相关论文: Characterization of Sine- Skewed von Mises Distrib…
Distributive skew lattices satisfying $x\wedge (y\vee z)\wedge x = (x\wedge y\wedge x) \vee (x\wedge z\wedge x)$ and its dual are studied, along with the larger class of linearly distributive skew lattices, whose totally preordered…
This article derives several properties of the Riesz distributions, such as their corresponding Bartlett decompositions, the inverse Riesz distributions and the distribution of the generalised variance for real normed division algebras. In…
Finite mixture of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the…
We prove new, general versions of Bernstein-von Mises theorem for both well-specified and misspecified models when the log-likelihood is concave in the parameter and the prior distribution is log-concave. Unlike classical versions of…
Azzalini & Dalla Valle (1996) have recently discussed the multivariate skew-normal distribution which extends the class of normal distributions by the addition of a shape parameter. The first part of the present paper examines further…
In this short note, we present a refined approximation for the log-ratio of the density of the von Mises$(\mu,\kappa)$ distribution (also called the circular normal distribution) to the standard (linear) normal distribution when the…
The Riesz distribution for real normed division algebras is derived in this work. Then two versions of these distributions are proposed and some of their properties are studied.
In a smooth semiparametric model, the marginal posterior distribution of the finite dimensional parameter of interest is expected to be asymptotically equivalent to the sampling distribution of frequentist's efficient estimators. This is…
Statistical properties of ensembles of random density matrices are investigated. We compute traces and von Neumann entropies averaged over ensembles of random density matrices distributed according to the Bures measure. The eigenvalues of…
For recursive circular filtering based on circular statistics, we introduce a general framework for estimation of a circular state based on different circular distributions, specifically the wrapped normal distribution and the von Mises…
This chapter presents some novel information theoretic results for the analysis of stationary time series in the frequency domain. In particular, the spectral distribution that corresponds to the most uncertain or unpredictable time series…
In environmental studies, many data are typically skewed and it is desired to have a flexible statistical model for this kind of data. In this paper, we study a class of skewed distributions by invoking arguments as described by Ferreira…
The unified skew-t (SUT) is a flexible parametric multivariate distribution that accounts for skewness and heavy tails in the data. A few of its properties can be found scattered in the literature or in a parameterization that does not…
For the family of multivariate probability distributions variously denoted as unified skew-normal, closed skew-normal and other names, a number of properties are already known, but many others are not, even some basic ones. The present…
We develop diffusion models for time-varying correlation using stochastic processes defined on the unit circle. Specifically, we study Brownian motion on the circle and the von Mises diffusion, and propose their use as continuous-time…
Statistical data depth plays an important role in the analysis of multivariate data sets. The main outcome is a center-outward ordering of the observations that can be used both to highlight features of the underlying distribution of the…
In this article, a discrete analogue of continuous Teissier distribution is presented. Its several important distributional characteristics have been derived. The estimation of the unknown parameter has been done using the method of maximum…
Several characterizations of the Generalized Inverse Gaussian (GIG) distribution have been proposed in the literature, especially over the past two decades. These characterization theorems are surveyed, and two new characterizations are…
Sequencing by synthesis is used in many next-generation DNA sequencing technologies. Some of the technologies, especially those exploring the principle of single-molecule sequencing, allow incomplete nucleotide incorporation in each cycle.…
Skewness and non-Gaussian behavior are essential features of the distribution of short-scale velocity increments in isotropic turbulent flows. Yet, although the skewness has been generally linked to time-reversal symmetry breaking and…