Related papers: Three Skewed Matrix Variate Distributions
We propose models and algorithms for learning about random directions in simplex-valued data. The models are applied to the study of income level proportions and their changes over time in a geostatistical area. There are several notable…
In this note, we investigate the non-identifiability of the multivariate unified skew-normal distribution under permutation of its latent variables. We show that the non-identifiability issue also holds with other parametrizations and…
Motivated by genome-wide association studies, we consider a standard linear model with one additional random effect in situations where many predictors have been collected on the same subjects and each predictor is analyzed separately.…
Fourier analysis and representation of circular distributions in terms of their Fourier coefficients, is quite commonly discussed and used for model-free inference such as testing uniformity and symmetry etc. in dealing with 2-dimensional…
The joint distribution of two off-diagonal Wishart matrix elements was useful in recent work on geometric probability [Finch 2010]. Not finding such formulas in the literature, we report these here.
Multivariate generalized Pareto distributions arise as the limit distributions of exceedances over multivariate thresholds of random vectors in the domain of attraction of a max-stable distribution. These distributions can be parametrized…
We introduce a novel family of projected distributions on the circle and the sphere, namely the circular and spherical projected Cauchy distributions, as promising alternatives for modelling circular and spherical data. The circular…
The aim of this paper is to show a possibility to identify multivariate distribution by means of specially constructed one-dimensional random variable. We give some inequalities which may appear to helpful for a construction of multivariate…
Analysis of high-dimensional data is currently a popular field of research, thanks to many applications e.g. in genetics (DNA data in genomewide association studies), spectrometry or web analysis. At the same time, the type of problems that…
We consider the extremal properties of the highly flexible univariate extended skew-normal distribution. We derive the well-known Mills' inequalities and Mills' ratio for the extended skew-normal distribution and establish the asymptotic…
Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…
In this paper, a new three-parameter lifetime distribution is introduced and many of its standard properties are discussed. These include shape of the probability density function, hazard rate function and its shape, quantile function,…
Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…
The ability of existing headway distributions to accurately reflect the diverse behaviors and characteristics in heterogeneous traffic (different types of vehicles) and mixed traffic (human-driven vehicles with autonomous vehicles) is…
In this article,a three parameter generalisation of inverse lindley distribution is obtained, with the purpose of obtaining a more flexible model relative to the behaviour of hazard rate functions. Various statistical properties such as…
Many approximate Bayesian inference methods assume a particular parametric form for approximating the posterior distribution. A multivariate Gaussian distribution provides a convenient density for such approaches; examples include the…
Distributions of triplets in some genetic sequences are examined and found to be well described by a 2-parameter Markov process with a sparse transition matrix. The variances of all the relevant parameters are not large, indicating that…
In this paper we present a flexible bivariate distribution specified by a quantile function. The distribution contains as special cases new bivariate exponential, Pareto I, Pareto II, beta, power, log logistic and uniform distributions and…
We extend the construction principle of multivariate phase-type distributions to establish an analytically tractable class of heavy-tailed multivariate random variables whose marginal distributions are of Mittag-Leffler type with arbitrary…
The Birnbaum-Saunders distribution is a flexible and useful model which has been used in several fields. In this paper, a new bimodal version of this distribution based on the alpha-skew-normal distribution is established. We discuss some…