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Robust estimation of location and concentration parameters for the von Mises-Fisher distribution is discussed. A key reparametrisation is achieved by expressing the two parameters as one vector on the Euclidean space. With this…
This paper explores the theory behind the rich and robust family of {\alpha}-stable distributions to estimate parameters from financial asset log-returns data. We discuss four-parameter estimation methods including the quantiles,…
Two approaches are suggested to the definition of asymmetric generalized Weibull distribution. These approaches are based on the representation of the two-sided Weibull distributions as variance-mean normal mixtures or more general…
In this paper, we introduce a new bivariate distribution we called it bivariate expo- nentiated modified Weibull extension distribution (BEMWE). The model introduced here is of Marshall-Olkin type. The marginals of the new bivariate…
Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and tau-estimators among others. However, the finite-sample efficiency of…
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Generalized Extreme-Value (GEV) distribution to a sample of block maxima. Despite claims to the contrary, the asymptotic normality of the maximum…
The purpose of this paper is to introduce two semiparametric methods for the estimation of copula parameter. These methods are based on minimum Alpha-Divergence between a non-parametric estimation of copula density using local likelihood…
We extend a recently established asymptotic normality theorem for generalized linear mixed models to include the dispersion parameter. The new results show that the maximum likelihood estimators of all model parameters have asymptotically…
In this article, the analysis of left truncated and right censored competing risks data is carried out, under the assumption of the latent failure times model. It is assumed that there are two competing causes of failures, although most of…
Human dynamics and sociophysics suggest statistical models that may explain and provide us with a better understanding of social phenomena. Here we propose a generative multiplicative decrease model that gives rise to a rank-order…
In capture-recapture experiments, individual covariates may be subject to missing, especially when the number of times of being captured is small. When the covariate information is missing at random, the inverse probability weighting method…
We propose to integrate weapon system features (such as weapon system manufacturer, deployment time and location, storage time and location, etc.) into a parameterized Cox-Weibull [1] reliability model via a neural network, like DeepSurv…
In this paper, we explicitly derive unbiased estimators for various functions of the rate parameter of the exponential distribution in the absence of a location parameter, including powers of the rate parameter, the $q$th quantile, the…
This paper derives the nonparametric maximum likelihood estimator (NPMLE) of a distribution function from observations which are subject to both bias and censoring. The NPMLE is obtained by a simple EM algorithm which is an extension of the…
This paper proposes a new approach for estimating the failure time distribution using the indicator data. The indicators, which are checked by periodic inspection of a standby redundant system, only convey whether at least one failure…
A hybrid censoring scheme is a mixture of Type-I and Type-II censoring schemes. We study the estimation of parameters of weighted exponential distribution based on Type-II hybrid censored data. By applying EM algorithm, maximum likelihood…
The Weibull parametrization of the multiplicity distribution is used to describe the multidimensional local fluctuations and genuine multiparticle correlations measured by OPAL in the large statistics $e^{+}e^{-} \to Z^{0} \to hadrons$…
We present a maximum-likelihood method for parameter estimation in terahertz time-domain spectroscopy. We derive the likelihood function for a parameterized frequency response function, given a pair of time-domain waveforms with known…
The stationary distribution of allele frequencies under a variety of Wright--Fisher $k$-allele models with selection and parent independent mutation is well studied. However, the statistical properties of maximum likelihood estimates of…
We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…