相关论文: Maximum Likelihood Estimation for q-Exponential (T…

Numerical experiments support the interesting conjecture that statistical methods be applicable not only to fully-chaotic systems, but also at the edge of chaos by using Tsallis' generalizations of the standard exponential and entropy. In…

The data of the experiment of Schiller et al., Phys. Rev. Lett. 77 (1996) 2933, are alternatively evaluated using the maximum likelihood estimation. The given data are fitted better than by the standard deterministic approach. Nevertheless,…

The framework of non-extensive statistical mechanics, proposed by Tsallis, has been used to describe a variety of systems. The non-extensive statistical mechanics is usually introduced in a formal way, thus simple models exhibiting some…

We propose a class of estimators for the parameters of a GARCH(p,q) sequence. We show that our estimators are consistent and asymptotically normal under mild conditions. The quasi-maximum likelihood and the likelihood estimators are…

A new method is proposed for analyzing complexity and studying the information in random geometric networks using Tsallis entropy tool. Tsallis entropy of the ensemble of random geometric networks is calculated based on the components of…

Triangular distributions are a well-known class of distributions that are often used as an elementary example of a probability model. Maximum likelihood estimation of the mode parameter of the triangular distribution over the unit interval…

The paper addresses the problem of estimation of the model parameters of the logistic exponential distribution based on progressive type-I hybrid censored sample. The maximum likelihood estimates are obtained and computed numerically using…

The additive hazards model specifies the effect of covariates on the hazard in an additive way, in contrast to the popular Cox model, in which it is multiplicative. As non-parametric model, it offers a very flexible way of modeling…

We develop a maximum penalized quasi-likelihood estimator for estimating in a nonparametric way the diffusion function of a diffusion process, as an alternative to more traditional kernel-based estimators. After developing a numerical…

We present an algorithmic approach to estimate the value distributions of random variables of probabilistic loops whose statistical moments are (partially) known. Based on these moments, we apply two statistical methods, Maximum Entropy and…

Recently maximum pseudo-likelihood (MPL) inference method has been successfully applied to statistical physics models with intractable likelihoods. We use information theory to derive a relation between the pseudo-likelihood and likelihood…

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…

We consider maximum likelihood estimation with data from a bivariate Gaussian process with a separable exponential covariance model under fixed domain asymptotic. We first characterize the equivalence of Gaussian measures under this model.…

In this paper we propose a new lifetime model, called the odd generalized exponential gompertz distribution, We obtain some of its mathematical properties. Some structural properties of the new distribution are studied. The method of…

We propose a numerical method, based upon matrix-pencils, for the identification of parameters and coefficients of a monomial-exponential sum. We note that this method can be considered an extension of the numerical methods for the…

Standard maximum-likelihood estimators for binary-star and exoplanet eccentricities are biased high, in the sense that the estimated eccentricity tends to be larger than the true eccentricity. As with most non-trivial observables, a simple…

By writing total Tsallis entropy as a function of non-extensivity q-parameter withing the fragment-asperity model for earthquakes, a critical range of values is identified: 1.4 <q< 1.8. It comes directly from constructing the non-extensive…

More and more works deal with statistical systems far from equilibrium, dominated by unidirectional stochastic processes augmented by rare resets. We analyze the construction of the entropic distance measure appropriate for such dynamics.…

This is a concise introduction to the topic of nonextensive Tsallis statistics meant especially for those interested in its relation to high energy proton-proton, proton-nucleus, and nucleus-nucleus collisions. The three types of Tsallis…

A characterization of the exponential distribution based on equidistribution conditions for maxima of random samples with consecutive sizes n-1 and n for an arbitrary and fixed n>2 is proved. This solves an open problem stated recently in…