相关论文: Bayesian non-parametric specification of bathtub s…

We introduce a class of semiparametric time series models by assuming a quasi-likelihood approach driven by a latent factor process. More specifically, given the latent process, we only specify the conditional mean and variance of the time…

This paper introduces a new generalization of the power generalized Weibull distribution called the generalized power generalized Weibull distribution. This distribution can also be considered as a generalization of Weibull distribution.…

Bayesian learning is built on an assumption that the model space contains a true reflection of the data generating mechanism. This assumption is problematic, particularly in complex data environments. Here we present a Bayesian…

In many biomedical research, recurrent events such as myocardial infraction, stroke, and heart failure often result in a terminal outcome such as death. Understanding the relationship among the multi-type recurrent events and terminal event…

Let $X_1,\ldots,X_n$ be a random sample from an unknown probability distribution $P$ on the sample space ${\cal X}$, and let $\theta=\theta(P)$ be a parameter of interest. The present paper proposes a nonparametric `Bayesian bootstrap'…

Statistical estimation and inference for marginal hazard models with varying coefficients for multivariate failure time data are important subjects in survival analysis. A local pseudo-partial likelihood procedure is proposed for estimating…

The proportional hazards (PH) and accelerated failure time (AFT) models are the most widely used hazard structures for analysing time-to-event data. When the goal is to identify variables associated with event times, variable selection is…

We develop quantile regression models in order to derive risk margin and to evaluate capital in non-life insurance applications. By utilizing the entire range of conditional quantile functions, especially higher quantile levels, we detail…

In this work, we will investigate a Bayesian approach to estimating the parameters of long memory models. Long memory, characterized by the phenomenon of hyperbolic autocorrelation decay in time series, has garnered significant attention.…

This paper proposes a semiparametric sieve approach to estimate impulse response functions of nonlinear time series within a general class of structural autoregressive models. We prove that a two-step procedure can flexibly accommodate…

We consider a class of systems with time-varying parameters, which are written as linear regressions with bounded disturbances. The task is to estimate such parameters under the condition that the regressor is finitely exciting (FE).…

We describe and examine a test for a general class of shape constraints, such as constraints on the signs of derivatives, U-(S-)shape, symmetry, quasi-convexity, log-convexity, $r$-convexity, among others, in a nonparametric framework using…

The paper is devoted to studying the performance of a computational pipeline, the number of simultaneously executing stages of which at each time is bounded from above by a fixed number. A look at the restriction as a structural hazard…

This work presents a non-parametric spatio-temporal model for mapping human activity by mobile autonomous robots in a long-term context. Based on Variational Gaussian Process Regression, the model incorporates prior information of spatial…

We consider semiparametric transformation models, where after pre-estimation of a parametric transformation of the response the data are modeled by means of nonparametric regression. We suggest subsequent procedures for testing lack-of-fit…

Control barrier functions for port-Hamiltonian systems inherit model uncertainty when the Hamiltonian is learned from data. We show how to propagate this uncertainty into a safety filter with independently tunable credibility budgets. To…

We consider heteroscedastic nonparametric regression models, when both the mean function and variance function are unknown and to be estimated with nonparametric approaches. We derive convergence rates of posterior distributions for this…

Competing risks occur in survival analysis when multiple causes of death are present. They play a prominent role in several domains extending beyond biostatistics to encompass epidemiology, actuarial sciences, and reliability theory. This…

We introduce a general, flexible, parametric survival modelling framework which encompasses key shapes of hazard function (constant, increasing, decreasing, up-then-down, down-then-up), various common survival distributions (log-logistic,…

The peculiar properties of the Inverse Weibull (IW) distribution are shown. It is proven that the IW distribution is one of the few models having upside- down bathtub (UBT) shaped hazard function. Three real and typical de generative…