相关论文: The Quantile Based Flattened Logistic Distribution…
The modelling of data on a spherical surface requires the consideration of directional probability distributions. To model asymmetrically distributed data on a three-dimensional sphere, Kent distributions are often used. The moment…
This paper studies forecasting of the future distribution of events in human action sequences, a task essential in domains like retail, finance, healthcare, and recommendation systems where the precise temporal order is often less critical…
In this paper a new distribution is proposed. This new model provides more flexibility to modeling data with upside-down bathtub hazard rate function. A significant account of mathematical properties of the new distribution is presented.…
In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate elliptically contoured stable distributions. It is demonstrated that these distributions form a special subclass of…
GARCH models are useful tools in the investigation of phenomena, where volatility changes are prominent features, like most financial data. The parameter estimation via quasi maximum likelihood (QMLE) and its properties are by now well…
This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…
In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…
The Lindley distribution and its numerous generalizations are widely used in statistical and engineering practice. Recently, a power transformation of Lindley distribution, called the power Lindley distribution, has been introduced by M. E.…
While distribution networks (DNs) turn from consumers to active and responsive intelligent DNs, the question of how to represent them in large-scale transmission network (TN) studies is still under investigation. The standard approach that…
This paper considers quantile regression for a wide class of time series models including ARMA models with asymmetric GARCH (AGARCH) errors. The classical mean-variance models are reinterpreted as conditional location-scale models so that…
This study aims to introduce a new lifetime distribution, called the record-based transformed log-logistic distribution, to the literature. We obtain this distribution using a record-based transformation map based on the distributions of…
Several new geometric quantile-based measures for multivariate dispersion, skewness, kurtosis, and spherical asymmetry are defined. These measures differ from existing measures, which use volumes and are easy to calculate. Some theoretical…
In this paper a new long-term survival distribution is proposed. The so called long term Fr\'echet distribution allows us to fit data where a part of the population is not susceptible to the event of interest. This model may be used, for…
The quantum statistical parton distributions approach proposed more than one decade ago is revisited by considering a larger set of recent and accurate Deep Inelastic Scattering experimental results. It enables us to improve the description…
It is well known that quantile regression model minimizes the portfolio extreme risk, whenever the attention is placed on the estimation of the response variable left quantiles. We show that, by considering the entire conditional…
This article represents how certain types of blockades in any industrial (heavy industries) production, in particular, industrial strikes can be modeled with the proposed discrete probabilistic distribution as a baseline distribution. We…
Bivariate observations of binary and ordinal data arise frequently and require a bivariate modelling approach in cases where one is interested in aspects of the marginal distributions as separate outcomes along with the association between…
We investigate the properties of PT-symmetric tight-binding models by considering both bounded and unbounded models. For the bounded case, we obtain closed form expressions for the corresponding energy spectra and we analyze the structure…
The generalized logistic equation is derived to model kinetics and statistics of natural processes such as earthquakes, forest fires, floods, landslides, and many others. The general solution of this equation for q=1 is a product of an…
The likelihood ratio test (LRT) is widely used for comparing the relative fit of nested latent variable models. Following Wilks' theorem, the LRT is conducted by comparing the LRT statistic with its asymptotic distribution under the…