Related papers: A new distribution for robust least squares
We present the construction of a theory of distributions (generalized functions) with a ``thick submanifold'', that is, a new theory of thick distributions on $\mathbb{R}^n$ whose domain contains a smooth submanifold on which the test…
This paper presents a class of new algorithms for distributed statistical estimation that exploit divide-and-conquer approach. We show that one of the key benefits of the divide-and-conquer strategy is robustness, an important…
Stable distributions provide a flexible framework for modeling heavy-tailed and skewed data, with the stability index $\alpha$ quantifying tail heaviness. We propose a new semiparametric estimator for $\alpha$ that leverages the two-sum…
In this paper a new lifetime distribution which is obtained by compounding Lindley and geometric distributions, named Lindley-geometric (LG) distribution, is introduced. Several properties of the new distribution such as density, failure…
A new class of distributions based on phase-type distributions is introduced in the current paper to model lifetime data in the field of reliability analysis. This one is the natural extension of the distribution proposed by Acal et al.…
The g-and-k and (generalised) g-and-h distributions are flexible univariate distributions which can model highly skewed or heavy tailed data through only four parameters: location and scale, and two shape parameters influencing the skewness…
With the rise of the "big data" phenomenon in recent years, data is coming in many different complex forms. One example of this is multi-way data that come in the form of higher-order tensors such as coloured images and movie clips.…
Since the turn of the century, there has been increased interest in the application of heavy-tailed distributions, particularly stable distributions, to problems in physics and finance. Although, the tails of stable distributions provide a…
Computing and storing probabilities is a hard problem as soon as one has to deal with complex distributions over multiple random variables. The problem of efficient representation of probability distributions is central in term of…
A novel approach to adding two additional parameters to a family of distributions for better adaptability has been put forth. This approach yields a versatile class of distributions supported on the positive real line. We proceed to analyze…
We introduce the univariate two--piece sinh-arcsinh distribution, which contains two shape parameters that separately control skewness and kurtosis. We show that this new model can capture higher levels of asymmetry than the original…
Neural Network (NN) classifiers can assign extreme probabilities to samples that have not appeared during training (out-of-distribution samples) resulting in erroneous and unreliable predictions. One of the causes for this unwanted…
Three-way data can be conveniently modelled by using matrix variate distributions. Although there has been a lot of work for the matrix variate normal distribution, there is little work in the area of matrix skew distributions. Three matrix…
A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random number of random variables. The properties of these…
The Burr III distribution is used in a wide variety of fields of lifetime data analysis, reliability theory, and financial literature, etc. It is defined on the positive axis and has two shape parameters, say $c$ and $k$. These shape…
In the Bayes paradigm and for a given loss function, we propose the construction of a new type of posterior distributions, that extends the classical Bayes one, for estimating the law of an $n$-sample. The loss functions we have in mind are…
We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…
In this paper a new distribution is proposed. This new model provides more flexibility to modeling data with upside-down bathtub hazard rate function. A significant account of mathematical properties of the new distribution is presented.…
The upper tail of a claim size distribution of a property line of business is frequently modelled by Pareto distribution. However, the upper tail does not need to be Pareto distributed, extraordinary shapes are possible. Here, the…
In this paper, a new bivariate discrete distribution is introduced which called bivariate discrete exponentiated Weibull (BDEW) distribution. Several of its mathematical statistical properties are derived such as the joint cumulative…