Related papers: Multivariate generalized Pareto distributions: par…
We examine the majorization properties of general thermal-like mixed states depending on a set of parameters. Sufficient conditions which ensure the increase in mixedness, and hence of any associated entropic form, when these parameters are…
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…
The statistical state for the empirical Pareto's 80/20 rule has been found to correspond to a normal or Gaussian distribution with a standard deviation that is twice the mean. This finding represents large characteristic variations in our…
Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…
A computational model for the distribution of wealth among the members of an ideal society is presented. It is determined that a realistic distribution of wealth depends upon two mechanisms: an asymmetric flux of wealth in trading…
In most risk assessment studies, it is important to accurately capture the entire distribution of the multivariate random vector of interest from low to high values. For example, in climate sciences, low precipitation events may lead to…
We introduce the beta generalized normal distribution which is obtained by compounding the beta and generalized normal [Nadarajah, S., A generalized normal distribution, \emph{Journal of Applied Statistics}. 32, 685--694, 2005]…
Multivariate extreme-value analysis is concerned with the extremes in a multivariate random sample, that is, points of which at least some components have exceptionally large values. Mathematical theory suggests the use of max-stable models…
A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…
We propose an integral geometric approach for computing dual distributions for the parameter distributions of multilinear models. The dual distributions can be computed from, for example, the parameter distributions of conics, multiple view…
We propose a probability distribution for multivariate binary random variables. The probability distribution is expressed as principal minors of the parameter matrix, which is a matrix analogous to the inverse covariance matrix in the…
In this paper, we provide finite sample results to assess the consistency of Generalized Pareto regression trees, as tools to perform extreme value regression. The results that we provide are obtained from concentration inequalities, and…
We consider in this paper the semiparametric mixture of two distributions equal up to a shift parameter. The model is said to be semiparametric in the sense that the mixed distribution is not supposed to belong to a parametric family. In…
The Pareto probability distribution is widely applied in different fields such us finance, physics, hydrology, geology and astronomy. This note deals with an application of the Pareto distribution to astrophysics and more precisely to the…
Matrix multivariate Pearson type II-Riesz distribution is defined and some of its properties are studied. In particular, the associated matrix multivariate beta distribution type I is derived. Also the singular values and eigenvalues…
This paper develops some objective priors for certain parameters of the bivariate normal distribution. The parameters considered are the regression coefficient, the generalized variance, and the ratio of the conditional variance of one…
The various types of generalized Cattaneo, called also telegrapher's equation, are studied. We find conditions under which solutions of the equations considered so far can be recognized as probability distributions, \textit{i.e.} are…
This article extends the multivariate extreme value theory (MEVT) to discrete settings, focusing on the generalized Pareto distribution (GPD) as a foundational tool. The purpose of the study is to enhance the understanding of extreme…
The special relativistic generalization of isotropic regularized kappa distributions is derived and compared to that of the original Olbertian (or standard) kappa distributions. It is demonstrated that for the latter the kappa parameter is…
We propose a generalization of the random matrix theory following the basic prescription of the recently suggested concept of superstatistics. Spectral characteristics of systems with mixed regular-chaotic dynamics are expressed as weighted…