相关论文: Box-Cox elliptical distributions with application

In order to better fit real-world datasets, studying asymmetric distribution is of great interest. In this work, we derive several mathematical properties of a general class of asymmetric distributions with positive support which shows up…

Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…

We propose a novel semiparametric classifier based on Mahalanobis distances of an observation from the competing classes. Our tool is a generalized additive model with the logistic link function that uses these distances as features to…

We propose estimating the scale parameter (mean of the eigenvalues) of the scatter matrix of an unspecified elliptically symmetric distribution using weights obtained by solving Tyler's M-estimator of the scatter matrix. The proposed…

This paper introduces vector copulas associated with multivariate distributions with given multivariate marginals, based on the theory of measure transportation, and establishes a vector version of Sklar's theorem. The latter provides a…

The literature has covered the features and uses of the traditional univariate and bivariate logistic distributions in great detail. It is reasonable to wonder, though, if logistic marginals and conditionals could exhibit a similar…

A comprehensive toolkit is developed for regression analysis of directional data based on a flexible class of angular Gaussian distributions. Informative testing procedures for isotropy and covariate effects on the directional response are…

In the bioinformatics field, there has been a growing interest in modelling dihedral angles of amino acids by viewing them as data on the torus. This has motivated, over the past years, new proposals of distributions on the bivariate torus.…

Some new survival distributions are introduced based on a generalised exponential function. This class of distributions includes heavy-tailed generalisations of exponential, Weibull and gamma distributions. Properties of the distributions…

There is a need for new models for characterizing dependence in multivariate data. The multivariate Gaussian distribution is routinely used, but cannot characterize nonlinear relationships in the data. Most non-linear extensions tend to be…

Analysis of matrix-variate data is becoming increasingly common in the literature, particularly in the field of clustering and classification. It is well-known that real data, including real matrix-variate data, often exhibit high levels of…

Let ${\bf X}$ and ${\bf X}$ be two $n$-dimensional elliptical random vectors, we establish an identity for $E[f({\bf Y})]-E[f({\bf X})]$, where $f: \Bbb{R}^n \rightarrow \Bbb{R}$ fulfilling some regularity conditions. Using this identity we…

The Slepian-Bangs formula provides a very convenient way to compute the Fisher information matrix (FIM) for Gaussian distributed data. The aim of this letter is to extend it to a larger family of distributions, namely elliptically contoured…

We consider the fitting of heavy tailed data and distribution with a special attention to distributions with a non--standard shape in the "body" of the distribution. To this end we consider a dense class of heavy tailed distributions…

We address structured covariance estimation in Elliptical distribution. We assume it is a priori known that the covariance belongs to a given convex set, e.g., the set of Toeplitz or banded matrices. We consider the General Method of…

In this paper, an alternative Discrete skew Logistic distribution is proposed, which is derived by using the general approach of discretizing a continuous distribution while retaining its survival function. The properties of the…

Both parametric distribution functions appearing in extreme value theory - the generalized extreme value distribution and the generalized Pareto distribution - have log-concave densities if the extreme value index gamma is in [-1,0].…

A new three-parameter cumulative distribution function defined on $(\alpha,\infty)$, for some $\alpha\geq0$, with asymmetric probability density function and showing exponential decays at its both tails, is introduced. The new distribution…

In this paper we introduce a new class of multivariate unimodal distributions, motivated by Khintchine's representation. We start by proposing a univariate model, whose support covers all the unimodal distributions on the real line. The…

In this paper, three different proofs to a result of Wang, Peng and Yang (2013) which related to the joint mixability of elliptical distributions with the same characteristic generator are present. Moreover, we generalize this result to any…