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The correlated Wishart model provides a standard tool for the analysis of correlations in a rich variety of systems. Although much is known for complex correlation matrices, the empirically much more important real case still poses…
We introduce the beta generalized normal distribution which is obtained by compounding the beta and generalized normal [Nadarajah, S., A generalized normal distribution, \emph{Journal of Applied Statistics}. 32, 685--694, 2005]…
Beta-sorted portfolios -- portfolios comprised of assets with similar covariation to selected risk factors -- are a popular tool in empirical finance to analyze models of (conditional) expected returns. Despite their widespread use, little…
In this paper, we study a high-dimensional random matrix model from nonparametric statistics called the Kendall rank correlation matrix, which is a natural multivariate extension of the Kendall rank correlation coefficient. We establish the…
A novel approach towards construction of absolutely continuous distributions over the unit interval is proposed. Considering two absolutely continuous random variables with positive support, this method conditions on their convolution to…
The beta distribution serves as a canonical tool for modeling probabilities in statistics and machine learning. However, there is limited work on flexible and computationally convenient stochastic process extensions for modeling dependent…
Linear models with a growing number of parameters have been widely used in modern statistics. One important problem about this kind of model is the variable selection issue. Bayesian approaches, which provide a stochastic search of…
We introduce in this paper a new generalization of the flexible Weibull distribution with four parameters. This model based on the Beta generalized (BG) distribution, Eugene et al. \cite{Eugeneetal2002}, they first using the BG distribution…
We study the effect of time evolution on galaxy bias. We argue that at any order in perturbations, the galaxy density contrast can be expressed in terms of a finite set of locally measurable operators made of spatial and temporal…
A study of statistics of transmission and reflection from a random medium with stochastic amplification as opposed to coherent amplification is presented. It is found that the transmission coefficient $t$, for sample length $L$ less than…
The Transformed-Transformer family of distributions are the resulting family of distributions as transformed from a random variable $T$ through another transformer random variable $X$ using a weight function $\omega$ of the cumulative…
We introduce a model for a growing random graph based on simultaneous reproduction of the vertices. The model can be thought of as a generalisation of the reproducing graphs of Southwell and Cannings and Bonato et al to allow for a random…
We study Fredholm determinants of the Painlev\'e II and Painlev\'e XXXIV kernels. In certain critical unitary random matrix ensembles, these determinants describe special gap probabilities of eigenvalues. We obtain Tracy-Widom formulas for…
In spite of its simplicity, the central limit theorem captures one of the most outstanding phenomena in mathematical physics, that of universality. While this classical result is well understood it is still not very clear what happens to…
We investigate the statistics of trees grown from some initial tree by attaching links to preexisting vertices, with attachment probabilities depending only on the valence of these vertices. We consider the asymptotic mass distribution that…
We provide a Galton--Watson model for the growth of a bacterial population in the presence of antibiotics. We assume that bacterial cells either die or duplicate, and the corresponding probabilities depend on the concentration of the…
From the works of Rauzy and Thurston, we know how to construct (multiple) tilings of some Euclidean space using the conjugates of a Pisot unit $\beta$ and the greedy $\beta$-transformation. In this paper, we consider different…
We examine random variables in the power law/regularly varying class with stochastic tail exponent, the exponent $\alpha$ having its own distribution. We show the effect of stochasticity of $\alpha$ on the expectation and higher moments of…
Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…
In this paper, an alpha-beta-skew-logistic distribution is proposed following the same methodology as those of alpha-beta-skew-normal of Shafiei et al. (2016) and investigated some of its related distributional properties. Finally, the…