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Brazilian Journal of Probability and Statistics最新文献

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Tuning parameter selection in fused lasso signal approximator with false discovery rate control 具有错误发现率控制功能的融合拉索信号近似器中的调整参数选择
IF 1 4区 数学
Brazilian Journal of Probability and Statistics Pub Date : 2023-09-01 DOI: 10.1214/23-bjps577
W. Son, Johan Lim, Donghyeon Yu
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引用次数: 0
Inference for a competing risks model with Burr XII distributions under generalized progressive hybrid censoring 广义渐进混合删减下具有伯尔 XII 分布的竞争风险模型的推论
IF 1 4区 数学
Brazilian Journal of Probability and Statistics Pub Date : 2023-09-01 DOI: 10.1214/23-bjps582
Prakash Chandra, Amulya Kumar Mahto, Y. Tripathi
{"title":"Inference for a competing risks model with Burr XII distributions under generalized progressive hybrid censoring","authors":"Prakash Chandra, Amulya Kumar Mahto, Y. Tripathi","doi":"10.1214/23-bjps582","DOIUrl":"https://doi.org/10.1214/23-bjps582","url":null,"abstract":"","PeriodicalId":51242,"journal":{"name":"Brazilian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2023-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139346088","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
L-moments of asymmetric generalized distributions obtained through quantile splicing 通过量值拼接获得的非对称广义分布的 L 矩
IF 1 4区 数学
Brazilian Journal of Probability and Statistics Pub Date : 2023-09-01 DOI: 10.1214/23-bjps580
Brenda V. Mac’Oduol, Narayanaswamy Balakrishnan, Paul van Staden, Robert King
{"title":"L-moments of asymmetric generalized distributions obtained through quantile splicing","authors":"Brenda V. Mac’Oduol, Narayanaswamy Balakrishnan, Paul van Staden, Robert King","doi":"10.1214/23-bjps580","DOIUrl":"https://doi.org/10.1214/23-bjps580","url":null,"abstract":"","PeriodicalId":51242,"journal":{"name":"Brazilian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2023-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139347117","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Bivariate log-symmetric models: Distributional properties, parameter estimation and an application to public spending data 二元对数对称模型：分布特性、参数估计及公共支出数据的应用
IF 1 4区 数学
Brazilian Journal of Probability and Statistics Pub Date : 2023-09-01 DOI: 10.1214/23-bjps584
R. Vila, Narayanaswamy Balakrishnan, H. Saulo, Ana Protazio
{"title":"Bivariate log-symmetric models: Distributional properties, parameter estimation and an application to public spending data","authors":"R. Vila, Narayanaswamy Balakrishnan, H. Saulo, Ana Protazio","doi":"10.1214/23-bjps584","DOIUrl":"https://doi.org/10.1214/23-bjps584","url":null,"abstract":"","PeriodicalId":51242,"journal":{"name":"Brazilian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2023-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139346290","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Influence diagnostics for the power-normal Tobit model power-normal Tobit模型的影响诊断
IF 1 4区 数学
Brazilian Journal of Probability and Statistics Pub Date : 2023-06-01 DOI: 10.1214/23-bjps573
G. Martínez-Flórez, Mario Pacheco, Artur J. Lemonte
{"title":"Influence diagnostics for the power-normal Tobit model","authors":"G. Martínez-Flórez, Mario Pacheco, Artur J. Lemonte","doi":"10.1214/23-bjps573","DOIUrl":"https://doi.org/10.1214/23-bjps573","url":null,"abstract":"","PeriodicalId":51242,"journal":{"name":"Brazilian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2023-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41532723","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation 基于随机热方程解增量的Wishart矩阵高维状态
IF 1 4区 数学
Brazilian Journal of Probability and Statistics Pub Date : 2023-06-01 DOI: 10.1214/23-bjps574
Julie Gamain, D. Mollinedo, C. Tudor
{"title":"High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation","authors":"Julie Gamain, D. Mollinedo, C. Tudor","doi":"10.1214/23-bjps574","DOIUrl":"https://doi.org/10.1214/23-bjps574","url":null,"abstract":"","PeriodicalId":51242,"journal":{"name":"Brazilian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2023-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44436546","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Beyond the lognormal distribution with properties and applications 超越对数正态分布的性质和应用
IF 1 4区 数学
Brazilian Journal of Probability and Statistics Pub Date : 2023-06-01 DOI: 10.1214/22-bjps546
E. Gómez–Déniz, Osvaldo Venegas, H. W. Gómez
