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Maximum likelihood estimation for scale-shape mixtures of flexible generalized skew normal distributions via selection representation
A scale-shape mixtures of flexible generalized skew normal (SSMFGSN) distributions is proposed as a novel device for modeling asymmetric data....
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Skewed Kotz Distribution with Application to Financial Stock Returns
This paper introduced a five-parameter skewed Kotz (SK) distribution that may be viewed as a generalized skewed T distribution. Its mathematical...
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On Model-Based Clustering of Directional Data with Heavy Tails
Directional statistics deals with data that can be naturally expressed in the form of vector directions. The von Mises-Fisher distribution is one of...
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Interpretability in Generalized Additive Models
Modelling the effect of a covariate vector on the distribution of a response variable, requires some structural assumptions, if the curse of...
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Convergence and inference for mixed Poisson random sums
We study the limit distribution of partial sums with a random number of terms following a class of mixed Poisson distributions. The resulting weak...
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The Diverging Definition of Robustness in Statistics and Computer Vision
Statistics and computer vision have a different role for robustness. Statisticians are primarily concerned with the theoretical properties of...
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Analysis of Accounting Transactions
Accounting transactions are the “raw data” of accounting system, but the idiosyncratic vernacular of accounting, and spotty empirical study of...
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Parametric quantile autoregressive moving average models with exogenous terms
Parametric autoregressive moving average models with exogenous terms (ARMAX) have been widely used in the literature. Usually, these models consider...
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Two-sided exponential–geometric distribution: inference and volatility modeling
In this paper, two-sided exponential–geometric (TSEG) distribution is proposed and its statistical properties are studied comprehensively. The...
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Inference and computation with generalized additive models and their extensions
Regression models in which a response variable is related to smooth functions of some predictor variables are popular as a result of their appealing...
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On the robustness of an epsilon skew extension for Burr III distribution on the real line
Burr III (BIII) distribution is used in a wide variety of fields, such as lifetime data analysis, reliability theory, and financial literature, and...
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Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
Ridge regression is a widely used method to mitigate the multicollinearly problem often arising in multiple linear regression. It is well known that...
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First Crossing Times of Telegraph Processes with Jumps
The paper presents exact formulae related to the distribution of the first passage time τ x of the jump-telegraph process. In particular, the Laplace...
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Testing skew-symmetry based on extreme ranked set sampling
The problem of testing skew-symmetry of a distribution is studied in a general model of skew distributions. Toward this end, an order statistic-based...
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Modal linear regression using log-concave distributions
The modal linear regression suggested by Yao and Li (Scand J Stat 41(3):656–671, 2014) models the conditional mode of a response Y given a vector of...
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On Estimation of Geometric Stable Distributions
A generalization of the geometric stable law is introduced. We propose a procedure for estimating the parameters of the geometric stable...
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A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks
In this paper we study the distributional properties of a vector of lifetimes modeled as the first arrival time between an idiosyncratic shock and a...
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Quantile regression-based Bayesian joint modeling analysis of longitudinal–survival data, with application to an AIDS cohort study
In longitudinal studies, it is of interest to investigate how repeatedly measured markers are associated with time to an event. Joint models have...
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Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes
Geometric properties of exceedance regions above a given quantile level provide meaningful theoretical and statistical characterizations for...
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Geometric Tweedie regression models for continuous and semicontinuous data with variation phenomenon
We introduce a new class of regression models based on the geometric Tweedie models (GTMs) for analyzing both continuous and semicontinuous data,...
