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We propose a M-quantile regression model for the analysis of multivariate, continuous, longitudinal data. M-quantile regression represents an appealing alternative to standard regression models, as it combines the robustness of quantile and…

Nowadays, there is a series of complexities in biophysics that require a suitable approach to determine the measurable quantity. In this way, the superstatistics has been an important tool to investigate dynamic aspects of particles,…

Statistical Mechanics · Physics 2020-02-26 Maike A. F. dos Santos

Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…

Computation · Statistics 2017-05-05 Lampros Bouranis , Nial Friel , Florian Maire

The beta family owes its privileged status within unit interval distributions to several relevant features such as, for example, easyness of interpretation and versatility in modeling different types of data. However, its flexibility at the…

Statistics Theory · Mathematics 2017-06-28 Carlo Orsi

We provide a semi-parametric analysis for the proportional likelihood ratio model, proposed by Luo & Tsai (2012). We study the tangent spaces for both the parameter of interest and the nuisance parameter, and obtain an explicit expression…

Statistics Theory · Mathematics 2019-07-15 Yair Goldberg , Malka Gorfine

Modern data analysis frequently involves variables with highly non-Gaussian marginal distributions. However, commonly used analysis methods are most effective with roughly Gaussian data. This paper introduces an automatic transformation…

Methodology · Statistics 2016-01-11 Qing Feng , Jan Hannig , J. S. Marron

The negative binomial distribution has been widely used as a more flexible model than the Poisson distribution for count data. However, when the true data-generating process is Poisson, it is often challenging to distinguish it from a…

Statistics Theory · Mathematics 2026-04-07 Yingying Yang , Niloufar Dousti Mousavi , Zhou Yu , Jie Yang

Compound Poisson distributions have been employed by many authors to fit experimental data, typically via the method of moments or maximum likelihood estimation. We propose a new technique and apply it to several sets of published data. It…

Methodology · Statistics 2025-04-01 S. R. Mane

Density regression provides a flexible strategy for modeling the distribution of a response variable $Y$ given predictors $\mathbf{X}=(X_1,\ldots,X_p)$ by letting that the conditional density of $Y$ given $\mathbf{X}$ as a completely…

Statistics Theory · Mathematics 2016-01-07 Weining Shen , Subhashis Ghosal

Linear regression is a frequently used tool in statistics, however, its validity and interpretability relies on strong model assumptions. While robust estimates of the coefficients' covariance extend the validity of hypothesis tests and…

Methodology · Statistics 2015-04-23 Werner Brannath , Martin Scharpenberg

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

We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions. Our methodology applies to many situations in statistics and machine learning, including Multinomial-Dirichlet…

Methodology · Statistics 2021-06-22 Jingyu He , Nicholas Polson , Jianeng Xu

From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…

Statistics Theory · Mathematics 2007-11-01 T. Royen

In this paper, we propose a novel factor-augmented forecasting regression model with a binary response variable. We develop a maximum likelihood estimation method for the regression parameters and establish the asymptotic properties of the…

Econometrics · Economics 2025-07-23 Tingting Cheng , Jiachen Cong , Fei Liu , Xuanbin Yang

In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…

Methodology · Statistics 2024-09-02 Roberto Vila , Helton Saulo , Leonardo Santos , João Monteiros , Felipe Quintino

Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…

Applications · Statistics 2018-05-25 Sophia Kyriakou , Ioannis Kosmidis , Nicola Sartori

Probability distribution theory helps in studying the impact of various dimensions in life while the Mittag-Leffler function and bicomplex are used in electromagnetism, quantum mechanics, and signal theory. Considering the importance of…

Probability · Mathematics 2024-11-22 Dharmendra Kumar Singh , Chinmay Sharma

This article proposes a bivariate Simplex distribution for modeling continuous outcomes constrained to the interval $(0,1)$, which can represent proportions, rates, or indices. We derive analytical expressions to calculate the dependence…

As a classic parameter from the binomial distribution, the binomial proportion has been well studied in the literature owing to its wide range of applications. In contrast, the reciprocal of the binomial proportion, also known as the…

Methodology · Statistics 2021-08-31 Jiajin Wei , Ping He , Tiejun Tong

This article aims to introduced a new distribution named as extended xgamma (EXg) distribution. This generalization is derived from xgamma distribution (Xg), a special finite mixture of exponential and gamma distributions [see, Sen et al.…

Statistics Theory · Mathematics 2019-09-04 Mahendra Saha , Abhimanyu Singh Yadav , Arvind Pandey , Shivanshi Shukla , Sudhansu S Maiti