Related papers: A Bimodal Weibull Distribution: Properties and Inf…
Bi-factor and second-order models based on copulas are proposed for item response data, where the items can be split into non-overlapping groups such that there is a homogeneous dependence within each group. Our general models include the…
As mathematical model for the evolutionary equations of species the masterequation is choiced. Two formulations will be demonstrated to include the changes of parameters into the masterequation - that is, on the one hand, the formation of a…
Fertility plans, measured by the number of planned children, have been found to be affected by education and family background via complex tail dependencies. This challenge was previously met with the use of non-parametric jittering…
Bayesian spatial modeling of heavy-tailed distributions has become increasingly popular in various areas of science in recent decades. We propose a Weibull regression model with spatial random effects for analyzing extreme economic loss.…
The popular generalized additive model framework is extended to allow both the mean curves and the response distribution to be nonparametric. The approach is demonstrated to be a flexible yet parsimonious tool for data analysis in its own…
In the study of heavy tail data, several models have been introduced. If the interest is in the tail of the distribution, block maxima or excess over thresholds are the typical approaches, wasting relevant information in the bulk of the…
A new probabilistic post-processing method for wind vectors is presented in a distributional regression framework employing the bivariate Gaussian distribution. In contrast to previous studies all parameters of the distribution are…
Stable distributions provide a flexible framework for modeling heavy-tailed and skewed data, with the stability index $\alpha$ quantifying tail heaviness. We propose a new semiparametric estimator for $\alpha$ that leverages the two-sum…
This paper provides a mixture modeling framework using the bivariate generalized exponential distribution. We study different properties of this mixture distribution. Hierarchical EM algorithm is developed for finding the estimates of the…
In this work we introduce the class of unit-Weibull Autoregressive Moving Average models for continuous random variables taking values in $(0,1)$. The proposed model is an observation driven one, for which, conditionally on a set of…
This work considers the variable-exponent fractional diffusion-wave equation, which describes, e.g. the propagation of mechanical diffusive waves in viscoelastic media with varying material properties. Rigorous numerical analysis for this…
In this paper, we analyze the relative errors that crop up in the various reliability measures due to the tacit assumption that the components are independently working associated with a $n$-component series system or a parallel system…
In this work, we address modal parameter fluctuations in statistical distributions describing charge-to-breakdown $(Q_{BD})$ and/or time-to-breakdown $(t_{BD})$ during the dielectric breakdown regime of ultra-thin oxides, which are of high…
Considering the flexibility and applicability of Bayesian modeling, in this work we revise the main characteristics of two hierarchical models in a regression setting. We study the full probabilistic structure of the models along with the…
In this paper, a practical estimation method for a regression model is proposed using semiparametric efficient score functions applicable to data with various shapes of errors. First, I derive semiparametric efficient score vectors for a…
Two-component mixture models are particularly useful for identifying differentially expressed genes, but their performance can deteriorate markedly when the alternative distribution departs from parametric assumptions or symmetry. We…
Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-explicit form of the probability density function,…
In this paper, we introduce a new class of distributions which is obtained by compounding the extended Weibull and power series distributions. The compounding procedure follows the same set-up carried out by Adamidis and Loukas (1998) and…
In analyzing synthetic earthquake catalogs created by a two-dimensional Burridge-Knopoff model, we have found that a probability distribution of the interoccurrence times, the time intervals between successive events, can be described…
Longitudinal models with dynamics governed by differential equations may require numerical integration alongside parameter estimation. We have identified a situation where the numerical integration introduces error in such a way that it…