Related papers: Letter to the Editor of Annals of Applied Statisti…
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…
In this paper we obtain an adjusted version of the likelihood ratio test for errors-in-variables multivariate linear regression models. The error terms are allowed to follow a multivariate distribution in the class of the elliptical…
A recent article on generalised linear mixed model asymptotics, Jiang et al. (2022), derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If $m$ denotes the number of groups and $n$ is the average…
The results received in works [Centsov N.N. [N.N. Chentsov], Statistical decision rules and optimal inference, 1982 Amer. Math. Soc. (Translated from Russian); Morozova, E. A., Chentsov, N. N. Natural geometry of families of probability…
In this paper, we introduce a bivariate exponentaited generalized Weibull-Gompertz distribution. The model introduced here is of Marshall-Olkin type. Several properties are studied such as bivariate probability density function and it is…
Rejoinder of "Estimating the historical and future probabilities of large terrorist events" by Aaron Clauset and Ryan Woodard [arXiv:1209.0089].
Meta-analytical models are typically formulated as a mixed-effects model where the sampling variances of the effect sizes are treated as known. In principle, such models could be fitted with standard mixed-modelling software such as the…
Some tools and ideas are interchanged between random matrix theory and multivariate statistics. In the context of the random matrix theory, classes of spherical and generalised Wishart random matrix ensemble, containing as particular cases…
In this paper, we introduce a new four-parameter generalized version of the Gompertz model which is called Beta-Gompertz (BG) distribution. It includes some well-known lifetime distributions such as beta-exponential and generalized Gompertz…
Shan Luo and Gengsheng Qin published the article "New non-parametric inferences for low-income proportions" Ann Inst Stat Math, 69, 599-626. In the note their approach is compared to Zieli\'nski 2009 approach.
We provide the first stochastic convergence rates for a family of adaptive quadrature rules used to normalize the posterior distribution in Bayesian models. Our results apply to the uniform relative error in the approximate posterior…
In this communication, we introduce a new statistical model and study its various mathematical properties. The expressions for hazard rate, reversed hazard rate, and odd functions are provided. We explore the asymptotic behaviors of the…
In this paper we improve some existing results concerning the approximation of the distribution of extremes of a 1-dependent and stationary sequence of random variables. We enlarge the range of applicability and improve the approximation…
In this paper, we establish the links between the Lehmer and H\"older mean families and maximum weighted likelihood estimator. Considering the regular one-parameter exponential family of probability density functions, we show that the…
A new family of continuous distribution is proposed by using Kumaraswamy-G (Cordeiro and de Castro, 2011) distribution as the base line distribution in the Marshal-Olkin (Marshall and Olkin, 1997) construction. A number of known…
Some new survival distributions are introduced based on a generalised exponential function. This class of distributions includes heavy-tailed generalisations of exponential, Weibull and gamma distributions. Properties of the distributions…
We consider the problem of estimating and inferring treatment effects in randomized experiments. In practice, stratified randomization, or more generally, covariate-adaptive randomization, is routinely used in the design stage to balance…
The likelihood function is central to both frequentist and Bayesian formulations of parametric statistical inference, and large-sample approximations to the sampling distributions of estimators and test statistics, and to posterior…
Identifying which newly published scientific papers are likely to become highly cited is important for prioritizing research attention, supporting editorial decisions, and guiding the allocation of scientific resources, particularly under…
The paper mentioned in the title introduces the entropic value at risk. I give some extra comments and using the general theory make a relation with some commonotone risk measures.