相关论文: On Representing the Mean Residual Life in Terms of…

Balanced representation learning methods have been applied successfully to counterfactual inference from observational data. However, approaches that account for survival outcomes are relatively limited. Survival data are frequently…

The recent empirical work of Amaya et al. (2015) has pointed out that the realized skewness, which is the sample skewness of intraday high-frequency returns of a financial asset, serves as forecasting future returns in the cross-section.…

The main purpose of this work is to derive a partial differential equation for the reserves of life insurance liabilities subject to stochastic interest rates where the benefits and premiums depend directly on changes in the interest rate…

We propose a joint model for a time-to-event outcome and a quantile of a continuous response repeatedly measured over time. The quantile and survival processes are associated via shared latent and manifest variables. Our joint model…

This article introduces methods for constructing prediction bounds or intervals for the number of future failures from heterogeneous reliability field data. We focus on within-sample prediction where early data from a failure-time process…

A residual-based empirical distribution function is proposed to estimate the distribution function of the errors of a heteroskedastic nonparametric regression with responses missing at random based on completely observed data, and this…

Some empirical results are more likely to be published than others. Such selective publication leads to biased estimates and distorted inference. This paper proposes two approaches for identifying the conditional probability of publication…

We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations satisfy the monotonicity property of conditional cumulative…

The main goal of this paper is an application of Bayesian inference in testing the relation between risk and return on the financial instruments. On the basis of the Intertemporal CAPM model we built a general sampling model suitable in…

In this communication, we introduce a new statistical model and study its various mathematical properties. The expressions for hazard rate, reversed hazard rate, and odd functions are provided. We explore the asymptotic behaviors of the…

Estimation of the response probability distributions of computer simulators in the presence of randomness is a crucial task in many fields. However, achieving this task with guaranteed accuracy remains an open computational challenge,…

We present a general approach to synthesizing evidence of time-to-event endpoints in meta-analyses of aggregate data (AD). Our work goes beyond most previous meta-analytic research by using reconstructed survival data as a source of…

Multivariate functional data that are cross-sectionally compositional data are attracting increasing interest in the statistical modeling literature, a major example being trajectories over time of compositions derived from cause-specific…

The time-dependent reproduction number Rt can be used to track pathogen transmission and to assess the efficacy of interventions. This quantity can be estimated by fitting renewal equation models to time series of infectious disease case…

We introduce a variant of the replica trick within the nonlinear sigma model that allows calculating the distribution function of the persistent current. In the diffusive regime, a Gaussian distribution is derived. This result holds in the…

There are some real life issues that are exists in nature which has early failure. This type of problems can be modelled either by a complex distribution having more than one parameter or by finite mixture of some distribution. In this…

For the efficient and safe use of lithium-ion batteries, diagnosing their current state and predicting future states are crucial. Although there exist many models for the prediction of battery cycle life, they typically have very complex…

In the face of an infectious disease, a key epidemiological measure is the basic reproduction number, which quantifies the average secondary infections caused by a single case in a susceptible population. In practice, the effective…

Composite endpoints, which combine two or more distinct outcomes, are frequently used in clinical trials to enhance the event rate and improve the statistical power. In the recent literature, the while-alive cumulative frequency measure…

A large class of problems in sciences and engineering can be formulated as the general problem of constructing random intervals with pre-specified coverage probabilities for the mean. Wee propose a general approach for statistical inference…