Related papers: A new estimator for Weibull distribution parameter…
A multivariate survival function of Weibull Distribution is developed by expanding the theorem by Lu and Bhattacharyya (1990). From the survival function, the probability density function, the cumulative probability function, the…
We introduce a new method of estimation of parameters in semiparametric and nonparametric models. The method is based on estimating equations that are $U$-statistics in the observations. The $U$-statistics are based on higher order…
We address the problem of estimating the Weibull tail-coefficient which is the regular variation exponent of the inverse failure rate function. We propose a family of estimators of this coefficient and an associate extreme quantile…
In this paper, a modification of the conventional approximations to the quasi-maximum likelihood method is introduced for the parameter estimation of diffusion processes from discrete observations. This is based on a convergent…
The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…
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…
The paper presents improved mathematical models and methods for statistical regularities in the behavior of some important characteristics of precipitation: duration of a wet period, maximum daily and total precipitation volumes within a…
This paper proposes a Sieve Simulated Method of Moments (Sieve-SMM) estimator for the parameters and the distribution of the shocks in nonlinear dynamic models where the likelihood and the moments are not tractable. An important concern…
We extend collisional quantum thermometry schemes to allow for stochasticity in the waiting time between successive collisions. We establish that introducing randomness through a suitable waiting time distribution, the Weibull distribution,…
A novel approach to adding two additional parameters to a family of distributions for better adaptability has been put forth. This approach yields a versatile class of distributions supported on the positive real line. We proceed to analyze…
Stable subordinators, and more general subordinators possessing power law probability tails, have been widely used in the context of subdiffusions, where particles get trapped or immobile in a number of time periods, called constant…
Based on suitable left-truncated or censored data, two flexible classes of $M$-estimations of Weibull tail coefficient are proposed with two additional parameters bounding the impact of extreme contamination. Asymptotic normality with…
We present a new family of estimators of the Weibull tail-coefficient. The Weibull tail-coefficient is defined as the regular variation coefficient of the inverse failure rate function. Our estimators are based on a linear combination of…
We study the parameter estimation method for linear regression models with possibly skewed stable distributed errors. Our estimation procedure consists of two stages: first, for the regression coefficients, the Cauchy quasi-maximum…
The paper studies distributed static parameter (vector) estimation in sensor networks with nonlinear observation models and noisy inter-sensor communication. It introduces \emph{separably estimable} observation models that generalize the…
Laplace distribution is popular in the field of economics and finance. Still, data sets often show a lack of symmetry and a tendency of being bounded from either side of their support. In view of this, we introduce a new family of skew…
The objective of this paper is to extend an estimation method of parameters of the stable distributions in $\rd$ to the regularly varying tails distributions in an arbitrary cone. The consistency and the asymptotic normality of estimators…
We introduce a new set of consistent measures of risks, in terms of the semi-invariants of pdf's, such that the centered moments and the cumulants of the portfolio distribution of returns that put more emphasis on the tail the…
Discrete data are collected in many application areas and are often characterised by highly skewed and power-lawlike distributions. An example of this, which is considered in this paper, is the number of visits to a specialist, often taken…
Sample surveys are widely used to obtain information about totals, means, medians, and other parameters of finite populations. In many applications, similar information is desired for subpopulations such as individuals in specific…