相关论文: Mixed-effects models using the normal and the Lapl…

This paper introduces constrained mixtures for continuous distributions, characterized by a mixture of distributions where each distribution has a shape similar to the base distribution and disjoint domains. This new concept is used to…

Random effects meta-analysis is widely used for synthesizing studies under the assumption that underlying effects come from a normal distribution. However, under certain conditions the use of alternative distributions might be more…

A mixture of shifted asymmetric Laplace distributions is introduced and used for clustering and classification. A variant of the EM algorithm is developed for parameter estimation by exploiting the relationship with the general inverse…

This paper considers a family of distributions constructed by a stochastic mixture of the order statistics of a sample of size two. Various properties of the proposed model are studied. We apply the model to extend the exponential and…

Linear Mixed Effects (LME) models have been widely applied in clustered data analysis in many areas including marketing research, clinical trials, and biomedical studies. Inference can be conducted using maximum likelihood approach if…

We develop two novel approaches for constructing skewed and bimodal flexible distributions that can effectively generalize classical symmetric distributions. We illustrate the application of introduced techniques by extending normal,…

For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…

We consider a generalization of the variance-gamma (generalized asymmetric Laplace) distribution, defined as a normal mean - variance mixture with a gamma mixing distribution. While this model is typically studied in the univariate setting,…

A family of parsimonious shifted asymmetric Laplace mixture models is introduced. We extend the mixture of factor analyzers model to the shifted asymmetric Laplace distribution. Imposing constraints on the constitute parts of the resulting…

This study evaluated probability distributions for modeling time series with abrupt structural changes. The Pearson type VII distribution, with an adjustable shape parameter $b$, proved versatile. The generalized Laplace distribution…

Mixture models whose components have skewed hypercube contours are developed via a generalization of the multivariate shifted asymmetric Laplace density. Specifically, we develop mixtures of multiple scaled shifted asymmetric Laplace…

Comparisons of different treatments or production processes are the goals of a significant fraction of applied research. Unsurprisingly, two-sample problems play a main role in Statistics through natural questions such as `Is the the new…

A class of Laplace transforms is examined to show that particular cases of this class are associated with production-destruction and reaction-diffusion problems in physics, study of differences of independently distributed random variables…

Modeling stock returns is not a new task for mathematicians, investors, and portfolio managers, but it remains a difficult objective due to the ebb and flow of stock markets. One common solution is to approximate the distribution of stock…

Clustered observations are ubiquitous in controlled and observational studies and arise naturally in multi-centre trials or longitudinal surveys. We present a novel model for the analysis of clustered observations where the marginal…

We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributions in these representations. The main result is the…

Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural class of models for this purpose, and many parametric families…

This paper presents methods for meta-analysis of $2 \times 2$ tables, both with and without allowing heterogeneity in the treatment effects. Meta-analysis is common in medical research, but most existing methods are unsuited for $2 \times…

The statistical duality of distributions is a powerful tool for statistical inferences. In the paper the statistical duality of Laplace distribution is discussed. As shown the confidence density of the parameter of this distribution is…

Probabilistic survival analysis models seek to estimate the distribution of the future occurrence (time) of an event given a set of covariates. In recent years, these models have preferred nonparametric specifications that avoid directly…