相关论文: On the penultimate tail behavior of Weibull-type m…
In this work, we investigate how to develop sharp concentration inequalities for sub-Weibull random variables, including sub-Gaussian and sub-exponential distributions. Although the random variables may not be sub-Guassian, the tail…
This paper introduces a new four-parameter lifetime model called the Weibull Birnbaum-Saunders distribution. This new distribution represents a more flexible model for the lifetime data. Its failure rate function can be increasing,…
Modeling is a challenging topic and using parametric models is an important stage to reach flexible function for modeling. Weibull distribution has two parameters which are shape $\alpha$ and scale $\beta$. In this study, bimodality…
In this paper we study a broad class of distribution functions which is defined by means of reflected generalized beta distribution. This class includes that of Beta-generated distribution as a special case. In particular, we use this class…
A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…
Consider the continuous greedy paths model: given a $d$-dimensional Poisson point process with positive marks interpreted as masses, let $\mathrm P(\ell)$ denote the maximum mass gathered by a path of length $\ell$ starting from the origin.…
In this paper, we introduce a new four-parameter generalization of the exponentiated Weibull (EW) distribution, called the exponentiated Weibull-logarithmic (EWL) distribution, which obtained by compounding EW and logarithmic distributions.…
Classical information-theoretic generalization bounds typically control the generalization gap through KL-based mutual information and therefore rely on boundedness or sub-Gaussian tails via the moment generating function (MGF). In many…
This paper investigates the asymptotic behavior of higher-order conditional tail moments, which quantify the contribution of individual losses in the event of systemic collapse. The study is conducted within a framework comprising two…
We present novel martingale concentration inequalities for martingale differences with finite Orlicz-$\psi_\alpha$ norms. Such martingale differences with weak exponential-type tails scatters in many statistical applications and can be…
We introduce a new functional measure of tail dependence for weakly dependent (asymptotically independent) random vectors, termed weak tail dependence function. The new measure is defined at the level of copulas and we compute it for…
Bayesian spatial modeling of heavy-tailed distributions has become increasingly popular in various areas of science in recent decades. We propose a Weibull regression model with spatial random effects for analyzing extreme economic loss.…
The connection between Bayesian neural networks and Gaussian processes gained a lot of attention in the last few years. Hidden units are proven to follow a Gaussian process limit when the layer width tends to infinity. Recent work has…
In survival analysis, the estimation of the proportion of subjects who will never experience the event of interest, termed the cure rate, has received considerable attention recently. Its estimation can be a particularly difficult task when…
Consider a random sample in the max-domain of attraction of a multivariate extreme value distribution such that the dependence structure of the attractor belongs to a parametric model. A new estimator for the unknown parameter is defined as…
We consider the sums $S_n=\xi_1+\cdots+\xi_n$ of independent identically distributed random variables. We do not assume that the $\xi$'s have a finite mean. Under subexponential type conditions on distribution of the summands, we find the…
In this note, we establish the convergence in distribution of the maxima of i.i.d. random variables to the Gumbel distribution with the associated normalizing sequences for several examples that are related to the normal distribution.…
In this paper, according to a certain criterion, we divide the exponential distribution class into three subclasses. One of them is closely related to the regular-variation-tailed distribution class, so it is called the…
The goodness-of-fit test for discrimination of two tail distribution using higher order statistics is proposed. The consistency of proposed test is proved for two different alternatives. We do not assume belonging the corresponding…
This article is aimed at the investigation of some properties of the Weibull cumulative exposure model on multiple-step step-stress accelerated life test data. Although the model includes a probabilistic idea of Miner's rule in order to…