Related papers: Characterizing the generalized lambda distribution…
Generalized linear (GL-) statistics are defined as functionals of an U-quantile process and unify different classes of statistics such as U-statistics and L-statistics. We derive a central limit theorem for GL-statistics of strongly mixing…
Estimation of the four generalized lambda distribution parameters is not straightforward, and available estimators that perform best have large computation times. In this paper, we introduce a simple two-step estimator of the parameters…
We obtain exact formulas for the absolute raw and central moments of the variance-gamma distribution, as infinite series involving the modified Bessel function of the second kind and the modified Lommel function of the first kind. When the…
We consider a more generalized spiked covariance matrix $\Sigma$, which is a general non-definite matrix with the spiked eigenvalues scattered into a few bulks and the largest ones allowed to tend to infinity. By relaxing the matching of…
We propose new parameterizations for the border and skewness functions appearing in the description of 3D nucleon structure in the language of Generalized Parton Distributions (GPDs). These parameterizations are constructed in a way to…
This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…
Generalized parton distributions (GPDs) provide a link between form factors, parton distributions and other observables. I discuss the connection between GPDs and parton distributions as a function of the impact parameter. Since this…
Fourier transform of the generalized parton distributions (GPDs) at zero skewness with respect to the transverse momentum transfer gives the distribution of partons in the impact parameter space. We investigate the GPDs as well as the…
An approach is proposed to calculate Generalized Parton Distributions (GPDs) in a Constituent Quark Model (CQM) scenario. These off-diagonal distributions are obtained from momentum space wave functions to be evaluated in a given non…
In this paper a new generalization of the hyper-Poisson distribution is proposed using the Mittag-Leffler function. The hyper-Poisson, displaced Poisson, Poisson and geometric distributions among others are seen as particular cases. This…
We develop a generalized method of moments (GMM) approach for fast parameter estimation in a new class of Dirichlet latent variable models with mixed data types. Parameter estimation via GMM has been demonstrated to have computational and…
Universal hypothesis testing refers to the problem of deciding whether samples come from a nominal distribution or an unknown distribution that is different from the nominal distribution. Hoeffding's test, whose test statistic is equivalent…
The generalized negative binomial distribution (GNB) is a new flexible family of discrete distributions that are mixed Poisson laws with the mixing generalized gamma (GG) distributions. This family of discrete distributions is very wide and…
The impact of the third (skewness) and fourth (kurtosis) reduced centered moments on the statistical modeling of E1 lines in complex atomic spectra is investigated through the use of Gram-Charlier, Normal Inverse Gaussian and Generalized…
In a recent paper [\textit{M. Cristelli, A. Zaccaria and L. Pietronero, Phys. Rev. E 85, 066108 (2012)}], Cristelli \textit{et al.} analysed relation between skewness and kurtosis for complex dynamical systems and identified two power-law…
Recently, generalization bounds of the non-convex empirical risk minimization paradigm using Stochastic Gradient Langevin Dynamics (SGLD) have been extensively studied. Several theoretical frameworks have been presented to study this…
Results from a recent analysis of the zero-skewness generalized parton distributions (GPDs) for valence quarks are reviewed. The analysis bases on a physically motivated parameterization of the GPDs with a few free parameters adjusted to…
An important challenge in big data is identification of important variables. In this paper, we propose methods of discovering variables with non-standard univariate marginal distributions. The conventional moments-based summary statistics…
In this paper we survey and unify a large class or $L$-functionals of the conditional distribution of the response variable in regression models. This includes robust measures of location, scale, skewness, and heavytailedness of the…
The operator definition of generalised transverse-momentum-dependent (GTMD) distributions is exploited to compute for the first time the full set of one-loop corrections to the off-forward matching functions. These functions allow one to…