相关论文: Minimum Density Power Divergence Estimation for th…

The stochastic differential equation (SDE)-based random process models of volatile renewable energy sources (RESs) jointly capture the evolving probability distribution and temporal correlation in continuous time. It has enabled recent…

The Power Generalized DUS (PGDUS) Transformation is significant in reliability theory, especially for analyzing parallel systems. From the Generalized Extreme Value distribution, Inverse Weibull model particularly has wide applicability in…

We analyse the probability densities of daily rainfall amounts at a variety of locations on the Earth. The observed distributions of the amount of rainfall fit well to a q-exponential distribution with exponent q close to q=1.3. We discuss…

Assuming an exponential power distribution is one way to deal with outliers in regression and clustering, which can increase the robustness of the analysis. Gaussian distribution is a special case of an exponential distribution. And an…

In recent years traditional numerical methods for accurate weather prediction have been increasingly challenged by deep learning methods. Numerous historical datasets used for short and medium-range weather forecasts are typically organized…

Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…

The heavy-tailed behavior of the generalized extreme-value distribution makes it a popular choice for modeling extreme events such as floods, droughts, heatwaves, wildfires, etc. However, estimating the distribution's parameters using…

Rain introduces broadband and frequency-selective attenuation in wideband terahertz (THz) links, making it necessary to identify a compact spectral descriptor that captures how the dominant loss region evolves with rainfall conditions. This…

This paper develops a robust parametric framework for jump detection in discretely observed CKLS-type jump-diffusion processes with high-frequency asymptotics, based on the minimum density power divergence estimator (MDPDE). The methodology…

The increasing frequency of extreme weather events poses significant risks to power distribution systems, leading to widespread outages and severe economic and social consequences. This paper presents a novel simulation framework for…

We carry out a study of the statistical distribution of rainfall precipitation data for 20 cites in India. We have determined the best-fit probability distribution for these cities from the monthly precipitation data spanning 100 years of…

In testing of hypothesis the robustness of the tests is an important concern. Generally, the maximum likelihood based tests are most efficient under standard regularity conditions, but they are highly non-robust even under small deviations…

Many modern products exhibit high reliability under normal operating conditions. Conducting life tests under these conditions may result in very few observed failures, insufficient for accurate inferences. Instead, accelerated life tests…

Frequent significant deviations of the observed magnitude distribution of anthropogenic seismicity from the Gutenberg-Richter relation require alternative estimation methods for probabilistic seismic hazard assessments. We evaluate five…

The Mutual Information (MI) is an often used measure of dependency between two random variables utilized in information theory, statistics and machine learning. Recently several MI estimators have been proposed that can achieve parametric…

Improving the representation of precipitation in Earth system models (ESMs) is critical for assessing the impacts of climate change and especially of extreme events like floods and droughts. In existing ESMs, precipitation is not resolved…

Let $X_1,\ldots,X_n$ be a random sample from the Gamma distribution with density $f(x)=\lambda^{\alpha}x^{\alpha-1}e^{-\lambda x}/\Gamma(\alpha)$, $x>0$, where both $\alpha>0$ (the shape parameter) and $\lambda>0$ (the reciprocal scale…

This article aims to introduced a new lifetime distribution named as exponentiated xgamma distribution (EXGD). The new generalization obtained from xgamma distribution, a special finite mixture of exponential and gamma distributions. The…

We establish consistency and asymptotic normality of the minimum density power divergence estimator under regularity conditions different from those originally provided by Basu et al.

Maximum entropy reinforcement learning (MaxEnt-RL) has become the standard approach to RL due to its beneficial exploration properties. Traditionally, policies are parameterized using Gaussian distributions, which significantly limits their…