provides a smooth approximation to the truncated multivariate normal (tMVN) distribution with linear constraints. An efficient blocked Gibbs sampler is developed to…
The shortcomings of the traditional univariate distributions in the past greatly encouraged mathematical statisticians to develop new generalizations of distributions. The New Generalized Fisk distribution, a unique distribution presented…
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…
The Burr type XII (BXII) distribution has been largely used in different fields due to its great flexibility for fitting data. These applications have typically involved data showing heavy-tailed behaviors. In order to give more flexibility…
In this paper we introduce a new parametric distribution, the Mixed Tempered Stable. It has the same structure of the Normal Variance Mean Mixtures but the normality assumption leaves place to a semi-heavy tailed distribution. We show that,…
In this paper, an alternative Discrete skew Logistic distribution is proposed, which is derived by using the general approach of discretizing a continuous distribution while retaining its survival function. The properties of the…
Through viewing out the literature, many generated distributions took a new special form of probability density function (PDF) in which it is written as a linear combination of n other distributions. Therefore, we define in this paper a new…
As alternatives to the normal distributions, $t$ distributions are widely applied in robust analysis for data with outliers or heavy tails. The properties of the multivariate $t$ distribution are well documented in Kotz and Nadarajah's…