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Some characterizations of continuous symmetric distributions based on extropy of record values
Using different extropies of k record values various characterizations are provided for continuous symmetric distributions. The results are in...
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Noncrossing structured additive multiple-output Bayesian quantile regression models
Quantile regression models are a powerful tool for studying different points of the conditional distribution of univariate response variables. Their...
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On nonparametric tests of multivariate meta-ellipticity
A statistical procedure to determine if the dependence structure of a multivariate random vector belongs or not to the general class of elliptical...
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A new Bayesian discrepancy measure
The aim of this article is to make a contribution to the Bayesian procedure of testing precise hypotheses for parametric models. For this purpose, we...
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Quantile Measures of Extreme Risk on Metals Market
During the period of dynamic economic development, certain events that may cause disruptions at the level of various economic processes are observed.... -
Classical Tests of Hypotheses for the Skewness Parameter of Two-Piece Double Exponential Distribution
In this paper, we derive uniformly most powerful and uniformly most powerful unbiased tests for the skewness parameter of the two-piece double...
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On the Capability of Classification Trees and Random Forests to Estimate Probabilities
With the rising popularity of artificial intelligence, machine learning algorithms are being considered for an increasing number of problems. For...
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Bayesian joint quantile autoregression
Quantile regression continues to increase in usage, providing a useful alternative to customary mean regression. Primary implementation takes the...
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A Bayesian Analysis of Vegetable Production in Japan
Microeconomic theory often assumes that a producer maximizes its profit. As a consequence, under perfect competition, the optimal production amount...
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Copula Function and C-Volume
This chapter is devoted to a short review of the basic concepts of the theory of dependence functions or copula functions, as they are more usually... -
Bayesian Quantile Bent-Cable Growth Models for Longitudinal Data with Skewness and Detection Limit
This paper presents a Bayesian quantile bent-cable growth model for modeling data with multi-phasic trajectories of response variables measured in...
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Brq: an R package for Bayesian quantile regression
Bayesian regression quantile has received much attention in recent literature. The objective of this paper is to illustrate Brq , a new software...
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Density deconvolution for generalized skew-symmetric distributions
The density deconvolution problem is considered for random variables assumed to belong to the generalized skew-symmetric (GSS) family of...
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A skew integer-valued time-series process with generalized Poisson difference marginal distribution
In this article, we propose a new integer-valued autoregressive process with generalized Poisson difference marginal distributions based on...
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Flexible models for overdispersed and underdispersed count data
Within the framework of probability models for overdispersed count data, we propose the generalized fractional Poisson distribution (gfPd), which is...
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Using Copulas for Bayesian Meta-analysis
Specific bivariate classes of distributions with given marginals can be used for contribution of the linking distribution between conditional and...
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Financial Modelling Based on Telegraph Processes
This last chapter of the book is devoted to financial applications of the previously described results. After brief preliminaries, the chapter opens... -
Missing Values and Directional Outlier Detection in Model-Based Clustering
Model-based clustering tackles the task of uncovering heterogeneity in a data set to extract valuable insights. Given the common presence of outliers...
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Counterdiagonal/nonpositive tail dependence in Vine copula constructions: application to portfolio management
Accurately modelling the dependence structure between financial assets in a portfolio optimization framework has attracted growing attention in...