Results 11 to 20 of about 5,821,170 (252)
Nonparametric regression in natural exponential families [PDF]
, 2010 Theory and methodology for nonparametric regression have been particularly well developed in the case of additive homoscedastic Gaussian noise. Inspired by asymptotic equivalence theory, there have been ongoing efforts in recent years to construct explicit procedures that turn other function estimation problems into a standard nonparametric regression ...
Cai, T. Toni, Zhou, Harrison H.
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Associated Natural Exponential Families and Elliptic Functions [PDF]
, 2015 This paper studies the variance functions of the natural exponential families (NEF) on the real line of the form \((Am^4+Bm^2+C)^{1/2}\) where m denoting the mean. Surprisingly enough, most of them are discrete families concentrated on \(\lambda \mathbb {Z}\) for some constant \(\lambda \) and the Laplace transform of their elements are expressed by ...
Letac, Gérard
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Cumulant-Based Goodness-of-Fit Tests for the Tweedie, Bar-Lev and Enis Class of Distributions
Mathematics, 2023 The class of natural exponential families (NEFs) of distributions having power variance functions (NEF-PVFs) is huge (uncountable), with enormous applications in various fields.
Shaul K. Bar-Lev +4 more
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Risks, 2022 The Lee–Carter model, the dominant mortality projection modeling in the literature, was criticized for its homoscedastic error assumption. This was corrected in extensions to the model based on the assumption that the number of deaths follows Poisson or ...
Yaser Awad, Shaul K. Bar-Lev, Udi Makov
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Exponential families of mixed Poisson distributions [PDF]
, 2006 If I=(I1,…,Id) is a random variable on [0,∞)d with distribution μ(dλ1,…,dλd), the mixed Poisson distribution MP(μ) on View the MathML source is the distribution of (N1(I1),…,Nd(Id)) where N1,…,Nd are ordinary independent Poisson processes which are also ...
Letac, G. +9 more
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Deformed Algebras and Generalizations of Independence on Deformed Exponential Families
Entropy, 2015 A deformed exponential family is a generalization of exponential families. Since the useful classes of power law tailed distributions are described by the deformed exponential families, they are important objects in the theory of complex systems.
Hiroshi Matsuzoe, Tatsuaki Wada
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Group Invariance of Information Geometry on q-Gaussian Distributions Induced by Beta-Divergence
Entropy, 2013 We demonstrate that the q-exponential family particularly admits natural geometrical structures among deformed exponential families. The property is the invariance of structures with respect to a general linear group, which transitively acts on the space
Shinto Eguchi, Atsumi Ohara
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On the Fisher Metric of Conditional Probability Polytopes
Entropy, 2014 We consider three different approaches to define natural Riemannian metrics on polytopes of stochastic matrices. First, we define a natural class of stochastic maps between these polytopes and give a metric characterization of Chentsov type in terms of ...
Guido Montúfar, Johannes Rauh, Nihat Ay
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Entropy, 2014 One dimensional exponential families on finite sample spaces are studied using the geometry of the simplex Δn°-1 and that of a transformation Vn-1 of its interior.
Paul Vos, Karim Anaya-Izquierdo
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Increasing Hazard Rate of Mixtures for Natural Exponential Families [PDF]
Advances in Applied Probability, 2012 Hazard rates play an important role in various areas, e.g. reliability theory, survival analysis, biostatistics, queueing theory, and actuarial studies. Mixtures of distributions are also of great preeminence in such areas as most populations of components are indeed heterogeneous.
Bar-Lev, Shaul K., Letac, Gérard
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