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Revstat Statistical Journal
Scopus
ISSN 1645-6726 · Instituto Nacional de Estatística | Statistics Portugal · 460 artikel di indeks
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Survival Copula Entropy and Dependence in Bivariate Distributions
In the present work we propose survival copula entropy as an alternative to Shannon entropy, cumulative residual entropy and copula entropy measures in computing the uncertainty in bivariate populations. We examine the relationships between the various measures. The properties of survival copula…
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Randomly Weighted Averages on Multivariate Dirichlet Distributions with Generalized Parameters
We study the distributional properties of the product of random stochastic matrices by using the Dirichlet distribution. Our observations widely generalize some known results on the randomly weighted averages about multivariate Dirichlet distributions. We present a new method for approximating the…
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Performance Assessment of Sandwich and Block Bootstrap Estimators for Temporally Dependent Bivariate Extremes
Ignoring temporal dependence when modelling sequences of extreme observations yields underestimated standard errors which can lead to inaccurate risk assessment of extreme phenomena such as floods and economic crises. One remedy is to inflate standard errors with sandwich or block bootstrap…
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Rotatable Response Surface Designs for S1^n1 x S2^n2 Incorporating Neighbour Effects
This paper describes the response surface methodology for mixed-level factors of the form S1n1 x S2n2 when experimental units are affected by the adjacent neighbouring units. Conditions have been derived for the orthogonal estimation of the parameters of the model. A method of construction has been…
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Bimodal and Multimodal Extensions of the Normal and Skew Normal Distributions
A transformation of a density function is introduced to derive two families of continuous densities, the first symmetric and the second not-necessarily symmetric, exhibiting both unimodality and bimodality. Their respective density functions are provided in closed form, allowing us to simply obtain…
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The Utilization of Partial Least Squares for Simultaneous Feature Selection and Extraction
Several works concerning the utilization of Partial Least Squares as a supervised dimension reduction technique have been developed over the years in the field of chemometrics, among others, for regression purposes. However, Partial Least Squares can be a challenging procedure especially in the…
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A Novel Discrete Distribution Based on the Mixture of Poisson and Sum of Two Lindley Random Variables
The distribution of the sum of two independent Lindley random variables having the same parameter defines the 2S-Lindley distribution recently introduced in the statistical literature. In this paper, we use it to create a new one-parameter discrete compound distribution called the Poisson…
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A Bivariate Weibull Distribution and its Applications in Reliability
In this article, the bivariate exponential distribution proposed by Downton (“Bivariate exponential distributions in reliability theory”, Journal of the Royal Statistical Society Series B, 1970) is extended to a bivariate Weibull distribution, and it is called the Downton’s bivariate Weibull (DBW)…
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Generalizing the Heat Equation
The target of this paper is to generalize the Heat Equation, highly related with the Normal distribution. Therefore a generalization of the Normal distribution, the gamma y- order Normal distribution is introduced, which influenced the entropy type information measures and offers the generalization…
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Stationary Underdispersed INAR(1) Models based on the Backward Approach
Most of the stationary first-order autoregressive integer-valued (INAR(1)) models in the literature have been developed using the idea of binomial thinning. Two approaches have been adopted to establish the distributional properties of a stationary INAR(1) process: the forward approach and the…
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Information Matrices for Composite Type Distributions
Composite type distributions are being increasingly used to model insurance data. Yet no expressions seem to be available for observed information matrices. In this paper, we give expressions for the matrices for two-piece, three-piece and m-piece composite distributions in their most general…
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Longitudinal Data Regression Analysis Using Semiparametric Modelling
Zhang, Leng and Tang (2015) propose joint parametric modelling of the means, variances, and the correlations by decomposing the correlation matrix via hyperspherical co-ordinates and show that this results unconstrained parameterization, fast computation, easy interpretation of the parameters, and…
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The Wald-type Confidence Interval on the Mean Response Function of the Poisson Inverse Gaussian Ridge Regression
The negative binomial (NB) regression model is commonly used to model overdispersed count data. However, the NB regression model is not suitable for highly overdispersed data, for which the Poisson-inverse Gaussian (PIG) regression model is often used instead. The maximum likelihood (ML) estimator…
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A Closed-form Expression for the Variance of Truncated Distribution and its Uses
This work sheds some light on the relationship between a distribution's standard deviation and its range, a topic that has been discussed extensively in the literature. While many previous studies have proposed inequalities or relationships that depend on the shape of the population distribution…
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Bayesian Variable Selection for Zero-inflated Longitudinal Count Data
In this paper, we consider Bayesian variable selection in the special cases of the zero-inflated power series model, viz., zero-inflated Poisson and negative binomial models for zero-inflated longitudinal count data. We propose continuous spike and Dirac spike priors to estimate the regression…
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Extended Easily Changeable Kurtosis Distribution
This paper is the next step ahead in constructing probability distribution of changeable flatness of PDF that is expressed with well-known kurtosis measure. The distribution in question is named the Extended Easily Changeable Kurtosis (EECK) and descends from the Easily Changeable Kurtosis (ECK)…
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Fisher Information Matrix for Two-way Random e Effects Model with Heteroscedasticity
Model specification and selection are important aspects of modeling exercises. In this context, the Fisher Information Matrix (FIM) plays an essential role. In this paper, we derive the Fisher Information Matrix (FIM) for the two way random effects panel data models, in general, as well as in some…
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Stochastic Orders on the Univariate Unified Skew Normal Family of Distributions
The family of Unified Skew Normal distributions is associated with probability distributions encountered in various problems, notably those of the selection of individuals in a normal population. In this work, we focus on the ordering of the real subfamily of this class of distributions with…
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A Refined Extreme Quantile Estimator for Weibull Tail-distributions
We address the estimation of extreme quantiles of Weibull tail-distributions. Since such quantiles are asymptotically larger than the sample maximum, their estimation requires extrapolation methods. In the case of Weibull tail-distributions, classical extreme-value estimators are numerically…