Related papers: Estimation of Mittag-Leffler Parameters
In this paper we provide a general framework for estimating symmetric properties of distributions from i.i.d. samples. For a broad class of symmetric properties we identify the easy region where empirical estimation works and the difficult…
General fractional calculus offers an elegant and self-consistent path toward the generalization of fractional calculus to an enhanced class of kernels. Prabhakar's theory can be thought of, to some extent, as an explicit realization of…
We study modeling and inference with the Elliptical Gamma Distribution (EGD). We consider maximum likelihood (ML) estimation for EGD scatter matrices, a task for which we develop new fixed-point algorithms. Our algorithms are efficient and…
In this paper, we propose some estimators for the parameters of a statistical model based on Kullback-Leibler divergence of the survival function in continuous setting. We prove that the proposed estimators are subclass of "generalized…
Fragmentary data is becoming more and more popular in many areas which brings big challenges to researchers and data analysts. Most existing methods dealing with fragmentary data consider a continuous response while in many applications the…
This paper deals with the solution of unified fractional reaction-diffusion systems. The results are obtained in compact and elegant forms in terms of Mittag-Leffler functions and generalized Mittag-Leffler functions, which are suitable for…
The main objective of this article is to present $\nu$-fractional derivative $\mu$-differentiable functions by considering 4-parameters extended Mittag-Leffler function (MLF). We investigate that the new $\nu$-fractional derivative…
With recent advances in sequencing technologies, large amounts of epigenomic data have become available and computational methods are contributing significantly to the progress of epigenetic research. As an orthogonal approach to methods…
The multivariate generalized Gaussian distribution (MGGD), also known as the multivariate exponential power (MEP) distribution, is widely used in signal and image processing. However, estimating MGGD parameters, which is required in…
Triangular distributions are a well-known class of distributions that are often used as elementary example of a probability model. In the past, enumeration and order statistic-based methods have been suggested for the maximum likelihood…
The fractional Poisson process has recently attracted experts from several fields of study. Its natural generalization of the ordinary Poisson process made the model more appealing for real-world applications. In this paper, we generalized…
Geometric generalized Mittag-Leffler distributions having the Laplace transform $\frac{1}{1+\beta\log(1+t^\alpha)},0<\alpha\le 2,\beta>0$ is introduced and its properties are discussed. Autoregressive processes with Mittag-Leffler and…
This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…
Generalized Method of Moments (GMM) estimators in their various forms, including the popular Maximum Likelihood (ML) estimator, are frequently applied for the evaluation of complex econometric models with not analytically computable moment…
We study the problem of estimating the parameters of a regression model from a set of observations, each consisting of a response and a predictor. The response is assumed to be related to the predictor via a regression model of unknown…
In this paper, a new estimate is obtained for the multinomial Mittag-Leffler function. This function was introduced by Yuri Luchko and Rudolfo Gorenflo as the fundamental solution of the ordinary differential equation of fractional discrete…
For parameter estimation of continuous and discrete distributions, we propose a generalization of the method of moments (MM), where Stein identities are utilized for improved estimation performance. The construction of these Stein-type…
Marginal model is a popular instrument for studying longitudinal data and cluster data. This paper investigates the estimator of marginal model with subgroup auxiliary information. To marginal model, we propose a new type of auxiliary…
This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters identified by high dimensional moment restrictions with weakly dependent data when the dimensions of the moment restrictions and…
The modelling of data on a spherical surface requires the consideration of directional probability distributions. To model asymmetrically distributed data on a three-dimensional sphere, Kent distributions are often used. The moment…