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A six parameter distribution so-called the McDonald modified Weibull distribution is defined and studied. The new distribution contains, as special submodels, several important distributions discussed in the literature, such as the beta…
Credit scoring plays a vital role in the field of consumer finance. Survival analysis provides an advanced solution to the credit-scoring problem by quantifying the probability of survival time. In order to deal with highly heterogeneous…
In this paper, we develop a family of bivariate beta distributions that encapsulate both positive and negative correlations, and which can be of general interest for Bayesian inference. We then invoke a use of these bivariate distributions…
Several methods in survival analysis are based on the proportional hazards assumption. However, this assumption is very restrictive and often not justifiable in practice. Therefore, effect estimands that do not rely on the proportional…
This paper introduces a new four-parameter lifetime model called the Weibull Birnbaum-Saunders distribution. This new distribution represents a more flexible model for the lifetime data. Its failure rate function can be increasing,…
Recent interest in human dynamics has stimulated the investigation of the stochastic processes that explain human behaviour in various contexts, such as mobile phone networks and social media. In this paper, we extend the stochastic…
Handling missing values plays an important role in the analysis of survival data, especially, the ones marked by cure fraction. In this paper, we discuss the properties and implementation of stochastic approximations to the…
Discrete biomarkers derived as cell densities or counts from tissue microarrays and immunostaining are widely used to study immune signatures in relation to survival outcomes in cancer. Although routinely collected, these signatures are not…
We study objective Bayesian inference for linear regression models with residual errors distributed according to the class of two-piece scale mixtures of normal distributions. These models allow for capturing departures from the usual…
The ratio of two densities provides a direct characterization of their differences. We consider the two-sample comparison problem by estimating this ratio given i.i.d. observations from two distributions. To this end, we propose additive…
This paper takes a quick look at Bayesian joint models (BJM) for longitudinal and survival data. A general formulation for BJM is examined in terms of the sampling distribution of the longitudinal and survival processes, the conditional…
In this article, we introduce mixture representations for likelihood ratio ordered distributions. Essentially, the ratio of two probability densities, or mass functions, is monotone if and only if one can be expressed as a mixture of…
The aim of this article is to determine a new six-parameter Beta Weibull distribution and its various associated functions, namely the cumulative distribution, survival, probability density and hazard functions. Next, we determine the…
In this paper we present a novel methodology to perform Bayesian model selection in linear models with heavy-tailed distributions. We consider a finite mixture of distributions to model a latent variable where each component of the mixture…
We establish sharp upper and lower bounds for distortion risk metrics under distributional uncertainty. The uncertainty sets are characterized by four key features of the underlying distribution: mean, variance, unimodality, and Wasserstein…
For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…
We study random fiber bundle model (RFBM) with different threshold strength distributions and load sharing rules. A mixed RFBM within global load sharing scheme is introduced which consists of weak and strong fibers with uniform…
In computational mechanics, multiple models are often present to describe a physical system. While Bayesian model selection is a helpful tool to compare these models using measurement data, it requires the computationally expensive…
Over the last five decades, we have seen strong methodological advances in survival analysis, mainly in two separate strands: One strand is based on a parametric approach that assumes some response distribution. More prominent, however, is…
This paper develops nonparametric estimation for discrete choice models based on the mixed multinomial logit (MMNL) model. It has been shown that MMNL models encompass all discrete choice models derived under the assumption of random…