Results 1 to 10 of about 428 (69)
On partially Schur-constant models and their associated copulas
Dependence Modeling, 2021 Schur-constant vectors are used to model duration phenomena in various areas of economics and statistics. They form a particular class of exchangeable vectors and, as such, rely on a strong property of symmetry.
Lefèvre Claude
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Open Mathematics, 2022 One of the most common challenges in multivariate statistical analysis is estimating the mean parameters. A well-known approach of estimating the mean parameters is the maximum likelihood estimator (MLE).
Benkhaled Abdelkader +4 more
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Multiple inflated negative binomial regression for correlated multivariate count data
Dependence Modeling, 2022 This article aims to provide a method of regression for multivariate multiple inflated count responses assuming the responses follow a negative binomial distribution.
Mathews Joseph +3 more
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Computational and Mathematical Biophysics, 2023 It is now known that early government interventions in pandemic management helps in slowing down the pandemic in the initial phase, during which a conservative basic reproduction number can be maintained.
Sreevalsan-Nair Jaya +4 more
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A new extension of the two-parameter bathtub hazard shaped distribution
Scientific African, 2022 The need of new life time distributions that can be used to fit real data sets is crucial in lifetime data analysis. This article uses the two parameter bathtub (TPBT) and the generalized exponential (GE) distributions to propose a new family of lifetime
Ammar M. Sarhan, Abdelfattah Mustafa
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A combinatorial proof of the Gaussian product inequality beyond the MTP2 case
Dependence Modeling, 2022 A combinatorial proof of the Gaussian product inequality (GPI) is given under the assumption that each component of a centered Gaussian random vector X=(X1,…,Xd){\boldsymbol{X}}=\left({X}_{1},\ldots ,{X}_{d}) of arbitrary length can be written as a ...
Genest Christian, Ouimet Frédéric
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On shrinkage estimators improving the positive part of James-Stein estimator
Demonstratio Mathematica, 2021 In this work, we study the estimation of the multivariate normal mean by different classes of shrinkage estimators. The risk associated with the quadratic loss function is used to compare two estimators. We start by considering a class of estimators that
Hamdaoui Abdenour
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Asymptotic behavior of the maximum of multivariate order statistics in a norm sense
, 2020 In this work, we investigate the asymptotic behavior of the extremes of a multivariate data by using the Reduced Ordering Principle (R-ordering). When, the sup-norm is used, we reveal the interrelation between the R-ordering principle and Marginal ...
H. M. Barakat, E. Nigm, M. H. Harpy
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EXTENDED FRACTIONAL INTEGRALS, PRODUCTS AND RATIOS OF MATRICES AND STATISTICAL DISTRIBUTIONS
, 2020 For two functions, Mellin convolutions of products and ratios are well-known in the literature. But these for three or more functions is not discussed extensively in the literature.
A. Mathai
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Lorenz-generated bivariate Archimedean copulas
Dependence Modeling, 2020 A novel generating mechanism for non-strict bivariate Archimedean copulas via the Lorenz curve of a non-negative random variable is proposed. Lorenz curves have been extensively studied in economics and statistics to characterize wealth inequality and ...
Fontanari Andrea +2 more
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