Related papers: Exponentaited generalized Weibull Gompertz distrib…
In extreme values theory, for a sufficiently large block size, the maxima distribution is approximated by the generalized extreme value (GEV) distribution. The GEV distribution is a family of continuous probability distributions, which has…
In this paper we propose a Farlie-Gumbel-Morgenstern (FGM) family of bivariate linear exponential distributions generated from given marginal's. Therefore, properties of FGM are analogous to properties of bivariate distributions. We study…
In this study, a numerical quadrature for the generalized inverse Gaussian distribution is derived from the Gauss-Hermite quadrature by exploiting its relationship with the normal distribution. The proposed quadrature is not Gaussian, but…
Reinforced Galton--Watson processes describe the dynamics of a population where reproduction events are reinforced, in the sense that offspring numbers of forebears can be repeated randomly by descendants. More specifically, the evolution…
Robust statistics traditionally focuses on outliers, or perturbations in total variation distance. However, a dataset could be corrupted in many other ways, such as systematic measurement errors and missing covariates. We generalize the…
A finite-size uniform random distribution of vertically aligned field emitters on a planar surface is studied under the assumption that the asymptotic field is uniform and parallel to the emitter axis. A formula for field enhancement factor…
We propose a novel exponentially-modified Gaussian (EMG) mixture residual model. The EMG mixture is well suited to model residuals that are contaminated by a distribution with positive support. This is in contrast to commonly used robust…
The Grouped Horseshoe distribution arises from hierarchical structures in the recent Bayesian methodological literature aimed at selection of groups of regression coefficients. We isolate this distribution and study its properties…
In this paper, we consider objective Bayesian inference of the generalized exponential distribution using the independence Jeffreys prior and validate the propriety of the posterior distribution under a family of structured priors. We…
In this talk an introduction to generalized parton distributions is given. Recent developments are shortly reviewed, including non-perturbative calculations, phenomenological aspects and evaluation of higher order perturbative and power…
DUS transformation of lifetime distributions received attention by engineers and researchers in recent years. The present study introduces a new class of distribution using exponentiation of DUS transformation. A new distribution using the…
This paper describes the Elliptical Quartic Exponential distribution in $\mathbb{R}^D$, obtained via a maximum entropy construction by imposing second and fourth moment constraints. I discuss relationships to related work, analytical…
In this work, we revisit the estimation of the model parameters of a Weibull distribution based on iid observations, using the maximum likelihood estimation (MLE) method which does not yield closed expressions of the estimators. Among other…
Due to the skessed distribution, high peak and thick tail and asymmetry of financial return data, it is difficult to describe the traditional distribution. In recent years, generalized autoregressive score (GAS) has been used in many fields…
Cold standby 1-out-of-n redundant systems are well-established models in system reliability engineering. To date, reliability analyses of such systems have predominantly assumed exponential, Erlang, or Weibull failure distributions for…
We consider the extreme eigenvalues of the sample covariance matrix $Q=YY^*$ under the generalized elliptical model that $Y=\Sigma^{1/2}XD.$ Here $\Sigma$ is a bounded $p \times p$ positive definite deterministic matrix representing the…
This PhD Thesis presents an investigation into the analysis of financial returns using mixture models, focusing on mixtures of generalized normal distributions (MGND) and their extensions. The study addresses several critical issues…
We extend the theory of concentration inequalities to simple random tensors with heavy-tailed coefficients. Specifically, we consider the class of sub-Weibull distributions $\mathcal{S}_\alpha$ for $\alpha \in [1, 2]$. We establish…
The Multivariate Extreme Value distributions have shown their usefulness in environmental studies, financial and insurance mathematics. The Logistic or Gumbel-Hougaard distribution is one of the oldest multivariate extreme value models and…
In this article, a generalized version of Negative binomial-beta exponential distribution with five parameters have been introduced. Some interesting submodels have been derived from it. A comprehensive mathematical treatment of proposed…