相关论文: Distributional regression models for Extended Gene…

We develop an unsupervised mixture model for non-negative, skewed and heavy-tailed data, such as losses in actuarial and risk management applications. The mixture has a lognormal component, which is usually appropriate for the body of the…

In recent years several attempts have been made to extend tail modelling towards the modal part of the data. Frigessi et al. (2002) introduced dynamic mixtures of two components with a weight function {\pi} = {\pi}(x) smoothly connecting…

An approach is proposed to calculate Generalized Parton Distributions (GPDs) in a Constituent Quark Model (CQM) scenario, considering the constituent quarks as complex systems. The GPDs are obtained from the wave functions of the non…

We present a novel approach to compute Generalized Parton Distributions within the Lightfront Wave Function overlap framework. We show how to systematically extend Generalized Parton Distributions computed within the DGLAP region to the…

We consider efficient estimation of the Euclidean parameters in a generalized partially linear additive models for longitudinal/clustered data when multiple covariates need to be modeled nonparametrically, and propose an estimation…

Expectile regression is a useful tool for exploring the relation between the response and the explanatory variables beyond the conditional mean. This article develops a continuous threshold expectile regression for modeling data in which…

This article describes mathematical methods for estimating the top-tail of the wealth distribution and therefrom the share of total wealth that the richest $p$ percent hold, which is an intuitive measure of inequality. As the data base for…

The main purpose of this paper is to introduce a new class of regression models for bounded continuous data, commonly encountered in applied research. The models, named the power logit regression models, assume that the response variable…

In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…

Generalized estimating equation (GEE) is widely adopted for regression modeling for longitudinal data, taking account of potential correlations within the same subjects. Although the standard GEE assumes common regression coefficients among…

In this paper we introduce a new flexible class of distributions with bounded support, called reflected Generalized Topp-Leone Power Series (rGTL-PS), obtained by compounding the reflected Generalized Topp-Leone (van Drop and Kotz, 2006)…

We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the…

The proliferation of intermittent distributed renewable energy sources (RES) in modern power systems has fundamentally compromised the reliability and accuracy of deterministic net load forecasting. Generative models, particularly diffusion…

We define a four-parameter extended Rayleigh distribution, and obtain several mathematical properties including a stochastic representation. We construct a regression from the new distribution. The estimation is done by maximum likelihood.…

This paper introduces a new three-parameters model called the Weibull-G exponential distribution (WGED) distribution which exhibits bathtub-shaped hazard rate. Some of it's statistical properties are obtained including quantile, moments,…

In this paper we extend the Weibull power series (WPS) class of distributions and named this new class as extended Weibull power series (EWPS) class of distributions. The EWPS distributions are related to series and parallel systems with a…

This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…

This paper proposes a general modeling framework that allows for uncertainty quantification at the individual covariate level and spatial referencing, operating withing a double generalized linear model (DGLM). DGLMs provide a general…

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 introduce a generalized additive model for location, scale, and shape (GAMLSS) next of kin aiming at distribution-free and parsimonious regression modelling for arbitrary outcomes. We replace the strict parametric distribution…