Related papers: The Long Term Fr\'echet distribution: Estimation, …
Measuring the F\"{o}rster resonance energy transfer (FRET) efficiency of freely diffusing single molecules provides information about the sampled conformational states of the molecules. Under equilibrium conditions, the distribution of the…
The estimation of parameters in the frequency spectrum of a seasonally persistent stationary stochastic process is addressed. For seasonal persistence associated with a pole in the spectrum located away from frequency zero, a new…
Heavy-tailed distributions, such as the Cauchy distribution, are acknowledged for providing more accurate models for financial returns, as the normal distribution is deemed insufficient for capturing the significant fluctuations observed in…
We explore a statistical distribution that can simultaneously model the probability of zero outcome for non-users of health care utilization and continuous costs for users. We compare this distribution to other com- monly used models on…
We consider Bayesian hierarchical models for survival analysis, where the survival times are modeled through an underlying diffusion process which determines the hazard rate. We show how these models can be efficiently treated by means of…
Recently it has been observed that the bivariate generalized linear failure rate distribution can be used quite effectively to analyze lifetime data in two dimensions. This paper introduces a more general class of bivariate distributions.…
The density ratio model (DRM) is a semiparametric model that relates the distributions from multiple samples to a nonparametrically defined reference distribution via exponential tilting, with finite-dimensional parameters governing their…
The Cauchy-Rayleigh (CR) distribution has been successfully used to describe asymmetric and heavy-tail events from radar imagery. Employing such model to describe lifetime data may then seem attractive, but some drawbacks arise: its…
This paper deals with Elliptical Wishart distributions - which generalize the Wishart distribution - in the context of signal processing and machine learning. Two algorithms to compute the maximum likelihood estimator (MLE) are proposed: a…
From a systems biology perspective the majority of cancer models, although interesting and providing a qualitative explanation of some problems, have a major disadvantage in that they usually miss a genuine connection with experimental…
This paper proposes a robust and computationally efficient estimation framework for fitting parametric distributions based on trimmed L-moments. Trimmed L-moments extend classical L-moment theory by downweighting or excluding extreme order…
A new approach to adaptive design of clinical trials is proposed in a general multiparameter exponential family setting, based on generalized likelihood ratio statistics and optimal sequential testing theory. These designs are easy to…
In this paper, we introduce a new approach to generate flexible parametric families of distributions. These models arise on competitive and complementary risks scenario, in which the lifetime associated with a particular risk is not…
The ability of a cancer cell population to achieve heterogeneity in their phenotype distributions offers advantages in tumor invasiveness and drug resistance. Studying the mechanisms behind such observed heterogeneity in mammalian cells…
The mean residual life function is a key functional for a survival distribution. It has a practically useful interpretation as the expected remaining lifetime given survival up to a particular time point, and it also characterizes the…
A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in…
In this article we define new Fr\`Echet features for random cumulative distribution functions using contrast. These contrasts allow to construct Wasserstein costs and our new features minimize the average costs as the Fr\`Echet mean…
We consider structural equation modeling (SEM) with latent variables for diffusion processes based on high-frequency data. The quasi-likelihood estimators for parameters in the SEM are proposed. The goodness-of-fit test is derived from the…
Random utility theory models an agent's preferences on alternatives by drawing a real-valued score on each alternative (typically independently) from a parameterized distribution, and then ranking the alternatives according to scores. A…
Survival analysis aims at modeling the relationship between covariates and event occurrence with some untracked (censored) samples. In implementation, existing methods model the survival distribution with strong assumptions or in a discrete…