Related papers: Emperical Study on Various Symmetric Distributions…
The transmission dynamics of an epidemic are rarely homogeneous. Super-spreading events and super-spreading individuals are two types of heterogeneous transmissibility. Inference of super-spreading is commonly carried out on secondary case…
The task of distribution generalization concerns making reliable prediction of a response in unseen environments. The structural causal models are shown to be useful to model distribution changes through intervention. Motivated by the…
We study Bayesian linear regression models with skew-symmetric scale mixtures of normal error distributions. These kinds of models can be used to capture departures from the usual assumption of normality of the errors in terms of heavy…
There is increasing interest in flexible parametric models for the analysis of time-to-event data, yet Bayesian approaches that offer incorporation of prior knowledge remain underused. A flexible Bayesian parametric model has recently been…
A new forecasting method based on the concept of the profile predictive the likelihood function is proposed for discrete-valued processes. In particular, generalized autoregressive and moving average (GARMA) models for Poisson distributed…
We seek to narrow the gap between parametric and nonparametric modelling of stationary time series processes. The approach is inspired by recent advances in focused inference and model selection techniques. The paper generalises and extends…
Beta regression models are a suitable choice for continuous response variables on the unity interval. Random effects add further flexibility to the models and accommodate data structures such as hierarchical, repeated measures and…
In the analysis of count data often the equidispersion assumption is not suitable, hence the Poisson regression model is inappropriate. As a generalization of the Poisson distribution, the COM-Poisson distribution can deal with under-,…
A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…
We propose a novel framework for modeling time-varying persistence in economic time series, allowing for smoothly evolving heterogeneity in shock dynamics. We leverage localized regression techniques to flexibly identify changes in…
The statistical duality of distributions is a powerful tool for statistical inferences. In the paper the statistical duality of Laplace distribution is discussed. As shown the confidence density of the parameter of this distribution is…
In this paper the generalization of the Poisson distribution is derived for the case when each consecutive event changes event rate. A simple formula for the probability of observing of a given number of events for the selected period of…
Probabilistic models help us encode latent structures that both model the data and are ideally also useful for specific downstream tasks. Among these, mixture models and their time-series counterparts, hidden Markov models, identify…
Estimation of crossed random effects models commonly requires computational costs that grow faster than linearly in the sample size $N$, often as fast as $\Omega(N^{3/2})$, making them unsuitable for large data sets. For non-Gaussian…
We consider nonparametric estimation of a mixed discrete-continuous distribution under anisotropic smoothness conditions and possibly increasing number of support points for the discrete part of the distribution. For these settings, we…
A Poisson autoregressive (PAR) model accounting for discreteness and autocorrelation of count time series data is typically estimated in the state-space modelling framework through extended Kalman filter. However, because of the complex…
The stationary distribution of allele frequencies under a variety of Wright--Fisher $k$-allele models with selection and parent independent mutation is well studied. However, the statistical properties of maximum likelihood estimates of…
In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…
A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the class of normal densities that are equi-dispersed constitutes…
In this study by considering Balakrishnan mechanism a new form of alpha skew distribution is proposed and properties are investigated. The suitability of the proposed distribution has tested at the end with appropriate data fitting…