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A bivariate extension of three-parameter generalized crack distribution for loss severity modelling
In this paper, we introduce a bivariate extension of three-parameter generalized crack distribution for modelling loss data. Some basic properties...
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Statistical Inference Using the Three-Parameter Generalized von Mises Distribution and Outlier Detection Method for Asymmetrically Distributed Circular Data
It is well known that circular data are rarely symmetrically distributed; therefore, symmetric distributions such as von Mises and wrapped Cauchy...
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Robust estimation and diagnostic of generalized linear model for insurance losses: a weighted likelihood approach
This paper presents a score-based weighted likelihood estimator (SWLE) for robust estimations of the generalized linear model (GLM) for insurance...
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Bayesian Modelling in Engineering Seismology: Spatial Earthquake Magnitude Model
The specification of the spatial characterisation of earthquake sources in a seismic region and their seismic activity are two of the three key...
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Adaptive optimal stimulus selection in cognitive models using a model averaging approach
Stimulus selection based on the maximum Fisher information (MFI) principle enables the efficient estimation of participant parameters of cognitive...
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A New Lifetime Model for Non-Monotone Failure Rate Data
Lifetime study of organisms and systems plays an important role in reliability theory and survival analysis. Lifetime models with a non-monotone...
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Bootstrap for inference after model selection and model averaging for likelihood models
A one-step semiparametric bootstrap procedure is constructed to estimate the distribution of estimators after model selection and of model averaging...
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Testing for trend in two-way crossed effects model under heteroscedasticity
In this paper, a two-way ANOVA model is considered when interactions between two factors are present and errors are normally distributed with...
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Bayesian Reliability Analysis of Topp-Leone Model Under Different Loss Functions
The aim of this work is to study Bayesian reliability analysis of Topp-Leone distribution, which is an important lifetime distribution. Based on...
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A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
This paper considers the modeling problem of the weekly number of districts with new cases of cryptosporidiosis infection, and proposes a...
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Gumbel-Reverse Gumbel (GRG) Model: A New Asymmetric IRT Model for Binary Data
We propose a novel asymmetric item response theory (AsymIRT) model based on a convex combination of the complementary log–log and log–log links....
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Model-X Knockoffs for high-dimensional controlled variable selection under the proportional hazards model with heterogeneity parameter
A major challenge arising from data integration pertains to data heterogeneity in terms of study population, study design, or study coordination....
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Sieve Estimation of the Additive Hazards Model with Bivariate Current Status Data
In this paper, we study sieve maximum likelihood estimators of both finite and infinite dimensional parameters in the marginal additive hazards...
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Stochastic Volatility Model
It is well known in financial markets that return volatility changes randomly with high persistence. This chapter considers a statistical model...
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High dimensional controlled variable selection with model-X knockoffs in the AFT model
Interpretability and stability are two important characteristics required for the application of high dimensional data in statistics. Although the...
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The orthogonal skew model: computationally efficient multivariate skew-normal and skew-t distributions with applications to model-based clustering
We introduce a parameterization for the multivariate skew normal and skew- t distributions, which enforces an orthogonal structure on the skewness...
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Model Selection and Regularization
This chapter presents regularization and selection methods for linear and nonlinear (parametric)Parametric models. These are important Machine...
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Realized Stochastic Volatility Model
In this chapter, we further extend the SV model by incorporating a model-free volatility estimator called realized volatility. The realized...
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Exclusive Topic Model
Digital documents are generated, disseminated, and disclosed in books, research papers, newspapers, online feedback, and other content containing...
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Hidden Markov Model
A problem that researchers often face when constructing the models is that the observations obtained are incomplete, either by physical...