相关论文: Bivariate distributions on the unit square: Theore…

The paper presents a novel asymptotic distribution for a mle when the log--likelihood is strictly concave in the parameter for all data points; for example, the exponential family. The new asymptotic distribution can be seen as a refinement…

The H\"usler-Reiss distribution describes the limit of the pointwise maxima of a bivariate normal distribution. This distribution is defined by a single parameter, $\lambda$. We provide asymptotic theory for maximum likelihood estimation of…

In this article, we first derive an explicit expression for the marginal best linear invariant predictor (BLIP) of an unobserved future order statistic based on a set of early observed ordered statistics. We then derive the joint BLIPs of…

We introduce a new class of multivariate elliptically symmetric distributions including elliptically symmetric logistic distributions and Kotz type distributions. We investigate the various probabilistic properties including marginal…

Analysis of matrix-variate data is becoming increasingly common in the literature, particularly in the field of clustering and classification. It is well-known that real data, including real matrix-variate data, often exhibit high levels of…

The skew-normal and the skew-$t$ distributions are parametric families which are currently under intense investigation since they provide a more flexible formulation compared to the classical normal and $t$ distributions by introducing a…

High-dimensional spectral data -- routinely generated in dairy production -- are used to predict a range of traits in milk products. Partial least squares (PLS) regression is ubiquitously used for these prediction tasks. However, PLS…

Laplace distribution is popular in the field of economics and finance. Still, data sets often show a lack of symmetry and a tendency of being bounded from either side of their support. In view of this, we introduce a new family of skew…

The distribution function of the sum of i.i.d. random variables of the special form is considered. Such sum describes messages posterior probabilities for random coding in binary symmetric channel. Close non-asymptotic lower and upper…

In this paper, we introduce ``UniLasso'' -- a novel statistical method for sparse regression. This two-stage approach preserves the signs of the univariate coefficients and leverages their magnitude. Both of these properties are attractive…

The maximum ${\log}_q$ likelihood estimation method is a generalization of the known maximum $\log$ likelihood method to overcome the problem for modeling non-identical observations (inliers and outliers). The parameter $q$ is a tuning…

Treating neural network inputs and outputs as random variables, we characterize the structure of neural networks that can be used to model data that are invariant or equivariant under the action of a compact group. Much recent research has…

We address the issue of performing inference on the parameters that index a bimodal extension of the Birnbaum-Saunders distribution (BS). We show that maximum likelihood point estimation can be problematic since the standard nonlinear…

Sampling from binary quadratic distributions (BQDs) is a fundamental but challenging problem in discrete optimization and probabilistic inference. Previous work established theoretical guarantees for stochastic localization (SL) in…

Unit-level models for survey data offer many advantages over their area-level counterparts, such as potential for more precise estimates and a natural benchmarking property. However two main challenges occur in this context: accounting for…

In this paper an attempt is made to develop a new bimodal alpha skew logistic distribution under Balakrishnan (2002) mechanism. Some of its distributional as well as moments properties are studied. Some extensions of this new distribution…

In this article, we revisit the problem of estimating the unknown zero-symmetric distribution in a two-component location mixture model, considered in previous works, now under the assumption that the zero-symmetric distribution has a…

We study nonparametric maximum likelihood estimation of a log-concave density function $f_0$ which is known to satisfy further constraints, where either (a) the mode $m$ of $f_0$ is known, or (b) $f_0$ is known to be symmetric about a fixed…

Solutions of the bivariate, linear errors-in-variables estimation problem with unspecified errors are expected to be invariant under interchange and scaling of the coordinates. The appealing model of normally distributed true values and…

Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of some parametric form. The model has been…