Related papers: Stochastic orderings between two finite mixture mo…
This paper develops a two-part finite mixture quantile regression model for semi-continuous longitudinal data. The proposed methodology allows heterogeneity sources that influence the model for the binary response variable, to influence…
This paper investigates the time-varying structure of Fama and French's (1993; 2015) multi-factor models using Fama and MacBeth's (1973) two-step estimation based on the rolling window method. In particular, we employ the generalized GRS…
We study a class of stochastic models of mass transport on discrete vertex set $V$. For these models, a one-parameter family of homogeneous product measures $\otimes_{i\in V} \nu_\theta$ is reversible. We prove that the set of mixtures of…
Based on a nonabelian generalization of electric-magnetic duality, the Dualized Standard Model (DSM) suggests a natural explanation for exactly 3 generations of fermions as the `dual colour' $\widetilde{SU}(3)$ symmetry broken in a…
Stochastic ordering of distributions of random variables may be defined by the relative convexity of the tail functions. This has been extended to higher order stochastic orderings, by iteratively reassigning tail-weights. The actual…
In this paper we investigate the flexibility of matrix distributions for the modeling of mortality. Starting from a simple Gompertz law, we show how the introduction of matrix-valued parameters via inhomogeneous phase-type distributions can…
Scientists and engineers are often interested in learning the number of subpopulations (or components) present in a data set. A common suggestion is to use a finite mixture model (FMM) with a prior on the number of components. Past work has…
Mixture models are one of the most widely used statistical tools when dealing with data from heterogeneous populations. This paper considers the long-standing debate over finite mixture and infinite mixtures and brings the two modelling…
Heterogeneity of many building materials complicates numerical modelling of structural behaviour. The material randomicity can be manifested by different values of material parameters of each material specimen. To capture inherent…
This article discusses the problem of estimation of parameters in finite mixtures when the mixture components are assumed to be symmetric and to come from the same location family. We refer to these mixtures as semi-parametric because no…
We introduce some new generalized stochastic orderings (in the spirit of relative ageing) which compare probability distributions with the exponential distribution. These orderings are useful to understand the phenomenon of positive ageing…
In this article we suggest a new statistical approach considering survival heterogeneity as a breakpoint model in an ordered sequence of time to event variables. The survival responses need to be ordered according to a numerical covariate.…
In this paper the problems of the retrospective analysis of models with time-varying structure are considered. These models include contamination models with randomly switching parameters and multivariate classification models with an…
The posterior distribution of the number of components k in a finite mixture satisfies a set of inequality constraints. The result holds irrespective of the parametric form of the mixture components and under assumptions on the prior…
The functional defined as the squared modulus of the spatial average of the wave function squared, plays the role of an ``order parameter'' for the transition between Hamiltonian ensembles with orthogonal and unitary symmetry. Upon breaking…
We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…
Stochastic modeling has become a popular approach to quantify uncertainty in flows through heterogeneous porous media. The uncertainty in heterogeneous structure properties is often parameterized by a high-dimensional random variable. This…
Due to the lack of long-range order, it remains challenging to characterize the structure of disordered solids and understand the nature of the glass transition. Here we propose a new structural order parameter by taking into account…
This work considers stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components having lifetimes following the proportional odds (PO) model. The joint distribution of component lifetimes is…
The state-of-the art proof of a global inf-sup condition on mixed finite element schemes does not allow for an analysis of truly indefinite, second-order linear elliptic PDEs. This paper, therefore, first analyses a nonconforming finite…