Related papers: Record-based transmuted unit omega distribution: d…
Transmuted geometric distribution with two parameters and is proposed as a new generalization of the geometric distribution by employing the quadratic transmutation techniques of Shaw and Buckley (2007). Its important distributional and…
The characterization of non-stationary signals requires joint time and frequency information. However, time (t) and frequency (omega) being non-commuting variables there cannot be a joint probability density in the (t,omega) plane and the…
This work deals with the estimation of parameters of Mittag-Leffler (ML($\alpha, \sigma$)) distribution. We estimate the parameters of ML($\alpha, \sigma$) using empirical Laplace transform method. The simulation study indicates that the…
A new notion of stochastic ordering is introduced to compare multivariate stochastic risk models with respect to extreme portfolio losses. In the framework of multivariate regular variation comparison criteria are derived in terms of…
This paper proposes a Sieve Simulated Method of Moments (Sieve-SMM) estimator for the parameters and the distribution of the shocks in nonlinear dynamic models where the likelihood and the moments are not tractable. An important concern…
We present evidence that the best model for empirical volume-price distributions is not always the same and it strongly depends in (i) the region of the volume-price spectrum that one wants to model and (ii) the period in time that is being…
Clustered observations are ubiquitous in controlled and observational studies and arise naturally in multi-centre trials or longitudinal surveys. We present a novel model for the analysis of clustered observations where the marginal…
In this paper, we investigate the parameter estimation for threshold Ornstein$\mathit{-}$Uhlenbeck processes. Least squares method is used to obtain continuous-type and discrete-type estimators for the drift parameters based on continuous…
In this paper, we provide $R$-estimators of the location of a rotationally symmetric distribution on the unit sphere of $\R^k$. In order to do so we first prove the local asymptotic normality property of a sequence of rotationally symmetric…
The aim of this article is to determine a new six-parameter Beta Weibull distribution and its various associated functions, namely the cumulative distribution, survival, probability density and hazard functions. Next, we determine the…
Multivariate elliptically-contoured distributions are widely used for modeling correlated and non-Gaussian data. In this work, we study the kurtosis of the elliptical model, which is an important parameter in many statistical analysis.…
Mazucheli et al. (2019) introduced the unit-Gompertz (UG) distribution and studied some of its properties. More specifically, they considered the random variable X =exp(-Y), where Y has the Gompertz distribution. In this paper, we consider…
We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…
We develop the generalized method of moments (GMM) estimation for the parameters of the finitely mixed multi-mixed fractional Ornstein--Uhlenbeck (mmfOU) processes, and analyze the consistency and asymptotic normality of this estimator. We…
The analysis of record-breaking events is of interest in fields such as climatology, hydrology or anthropology. In connection with the record occurrence, we propose three distribution-free statistics for the changepoint detection problem.…
We propose a novel diffusion-based image generation method called the observation-guided diffusion probabilistic model (OGDM), which effectively addresses the tradeoff between quality control and fast sampling. Our approach reestablishes…
Modeling the dynamics of probability distributions from time-dependent data samples is a fundamental problem in many fields, including digital health. The goal is to analyze how the distribution of a biomarker, such as glucose, changes over…
The out-of-time-ordered correlator (OTOC) is a powerful tool for probing quantum information scrambling, a fundamental process by which local information spreads irreversibly throughout a quantum many-body system. Experimentally measuring…
In this paper, we introduce a bivariate exponentaited generalized Weibull-Gompertz distribution. The model introduced here is of Marshall-Olkin type. Several properties are studied such as bivariate probability density function and it is…
This paper develops a Bayesian control chart for the percentiles of the Weibull distribution, when both its in-control and out-of-control parameters are unknown. The Bayesian approach enhances parameter estimates for small sample sizes that…