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This work studies the statistical properties of the maximum penalized likelihood approach in a semi-parametric framework. We recall the penalized likelihood approach for estimating a function and review some asymptotic results. We…

Statistics Theory · Mathematics 2014-01-31 Daniel Commenges , Jérémie Bureau , Hein Putter

In this work, we revisit the estimation of the model parameters of a Weibull distribution based on iid observations, using the maximum likelihood estimation (MLE) method which does not yield closed expressions of the estimators. Among other…

Computation · Statistics 2025-01-22 Buu-Chau Truong , Peter Mphekgwana , Nabendu Pal

Random effects model can account for the lack of fitting a regression model and increase precision of estimating area-level means. However, in case that the synthetic mean provides accurate estimates, the prior distribution may inflate an…

Methodology · Statistics 2016-12-05 Shonosuke Sugasawa , Tatsuya Kubokawa , Kota Ogasawara

In this paper, we consider the problem of estimating an extreme quantile of a Weibull tail-distribution. The new extreme quantile estimator has a reduced bias compared to the more classical ones proposed in the literature. It is based on an…

Methodology · Statistics 2011-04-01 Jean Diebolt , Laurent Gardes , Stéphane Girard , Armelle Guillou

We consider Bayesian nonparametric inference in the right-censoring survival model, where modeling is made at the level of the hazard rate. We derive posterior limiting distributions for linear functionals of the hazard, and then for `many'…

Statistics Theory · Mathematics 2021-06-01 Ismaël Castillo , Stéphanie van der Pas

In this paper a new lifetime distribution, which is called the exponentiated Weibull-geometric (EWG) distribution, is introduced. This new distribution obtained by compounding the exponentiated Weibull and geometric distributions. The EWG…

Methodology · Statistics 2012-12-23 Eisa Mahmoudi , Mitra Shiran

The Weibull distribution is one of the most used tools in reliability analysis. In this paper, assuming a Bayesian approach, we propose necessary and sufficient conditions to verify when improper priors lead to proper posteriors for the…

Statistics Theory · Mathematics 2020-05-19 Eduardo Ramos , Pedro L. Ramos

In Bayesian hypothesis testing and model selection, prior distributions must be chosen carefully. For example, setting arbitrarily large prior scales for location parameters, which is common practice in estimation problems, can lead to…

Statistics Theory · Mathematics 2019-11-25 Víctor Peña , James O. Berger

Kundu and Gupta (2007, Metrika, 65, 159 - 170) provided the analysis of Type-I hybrid censored competing risks data, when the lifetime distribution of the competing causes of failures follow exponential distribution. In this paper we…

Applications · Statistics 2017-07-18 Arnab Koley , D. Kundu , Ayon Ganguly

In this article the issues are discussed with the Bayesian approach, least-square fits, and most-likely fits. Trying to counter these issues, a method, based on weighted confidence, is proposed for estimating probabilities and other…

Statistics Theory · Mathematics 2017-01-26 Fetze Pijlman

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

This paper introduces a new generalization of the power generalized Weibull distribution called the generalized power generalized Weibull distribution. This distribution can also be considered as a generalization of Weibull distribution.…

Statistics Theory · Mathematics 2018-10-16 Mahmoud Ali Selim

In the present paper, we derive lower bounds for the risk of the nonparametric empirical Bayes estimators. In order to attain the optimal convergence rate, we propose generalization of the linear empirical Bayes estimation method which…

Statistics Theory · Mathematics 2013-06-12 Rida Benhaddou , Marianna Pensky

In this paper, we introduce a new class of distributions by compounding the exponentiated extended Weibull family and power series family. This distribution contains several lifetime models such as the complementary extended Weibull-power…

Other Statistics · Statistics 2015-03-31 Saeid Tahmasebi , Ali Akbar Jafari

Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…

Methodology · Statistics 2022-10-27 Qinglong Tian , Colin Lewis-Beck , Jarad Niemi , William Meeker

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…

Methodology · Statistics 2020-08-19 Debasis Kundu , Debanjan Mitra , Ayon Ganguly

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

Applications · Statistics 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun

Maximum approximate Bernstein likelihood estimates of the baseline density function and the regression coefficients in the proportional hazard regression models based on interval-censored event time data are proposed. This results in not…

Methodology · Statistics 2020-12-25 Zhong Guan

In this present work, we discuss the Bayesian inference for the bivariate pseudo-exponential distribution. Initially, we assume independent gamma priors and then pseudo-gamma priors for the pseudo-exponential parameters. We are primarily…

Methodology · Statistics 2023-06-27 Banoth Veeranna

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