Related papers: On sums of dependent random lifetimes under the Ti…
We model two time and space scales discrete observations by using a unique continuous diffusion process with time dependent coefficient. We define new parameters for the large scale model as functions of the small scale distribution…
A new stochastic method for describing mortality is proposed and explored. It is based on differences of observed times series of the transform $\log(-\log x)$ of survival probabilities which seem to follow simple patterns over the years.…
An approach to the modelling of volatile time series using a class of uniformity-preserving transforms for uniform random variables is proposed. V-transforms describe the relationship between quantiles of the stationary distribution of the…
We argue that the transition to turbulence is controlled by large amplitude events that follow extreme distribution theory. The theory suggests an explanation for recent observations of the turbulent state lifetime which exhibit…
In time series classification and regression, signals are typically mapped into some intermediate representation used for constructing models. Since the underlying task is often insensitive to time shifts, these representations are required…
It is proved that the sum of n independent but non-identically distributed doubly truncated Normal distributions converges in distribution to a Normal distribution. It is also shown how the result can be applied in estimating a constrained…
If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…
We develop a novel method for counterfactual analysis based on observational data using prediction intervals for units under different exposures. Unlike methods that target heterogeneous or conditional average treatment effects of an…
The limitations resulting from the dichtomisation of continuous outcomes have been extensively described. But the need to present results based on binary outcomes in particular in health science remains. Alternatives based on the…
Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables (not necessarily identically distributed), and $\eta$ be a counting random variable independent of this sequence. We obtain sufficient conditions on…
McNamara and Dall (2011) identified novel relationships between the abundance of a species in different environments, the temporal properties of environmental change, and selection for or against dispersal. Here, the mathematics underlying…
We address the observability problem for ensembles that are described by probability distributions. The problem is to reconstruct a probability distribution of the initial state from the time-evolution of the probability distribution of the…
Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…
We propose a formal expansion of the transfer entropy to put in evidence irreducible sets of variables which provide information for the future state of each assigned target. Multiplets characterized by a large contribution to the expansion…
This paper presents an approach to modeling progressive event-history data when the overall objective is prediction based on time-dependent covariates. This approach does not model the hazard function directly. Instead, it models the…
This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…
In this paper, we introduce a new two-parameter lifetime distribution, called the exponential-generalized truncated logarithmic (EGTL) distribution, by compounding the exponential and generalized truncated logarithmic distributions. Our…
In this article, we consider abstract linear conservative systems and their time-discrete counterparts. Our main result is a representation formula expressing solutions of the continuous model through the solution of the corresponding…
Aging is a universal consequence of life, yet researchers have identified no universal theme. This manuscript considers aging from the perspective of entropy, wherein things fall apart. We first examine biological information change as a…
Extremal dependence between international stock markets is of particular interest in today's global financial landscape. However, previous studies have shown this dependence is not necessarily stationary over time. We concern ourselves with…