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In this paper, we consider the problem of parameter estimating for a family of exponential distributions. We develop the improved estimation method, which generalized the James--Stein approach for a wide class of distributions. The proposed…

Statistics Theory · Mathematics 2023-08-08 S. B. Kologrivova , E. A. Pchelintsev

Predicting potential outcomes of interventions from observational data is crucial for decision-making in medicine, but the task is challenging due to the fundamental problem of causal inference. Existing methods are largely limited to point…

Machine Learning · Computer Science 2024-10-14 Yuchen Ma , Valentyn Melnychuk , Jonas Schweisthal , Stefan Feuerriegel

The distribution of intertrade durations, defined as the waiting times between two consecutive transactions, is investigated based upon the limit order book data of 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole…

Statistical Finance · Quantitative Finance 2008-12-02 Zhi-Qiang Jiang , Wei Chen , Wei-Xing Zhou

We propose the notion of sub-Weibull distributions, which are characterised by tails lighter than (or equally light as) the right tail of a Weibull distribution. This novel class generalises the sub-Gaussian and sub-Exponential families to…

Statistics Theory · Mathematics 2020-12-04 Mariia Vladimirova , Stephane Girard , Hien Nguyen , Julyan Arbel

Most theoretical tools available for the analysis of spreading processes over networks assume exponentially distributed transmission and recovery times. In practice, the empirical distribution of transmission times for many real spreading…

Social and Information Networks · Computer Science 2016-11-04 Masaki Ogura , Victor M. Preciado

In this work we introduce the class of unit-Weibull Autoregressive Moving Average models for continuous random variables taking values in $(0,1)$. The proposed model is an observation driven one, for which, conditionally on a set of…

Statistics Theory · Mathematics 2025-04-29 Guilherme Pumi , Taiane Schaedler Prass , Cleiton Guollo Taufemback

The failure of a system can result from the simultaneous effects of multiple causes, where assigning a specific cause may be inappropriate or unavailable. Examples include contributing causes of death in epidemiology and the aetiology of…

Methodology · Statistics 2025-03-13 Kai Wang , Yuqin Mu , Shenyi Zhang , Zhengjun Zhang , Chengxiu Ling

We extend collisional quantum thermometry schemes to allow for stochasticity in the waiting time between successive collisions. We establish that introducing randomness through a suitable waiting time distribution, the Weibull distribution,…

Quantum Physics · Physics 2021-12-15 Eoin O'Connor , Bassano Vacchini , Steve Campbell

The transition density of a diffusion process does not admit an explicit expression in general, which prevents the full maximum likelihood estimation (MLE) based on discretely observed sample paths. A\"{\i}t-Sahalia [J. Finance 54 (1999)…

Statistics Theory · Mathematics 2012-03-12 Jinyuan Chang , Song Xi Chen

The piecewise exponential model is a flexible non-parametric approach for time-to-event data, but extrapolation beyond final observation times typically relies on random walk priors and deterministic knot locations, resulting in unrealistic…

Methodology · Statistics 2025-05-12 Luke Hardcastle , Samuel Livingstone , Gianluca Baio

A setting of a trivairate survival function using semi-competing risks concept is proposed. The Stanford Heart Transplant data is reanalyzed using a trivariate Weibull distribution model with the proposed survival function.

Applications · Statistics 2008-10-01 Cheng K. Lee , Jenq-Daw Lee

This paper studies fundamental aspects of modelling data using multivariate Watson distributions. Although these distributions are natural for modelling axially symmetric data (i.e., unit vectors where $\pm \x$ are equivalent), for…

Computation · Statistics 2012-05-28 Suvrit Sra , Dmitrii Karp

This work considers the variable-exponent fractional diffusion-wave equation, which describes, e.g. the propagation of mechanical diffusive waves in viscoelastic media with varying material properties. Rigorous numerical analysis for this…

Numerical Analysis · Mathematics 2025-09-29 Wenlin Qiu , Xiangcheng Zheng

A new class of distributions, called Generalized One Parameter Polynomial Exponential-G family of distributions is proposed for modelling lifetime data. An account of the structural and reliability properties of the new class is presented.…

Applications · Statistics 2020-06-11 Sudhansu S. Maiti , Sukanta Pramanik

Extreme value (EV) statistics of correlated systems are widely investigated in many fields, spanning the spectrum from weather forecasting to earthquake prediction. Does the unavoidable discrete sampling of a continuous correlated…

Statistical Mechanics · Physics 2022-08-29 Lior Zarfaty , Eli Barkai , David A. Kessler

The univariate Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this article, we define a skewed version of the Birnbaum-Saunders…

Methodology · Statistics 2012-04-30 Artur J. Lemonte , Guillermo Martínez-Florez , Germán Moreno-Arenas

The Weibull distribution is a commonly used model for the strength of brittle materials and earthquake return intervals. Deviations from Weibull scaling, however, have been observed in earthquake return intervals and in the fracture…

In regression analysis under artificial neural networks, the prediction performance depends on determining the appropriate weights between layers. As randomly initialized weights are updated during back-propagation using the gradient…

Machine Learning · Computer Science 2020-09-09 Eunho Koo , Hyungjun Kim

Lately, a New Transmuted Logistic-exponential (NTLE) distribution was introduced and studied as an extension of the Logistic-Exponential Distribution (LED) with wider applicability in lifetime modelling. However, the maximum likelihood…

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…

Methodology · Statistics 2014-12-03 Rose Baker
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