相关论文: Closed-form parameter estimation for the bivariate…

This paper provides two different novel approaches of slice sampling to estimate the parameters of absolute continuous Marshall-Olkin bivariate Pareto distribution with location and scale parameters. We carry out the bayesian analysis…

In this paper we propose an objective Bayesian estimation approach for the parameters of the generalized gamma distribution. Various reference priors are obtained, but showing that they lead to improper posterior distributions. We overcome…

In this paper we take up Bayesian inference in general multivariate stable distributions. We exploit the representation of Matsui and Takemura (2009) for univariate projections, and the representation of the distributions in terms of their…

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

A new probabilistic post-processing method for wind vectors is presented in a distributional regression framework employing the bivariate Gaussian distribution. In contrast to previous studies all parameters of the distribution are…

Some quasi-arithmetic means of random variables easily give unbiased strongly consistent closed-form estimators of the joint of the location and scale parameters of the Cauchy distribution. The one-step estimators of those quasi-arithmetic…

This paper is concerned with making Bayesian inference from data that are assumed to be drawn from a Bingham distribution. A barrier to the Bayesian approach is the parameter-dependent normalising constant of the Bingham distribution,…

This paper provides bayesian analysis of singular Marshall-Olkin bivariate Pareto distribution. We consider three parameter singular Marshall-Olkin bivariate Pareto distribution. We consider two types of prior - reference prior and gamma…

We propose a class of robust estimates for multivariate linear models. Based on the approach of MM estimation (Yohai 1987), we estimate the regression coefficients and the covariance matrix of the errors simultaneously. These estimates have…

A new robust class of multivariate skew distributions is introduced. Practical aspects such as parameter estimation method of the proposed class are discussed, we show that the proposed class can be fitted under a reasonable time frame. Our…

The maximum likelihood principle is widely used in statistics, and the associated estimators often display good properties. indeed maximum likelihood estimators are guaranteed to be asymptotically efficient under mild conditions. However in…

We propose point estimators for the three-parameter (location, scale, and the fractional parameter) variant distributions generated by a Wright function. We also provide uncertainty quantification procedures for the proposed point…

In this paper, we propose a class of Bayes estimators for the covariance matrix of graphical Gaussian models Markov with respect to a decomposable graph $G$. Working with the $W_{P_G}$ family defined by Letac and Massam [Ann. Statist. 35…

This study proposes a computationally efficient semiparametric distribution estimator, which is a slight modification of the naive mixture proposed by Schuster and Yakowitz (1985) and Olkin and Spiegelman (1987). The proposed method is…

A doubly type-II censored scheme is an important sampling scheme in the life testing experiment and reliability engineering. In the present commutation, we have considered estimating ordered scale parameters of two exponential distributions…

We propose a new approach for estimating the parameters of a probability distribution. It consists on combining two new methods of estimation. The first is based on the definition of a new distance measuring the difference between…

Random variables of the generalized Pareto distribution, can be transformed to that of the Pareto distribution. Explicit expressions exist for the maximum likelihood estimators of the parameters of the Pareto distribution. The performance…

In this article, we proposed a new probability distribution named as power Maxwell distribution (PMaD). It is another extension of Maxwell distribution (MaD) which would lead more flexibility to analyze the data with non-monotone failure…

We provide a closed-form estimator based on the VARMA representation for the unrestricted multivariate GARCH(1,1). We show that all parameters can be derived using basic linear algebra tools. We show that the estimator is consistent and…

By using stochastic analysis, two probability versions of Li-Yau type inequalities are established for diffusion semigroups on a manifold possibly with (non-convex) boundary. The inequalities are explicitly given by the Bakry-Emery…