Entropy-Based Uncertainty Quantification in Linear Consecutive k-out-of-n:G Systems via Cumulative Residual Tsallis Entropy [PDF]
EntropyQuantifying uncertainty in complex systems is a central problem in reliability analysis and engineering applications. In this work, we develop an information-theoretic framework for analyzing linear consecutive k-out-of-n:G systems using the cumulative ...
Boshra Alarfaj +2 more
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A Time-Varying Coefficient Double Threshold GARCH Model with Explanatory Variables
Axioms, 2023 In this article, we consider the nonparametric inference for the time-varying coefficient double-threshold generalized autoregressive conditional heteroscedastic models.
Tongwei Zhang +3 more
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Mathematics, 2023 This paper studies the estimation and inference of a partially linear varying coefficient spatial autoregressive panel data model with fixed effects. By means of the basis function approximations and the instrumental variable methods, we propose a two ...
Sanying Feng, Tiejun Tong, Sung Nok Chiu
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Regression Analysis of Dependent Current Status Data with Left Truncation
Mathematics, 2023 Current status data are encountered in a wide range of applications, including tumorigenic experiments and demographic studies. In this case, each subject has one observation, and the only information obtained is whether the event of interest happened at
Mengyue Zhang +4 more
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Nonparametric Estimation of Multivariate Copula Using Empirical Bayes Methods
Mathematics, 2023 In the fields of finance, insurance, system reliability, etc., it is often of interest to measure the dependence among variables by modeling a multivariate distribution using a copula.
Lu Lu, Sujit Ghosh
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Modeling lifetime data with multiple causes using cause specific reversed hazard rates
Statistica, 2014 In this paper we introduce and study cause specific reversed hazard rates in the context of left censored lifetime data with multiple causes. Nonparametric inference procedure for left censored lifetime data with multiple causes using cause specific ...
Paduthol Godan Sankaran +1 more
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Indirect Inference for Locally Stationary Models
, 2020 We propose the use of indirect inference estimation to conduct inference in complex locally stationary models. We develop a local indirect inference algorithm and establish the asymptotic properties of the proposed estimator.
Frazier, David, Koo, Bonsoo
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Nonparametric frequency domain analysis of nonstationary multivariate time series [PDF]
, 2002 We analyse the properties of nonparametric spectral estimates when applied to long memory and trending nonstationary multiple time series. We show that they estimate consistently a generalized or pseudo-spectral density matrix at frequencies both close ...
Velasco, Carlos
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Inference in Additively Separable Models With a High-Dimensional Set of Conditioning Variables
, 2020 This paper studies nonparametric series estimation and inference for the effect of a single variable of interest x on an outcome y in the presence of potentially high-dimensional conditioning variables z.
Kozbur, Damian
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Parameter estimation of ODE's via nonparametric estimators [PDF]
, 2007 Ordinary differential equations (ODE's) are widespread models in physics, chemistry and biology. In particular, this mathematical formalism is used for describing the evolution of complex systems and it might consist of high-dimensional sets of coupled ...
Brunel, Nicolas J-B.
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