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In this paper, we consider the problem of the estimation of a Weibull tail-coefficient. In particular, we propose a regression model, from which we derive a bias-reduced estimator. This estimator is based on a least-squares approach. The…

Statistics Theory · Mathematics 2011-04-01 J. Diebolt , L. Gardes , S. Girard , A. Guillou

Randomized algorithms sometimes employ a restart strategy. After a certain number of steps, the current computation is aborted and restarted with a new, independent random seed. In some cases, this results in an improved overall expected…

Data Structures and Algorithms · Computer Science 2019-04-29 Jan-Hendrik Lorenz

The present paper considers modified extension of the exponential distribution with three parameters. We study the main properties of this new distribution, with special emphasis on its median, mode and moments function and some…

Other Statistics · Statistics 2015-10-28 M. A. El-Damcese , Dina. A. Ramadan

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

Machine Learning · Computer Science 2012-07-03 Qiang Liu , Alexander Ihler

We present evidence that the best model for empirical volume-price distributions is not always the same and it strongly depends in (i) the region of the volume-price spectrum that one wants to model and (ii) the period in time that is being…

Statistical Finance · Quantitative Finance 2015-06-22 Paulo Rocha , Frank Raischel , João Pedro Boto , Pedro G. Lind

Estimation of reliability and hazard rate is one of the most important problems raised in many applications especially in engineering studies as well as human lifetime. In this regard, different methods of estimation have been used. Each…

Methodology · Statistics 2021-07-27 Hassan Piriaeia , Omid Shojaee

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

By recognizing that the main difficulty of the modeling of daily precipitation amounts is the selection of an appropriate probability distribution, this study aims to establish a model selection framework to identify the appropriate…

Applications · Statistics 2020-09-01 Hsien-Wei Chen

We develop flexible multi-parameter regression survival models for interval censored survival data arising in longitudinal prospective studies and longitudinal randomised controlled clinical trials. A multi-parameter Weibull regression…

Methodology · Statistics 2019-01-29 Defen Peng , Gilbert MacKenzie , Kevin Burke

Estimating probability distributions which describe where an object is likely to be from camera data is a task with many applications. In this work we describe properties which we argue such methods should conform to. We also design a…

Computer Vision and Pattern Recognition · Computer Science 2023-03-10 David Mohlin , Josephine Sullivan

In the usual statistical inference problem, we estimate an unknown parameter of a statistical model using the information in the random sample. A priori information about the parameter is also known in several real-life situations. One such…

Statistics Theory · Mathematics 2024-11-11 Lakshmi Kanta Patra , Constantinos Petropoulos , Shrajal Bajpai , Naresh Garg

Estimation for the log-logistic and Weibull distributions can be performed by using the equations used for probability plotting. The equations leads to highly heteroscedastic regression. Exact expressions for the variances of the residuals…

Statistics Theory · Mathematics 2018-11-06 J. M. van Zyl

We consider generalized linear regression analysis with left-censored covariate due to the lower limit of detection. Complete case analysis by eliminating observations with values below limit of detection yields valid estimates for…

Methodology · Statistics 2014-12-09 Shengchun Kong , Bin Nan

The Sustainable Development Goals (SDGs) of the United Nations consist of 17 general objectives, subdivided into 169 targets to be achieved by 2030. Several SDG indices and indicators require continuous analysis and evaluation, and most of…

Methodology · Statistics 2025-08-26 João Inácio Scrimini , Cleber Bisognin , Renata Rojas Guerra , Fábio M. Bayer

In this paper, we introduce a new three-parameter distribution based on the combination of re-parametrization of the so-called EGNB2 and transmuted exponential distributions. This combination aims to modify the transmuted exponential…

Statistics Theory · Mathematics 2020-02-11 Christophe Chesneau , Hassan S. Bakouch , Muhammad Nauman Khan

Many signal processing algorithms for distributed sensors are capable of improving their performance if the positions of sensors are known. In this paper, we focus on estimators for inferring the relative geometry of distributed arrays and…

Signal Processing · Electrical Eng. & Systems 2020-04-14 Szymon Woźniak , Konrad Kowalczyk

We derive uniform convergence rates for the maximum likelihood estimator and minimax lower bounds for parameter estimation in two-component location-scale Gaussian mixture models with unequal variances. We assume the mixing proportions of…

Statistics Theory · Mathematics 2020-06-02 Tudor Manole , Nhat Ho

Based on independent progressively Type-II censored samples from two-parameter Rayleigh distributions with the same location parameter but different scale parameters, the UMVUE and maximum likelihood estimator of $R=P(Y<X)$ are obtained.…

Applications · Statistics 2017-09-05 Akram Kohansal , Saeid Rezakhah

Maximum likelihood estimations for the parameters of extreme value distributions are discussed in this paper using fixed point iteration. The commonly used numerical approach for addressing this problem is the Newton-Raphson approach which…

Computation · Statistics 2009-02-03 Tewfik Kernane , Zohrh A. Raizah

The Dirichlet distribution, also known as multivariate beta, is the most used to analyse frequencies or proportions data. Maximum likelihood is widespread for estimation of Dirichlet's parameters. However, for small sample sizes, the…

Methodology · Statistics 2021-03-04 Vincenzo Gioia , Euloge Clovis Kenne Pagui