Related papers: A new distribution for robust least squares
We provide a functional view of distributional robustness motivated by robust statistics and functional analysis. This results in two practical computational approaches for approximate distributionally robust nonlinear optimization based on…
This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…
We adopt an empirical approach to the characterization of the distribution of twin primes within the set of primes, rather than in the set of all natural numbers. The occurrences of twin primes in any finite sequence of primes are like…
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…
This work develops robust diffusion recursive least squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially…
A new distribution on (0, 1), generalized Log-Lindley distribution, is proposed by extending the Log-Lindley distribution. This new distribution is shown to be a weighted Log-Lindley distribution. Important probabilistic and statistical…
In the bioinformatics field, there has been a growing interest in modelling dihedral angles of amino acids by viewing them as data on the torus. This has motivated, over the past years, new proposals of distributions on the bivariate torus.…
A Wright function based framework is proposed to combine and extend several distribution families. The $\alpha$-stable distribution is generalized by adding the degree of freedom parameter. The PDF of this two-sided super distribution…
The mollified uniform distribution is rediscovered, which constitutes a ``soft'' version of the continuous uniform distribution. Important stochastic properties are presented and used to demonstrate potential fields of applications. For…
We offer a survey of recent results on covariance estimation for heavy-tailed distributions. By unifying ideas scattered in the literature, we propose user-friendly methods that facilitate practical implementation. Specifically, we…
In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…
On the grounds of both widely known experimental and numerical data of the strain-rate tensor statistical properties in the fully developed incompressible turbulent flow and the integral transformations deduced in the article, some…
An important aspect of the shape of a distribution is the level of asymmetry. Strong asymmetries play a role in many ecosystems and are found in the size and reproductive success of individuals. But the standard third moment coefficient of…
We introduce the Box-Cox symmetric class of distributions, which is useful for modeling positively skewed, possibly heavy-tailed, data. The new class of distributions includes the Box-Cox t, Box-Cox Cole-Gree, Box-Cox power exponential…
A random phenomenon may have two sources of random variation: an unstable identity and a set of external variation-generating factors. When only a single source is active, two mutually exclusive extreme scenarios may ensue that result in…
A literature search shows that robust regression techniques are rarely used in applied econometrics. We list several misconceptions about robustness which lead to this situation. We show that most data sets are not normal, least squares…
A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…
We introduce four new real-world distribution shift datasets consisting of changes in image style, image blurriness, geographic location, camera operation, and more. With our new datasets, we take stock of previously proposed methods for…
In the present paper new light is shed on the non-central extensions of the Dirichlet distribution. Due to several probabilistic and inferential properties and to the easiness of parameter interpretation, the Dirichlet distribution proves…
Random effects meta-analysis model is an important tool for integrating results from multiple independent studies. However, the standard model is based on the assumption of normal distributions for both random effects and within-study…