Related papers: Maximum Likelihood Estimation for q-Exponential (T…
We provide a method that enables the simple calculation of the maximal correlation coefficient of a bivariate distribution, under suitable conditions. In particular, the method readily applies to known results on order statistics and…
Estimating extreme quantiles is an important task in many applications, including financial risk management and climatology. More important than estimating the quantile itself is to insure zero coverage error, which implies the quantile…
We propose a new way of defining entropy of a system, which gives a general form which may be nonextensive as Tsallis entropy, but is linearly dependent on component entropies, like Renyi entropy, which is extensive. This entropy has a…
When estimating a proportion and only a sample of triplets is given, dependencies within the triplets are to be accounted for. Without assuming a distribution for the success count of the triplet, together with the proportion, as second and…
This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data. A closed-form asymptotic expansion for transition density is proposed and…
Elliptically symmetric distributions are widely used in portfolio modeling, as well as in signal processing applications for modeling impulsive background noises. Of particular interest are algorithms for covariance estimation and subspace…
Probability distributions which emerge from the formalism of nonextensive statistical mechanics have been applied to a variety of problems. In this paper we unite modeling of such distributions with the model of widespread 1/f noise. We…
The coupled entropy is proven to correct a flaw in the derivation of the Tsallis entropy and thereby solidify the theoretical foundations for analyzing the uncertainty of complex systems. The Tsallis entropy originated from considering…
We first observe that the (co)domains of the q-deformed functions are some subsets of the (co)domains of their ordinary counterparts, thereby deeming the deformed functions to be incomplete. In order to obtain a complete definition of…
We demonstrate that selection of the minimal value of ordered variables leads in a natural way to its distribution being given by the Tsallis distribution, the same as that resulting from Tsallis nonextensive statistics. The possible…
The equilibrium distributions of probabilities providing maximality of Renyi and Tsallis entropies are rederived. New S-forms of them are found which are normalised with corresponding entropies in contrast to the usual Z-forms normalised…
This paper considers the maximum likelihood estimation of factor models of high dimension, where the number of variables (N) is comparable with or even greater than the number of observations (T). An inferential theory is developed. We…
In this paper, we present some geometric properties of the maximum entropy (MaxEnt) Tsallis- distributions under energy constraint. In the case q > 1, these distributions are proved to be marginals of uniform distributions on the sphere; in…
We give a new proof of the theorems on the maximum entropy principle in Tsallis statistics. That is, we show that the $q$-canonical distribution attains the maximum value of the Tsallis entropy, subject to the constraint on the…
We propose an effective exponential model of delay discounting considering fluctuation in impulsivity. This model is seen to be dual to the two-parameter Tsallis model of delay discounting proposed by Takahashi in 2007. We demonstrate that…
In the present work, we have found that the phenomenological Tsallis distribution (which nowadays is largely used to describe the transverse momentum distributions of hadrons measured in $pp$ collisions at high energies) is consistent with…
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of…
In this paper, a new exponential and logarithm related to the non-extensive statistical physics is proposed by using the q-sum and q-product which satisfy the distributivity. And we discuss the q-mapping from an ordinary probability to…
We show how to perform full likelihood inference for max-stable multivariate distributions or processes based on a stochastic Expectation-Maximisation algorithm, which combines statistical and computational efficiency in high-dimensions.…
We give here direct proof of a recent conjecture of Jauregui and Tsallis about a new representation of Dirac's delta distribution by means of q-exponentials. The proof is based in the use of tempered ultradistributions' theory.