Related papers: The Generalized-Alpha-Beta-Skew-Normal Distributio…
The univariate generalized extreme value (GEV) distribution is the most commonly used tool for analyzing the properties of rare events. The ever greater utilization of Bayesian methods for extreme value analysis warrants detailed…
In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful…
Motivated by applications in Bayesian analysis we introduce a multidimensional beta distribution in an ordered simplex. We study properties of this distribution and connect them with the generalized incomplete beta function. This function…
An active stream of literature has followed up the idea of skew-elliptical densities initiated by Azzalini and Capitanio (1999). Their original formulation was based on a general lemma which is however of broader applicability than usually…
We present a proposal to deal with the non-normality issue in the context of regression models with measurement errors when both the response and the explanatory variable are observed with error. We extend the normal model by jointly…
Popular deterministic approximations of posterior distributions from, e.g. the Laplace method, variational Bayes and expectation-propagation, generally rely on symmetric approximating families, often taken to be Gaussian. This choice…
Three-way data can be conveniently modelled by using matrix variate distributions. Although there has been a lot of work for the matrix variate normal distribution, there is little work in the area of matrix skew distributions. Three matrix…
In the bioinformatics field, there has been a growing interest in modelling dihedral angles of amino acids by viewing them as data on the torus. This has motivated, over the past years, new proposals of distributions on the bivariate torus.…
Generalized likelihood ratio statistics have been proposed in Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193] as a generally applicable method for testing nonparametric hypotheses about nonparametric functions. The likelihood ratio…
Background: We proposed approximate Bayesian computation with single distribution selection (ABC-SD) for estimating mean and standard deviation from other reported summary statistics. The ABC-SD generates pseudo data from a single…
We develop two novel approaches for constructing skewed and bimodal flexible distributions that can effectively generalize classical symmetric distributions. We illustrate the application of introduced techniques by extending normal,…
Estimating boundary curves has many applications such as economics, climate science, and medicine. Bayesian trend filtering has been developed as one of locally adaptive smoothing methods to estimate the non-stationary trend of data. This…
We propose a new family of error distributions for model-based quantile regression, which is constructed through a structured mixture of normal distributions. The construction enables fixing specific percentiles of the distribution while,…
Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…
The Wishart distribution and its generalizations are among the most prominent probability distributions in multivariate statistical analysis, arising naturally in applied research and as a basis for theoretical models. In this paper, we…
In this paper, the study of bivariate generalised beta type I and II distributions is extended to the complex matrix variate case, for which the corresponding density functions are found. In addition, for complex bimatrix variate beta type…
We consider the Bayesian binary regression model and we introduce a new class of distributions, the Perturbed Unified Skew-Normal (pSUN, henceforth), which generalizes the Unified Skew-Normal (SUN) class. We show that the new class is…
The ongoing replication crisis in science has increased interest in the methodology of replication studies. We propose a novel Bayesian analysis approach using power priors: The likelihood of the original study's data is raised to the power…
We introduce two probabilistic models of random log-concave polynomials, the uniform model and the beta model, and study the asymptotic distribution of their zeros in the complex plane. In the uniform model, we show that the empirical root…
For estimating a positive normal mean, Zhang and Woodroofe (2003) as well as Roe and Woodroofe (2000) investigate 100($1-\alpha)%$ HPD credible sets associated with priors obtained as the truncation of noninformative priors onto the…