Related papers: An objective non-local prior for skew-symmetric mo…

In objective Bayesian model selection, no single criterion has emerged as dominant in defining objective prior distributions. Indeed, many criteria have been separately proposed and utilized to propose differing prior choices. We first…

We discuss the use of symmetries for analysing the structural identifiability and observability of control systems. Special emphasis is put on the role of discrete symmetries, in contrast to the more commonly studied continuous or Lie…

Cook's [J. Roy. Statist. Soc. Ser. B 48 (1986) 133--169] local influence approach based on normal curvature is an important diagnostic tool for assessing local influence of minor perturbations to a statistical model. However, no rigorous…

The asymmetric skew divergence smooths one of the distributions by mixing it, to a degree determined by the parameter $\lambda$, with the other distribution. Such divergence is an approximation of the KL divergence that does not require the…

One-class anomaly detection aims to detect objects that do not belong to a predefined normal class. In practice training data lack those anomalous samples; hence state-of-the-art methods are trained to discriminate between normal and…

This paper discusses the local linear smoothing to estimate the unknown first and second infinitesimal moments in second-order jump-diffusion model based on Gamma asymmetric kernels. Under the mild conditions, we obtain the weak consistency…

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

In this work, we propose a method for determining a non-uniform sampling scheme for multi-dimensional signals by solving a convex optimization problem reminiscent of the sensor selection problem. The resulting sampling scheme minimizes the…

This paper propose a novel decomposable graphical model to accommodate skew Gaussian graphical models. We encode conditional independence structure among the components of the multivariate closed skew normal random vector by means of a…

It is shown that the first-order term of the asymptotic bias of the posterior mean is removed by a suitable choice of a prior density. In regular statistical models including exponential families, and linear and logistic regression models,…

The comparison of a parameter in $k$ populations is a classical problem in statistics. Testing for the equality of means or variances are typical examples. Most procedures designed to deal with this problem assume that $k$ is fixed and that…

Local variable selection aims to test for the effect of covariates on an outcome within specific regions. We outline a challenge that arises in the presence of non-linear effects and model misspecification. Specifically, for common…

In this paper we propose an objective Bayesian estimation approach for the parameters of the generalized gamma distribution. Various reference priors are obtained, but showing that they lead to improper posterior distributions. We overcome…

Frequentist and likelihood methods of inference based on the multivariate skew-normal model encounter several technical difficulties with this model. In spite of the popularity of this class of densities, there are no broadly satisfactory…

An important aspect of the shape of a distribution is the level of asymmetry. Strong asymmetries play a role in many ecosystems and are found in the size and reproductive success of individuals. But the standard third moment coefficient of…

We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models are subject to the incidental parameter problem, in that the…

This paper proposes a theoretical framework for estimating a target-object shape, the location of which is not given, by using mobile distance sensors the locations of which are also unknown. Typically, mobile sensors are mounted on…

The use of flat or weakly informative priors is popular due to the objective a priori belief in the absence of strong prior information. In the case of the Weibull model the improper uniform, equal parameter gamma and joint Jeffrey's priors…

In this paper, we obtain a new characterization result for symmetric distributions based on the entropy measure. Using the characterization, we propose a nonparametric test to test the symmetry of a distribution. We also develop the…

In many situations we are interested in modeling real data where the response distribution, even conditionally on the covariates, presents asymmetry and/or heavy/light tails. In these situations, it is more suitable to consider models based…