相关论文: Componentwise Equivariant Estimation of Order Rest…

The gamma distribution is a useful model for small area prediction of a skewed response variable. We study the use of the gamma distribution for small area prediction. We emphasize a model, called the gamma-gamma model, in which the area…

We employ distribution regression (DR) to estimate the joint distribution of two outcome variables conditional on chosen covariates. While Bivariate Distribution Regression (BDR) is useful in a variety of settings, it is particularly…

In binary and ordinal regression one can distinguish between a location component and a scaling component. While the former determines the location within the range of the response categories, the scaling indicates variance heterogeneity.…

This paper considers a distributed adaptive optimization problem, where all agents only have access to their local cost functions with a common unknown parameter, whereas they mean to collaboratively estimate the true parameter and find the…

Covariance matrices play a major role in statistics, signal processing and machine learning applications. This paper focuses on the \textit{semiparametric} covariance/scatter matrix estimation problem in elliptical distributions. The class…

Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…

In this paper, we consider a generalized multivariate regression problem where the responses are monotonic functions of linear transformations of predictors. We propose a semi-parametric algorithm based on the ordering of the responses…

A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…

In recent years, addressing the challenges posed by massive datasets has led researchers to explore aggregated data, particularly leveraging interval-valued data, akin to traditional symbolic data analysis. While much recent research, with…

In certain privacy-sensitive scenarios within fields such as clinical trial simulations, federated learning, and distributed learning, researchers often face the challenge of estimating correlations between variables without access to…

This work addresses the problem of estimating the parameters of the general half-normal distribution. Namely, the problem of determining the minimum risk equi\-va\-riant (MRE) estimators of the parameters is explored. Simulation studies are…

This paper proposes a unified class of generalized location-scale mixture of multivariate elliptical distributions and studies integral stochastic orderings of random vectors following such distributions. Given a random vector…

Let $X_{\lambda _{1}},X_{\lambda _{2}},\ldots ,X_{\lambda _{n}}$ be independent nonnegative random variables with $X_{\lambda _{i}}\sim F(\lambda _{i}t)$, $i=1,\ldots ,n$, where $\lambda _{i}>0$, $i=1,\ldots ,n$ and $F$ is an absolutely…

Binomial data with unknown sizes often appear in biological and medical sciences and are usually overdispersed. All previous methods used parametric models and only considered overdispersion due to the variation of sizes. The proposed…

In this paper we discuss improved estimators for the regression and the dispersion parameters in an extended class of dispersion models (J{\o}rgensen, 1996). This class extends the regular dispersion models by letting the dispersion…

One of the major problems for maximum likelihood estimation in the well-established directional models is that the normalising constants can be difficult to evaluate. A new general method of "score matching estimation" is presented here on…

In this paper, we discuss computational aspects to obtain accurate inferences for the parameters of the generalized gamma (GG) distribution. Usually, the solution of the maximum likelihood estimators (MLE) for the GG distribution have no…

This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to be equal across any subset of mixture components. An…

This paper considers the problem of estimation in the generalized semiparametric model for longitudinal data when the number of parameters diverges with the sample size. A penalization type of generalized estimating equation method is…

Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…