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We introduce a new methodology for analyzing serial data by quantile regression assuming that the underlying quantile function consists of constant segments. The procedure does not rely on any distributional assumption besides serial…

Methodology · Statistics 2020-09-09 Laura Jula Vanegas , Merle Behr , Axel Munk

In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…

Methodology · Statistics 2022-04-05 Bowen Liu , Malwane M. A. Ananda

A new class of distributions based on phase-type distributions is introduced in the current paper to model lifetime data in the field of reliability analysis. This one is the natural extension of the distribution proposed by Acal et al.…

Methodology · Statistics 2025-01-13 Juan Eloy Ruiz-Castro , Christian Acal , Juan B. Roldán

Descriptive statistics for parametric models are currently highly sensative to departures, gross errors, and/or random errors. Here, leveraging the structures of parametric distributions and their central moment kernel distributions, a…

Statistics Theory · Mathematics 2024-09-11 Li Tuobang

We are concerned with obtaining well-calibrated output distributions from regression models. Such distributions allow us to quantify the uncertainty that the model has regarding the predicted target value. We introduce the novel concept of…

Machine Learning · Statistics 2019-05-16 Hao Song , Tom Diethe , Meelis Kull , Peter Flach

A new family of penalty functions, adaptive to likelihood, is introduced for model selection in general regression models. It arises naturally through assuming certain types of prior distribution on the regression parameters. To study…

Methodology · Statistics 2013-08-26 Yang Feng , Tengfei Li , Zhiliang Ying

In this article, we proposed a new probability distribution named as power Maxwell distribution (PMaD). It is another extension of Maxwell distribution (MaD) which would lead more flexibility to analyze the data with non-monotone failure…

Applications · Statistics 2018-07-04 Abhimanyu Singh Yadav , Hassan S. Bakouch , Sanjay Kumar Singh , Umesh Singh

Usual estimation methods for the parameters of extreme values distribution employ only a few values, wasting a lot of information. More precisely, in the case of the Gumbel distribution, only the block maxima values are used. In this work,…

Data Analysis, Statistics and Probability · Physics 2019-02-22 Rubén Gómez González , M. Isabel Parra , Francisco Javier Acero , Jacinto Martín

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

Statistics Theory · Mathematics 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

The reconstruction of the parameter of the model by the measurement of the random variable depending on this parameter is one of the main tasks of statistics. In the paper the notion of the statistically dual distributions is introduced.…

Statistics Theory · Mathematics 2007-06-13 S. I. Bityukov , V. V. Smirnova , V. A. Taperechkina

The proportional odds model gives a method of generating new family of distributions by adding a parameter, called tilt parameter, to expand an existing family of distributions. The new family of distributions so obtained is known as…

Statistics Theory · Mathematics 2020-07-28 Pradip Kundu , Asok K. Nanda

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…

Statistics Theory · Mathematics 2014-10-29 Subrata Chakraborty , Dhrubajyoti Chakravarty

This article proposes a bivariate Simplex distribution for modeling continuous outcomes constrained to the interval $(0,1)$, which can represent proportions, rates, or indices. We derive analytical expressions to calculate the dependence…

The Birnbaum-Saunders distribution is a flexible and useful model which has been used in several fields. In this paper, a new bimodal version of this distribution based on the alpha-skew-normal distribution is established. We discuss some…

Statistics Theory · Mathematics 2020-07-27 Roberto Vila , Jeremias Leão , Helton Saulo , Mirza Nabeed , Manoel Santos-Neto

Data in the form of graphs, or networks, arise naturally in a number of contexts; examples include social networks and biological networks. We are often faced with the availability of multiple graphs on a single set of nodes. In this…

Methodology · Statistics 2018-11-30 Agnes Martine Nielsen , Daniela Witten

We propose a new class of semiparametric exponential family graphical models for the analysis of high dimensional mixed data. Different from the existing mixed graphical models, we allow the nodewise conditional distributions to be…

Machine Learning · Statistics 2015-10-16 Zhuoran Yang , Yang Ning , Han Liu

Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…

Methodology · Statistics 2014-03-18 Giuliano Galimberti , Elena Scardovi , Gabriele Soffritti

A six parameter distribution so-called the McDonald modified Weibull distribution is defined and studied. The new distribution contains, as special submodels, several important distributions discussed in the literature, such as the beta…

Methodology · Statistics 2013-09-13 Faton Merovci , Ibrahim Elbatal

Sine-skewed circular distributions are identifiable and have easily-computable trigonometric moments and a simple random number generation algorithm, whereas they are known to have relatively low levels of asymmetry. This study proposes a…

Methodology · Statistics 2024-02-16 Yoichi Miyata , Takayuki Shiohama , Toshihiro Abe

This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…

Machine Learning · Statistics 2021-10-12 K. P. Chowdhury