{"title":"Beyond the lognormal distribution with properties and applications","authors":"E. Gómez–Déniz, Osvaldo Venegas, H. W. Gómez","doi":"10.1214/22-bjps546","DOIUrl":"https://doi.org/10.1214/22-bjps546","url":null,"abstract":". In this paper, a new family of continuous random variables with positive support is introduced. Its density function has the capacity to incorporate features of uni-modality and bimodality. Special attention is paid to the lognormal distribution which is included as a particular case. Its density function is given in closed-form, allowing prob-abilities, moments and other related measures such as skewness and kurtosis coefficients to be computed easily. In addition, a stochastic representation of the family that enables us to generate random variates of this model is also presented. Some properties related with the right tail and actuarial aspects of the distribution are also shown. This new family of distributions is numerically illustrated with data taken from the Medical Expenditure Panel Survey (MEPS), conducted by the US Agency of Health Research and Quality and with a well-known data set which has been studied widely in the actuarial literature.","PeriodicalId":51242,"journal":{"name":"Brazilian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2023-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44515551","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Preface to the Special Issue 特刊前言
4区 数学
Brazilian Journal of Probability and Statistics Pub Date : 2023-06-01 DOI: 10.1214/23-bjps372pre
{"title":"Preface to the Special Issue","authors":"","doi":"10.1214/23-bjps372pre","DOIUrl":"https://doi.org/10.1214/23-bjps372pre","url":null,"abstract":"","PeriodicalId":51242,"journal":{"name":"Brazilian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135094956","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Regression modeling of censored data based on compound scale mixtures of normal distributions 基于正态分布复合尺度混合的截尾数据回归建模
IF 1 4区 数学
Brazilian Journal of Probability and Statistics Pub Date : 2023-06-01 DOI: 10.1214/22-bjps551
Luis Benites, C. Zeller, H. Bolfarine, V. H. Lachos
{"title":"Regression modeling of censored data based on compound scale mixtures of normal distributions","authors":"Luis Benites, C. Zeller, H. Bolfarine, V. H. Lachos","doi":"10.1214/22-bjps551","DOIUrl":"https://doi.org/10.1214/22-bjps551","url":null,"abstract":". In the framework of censored regression models, the distribution of the error term can depart significantly from normality, for instance, due to the presence of multi-modality, skewness and/or atypical observations. In this paper we propose a novel censored linear regression model where the random errors follow a finite mixture of scale mixtures of normal (SMN) distribution. The SMN is an attractive class of symmetrical heavy-tailed densities that includes the normal, Student-t, slash and the contaminated normal distribution as special cases. This approach allows us to model data with great flexibility, ac-commodating simultaneously multimodality, heavy tails and skewness depending on the structure of the mixture components. We develop an analytically tractable and efficient EM-type algorithm for iteratively computing the maximum likelihood estimates of the parameters, with standard errors and prediction of the censored values as a by-products. The proposed algorithm has closed-form expressions at the E-step, that rely on formulas for the mean and variance of the truncated SMN distributions. The efficacy of the method is verified through the analysis of simulated and real datasets. The methodology addressed in this paper is implemented in the R package C ensMixReg.","PeriodicalId":51242,"journal":{"name":"Brazilian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2023-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41428767","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Multiplicative errors-in-variables beta regression 变量贝塔回归中的乘法误差
IF 1 4区 数学
Brazilian Journal of Probability and Statistics Pub Date : 2023-06-01 DOI: 10.1214/22-bjps543
Jalmar M. F. Carrasco, S. Ferrari, R. Arellano-Valle
{"title":"Multiplicative errors-in-variables beta regression","authors":"Jalmar M. F. Carrasco, S. Ferrari, R. Arellano-Valle","doi":"10.1214/22-bjps543","DOIUrl":"https://doi.org/10.1214/22-bjps543","url":null,"abstract":". This paper deals with beta regression models with a covariate that is not directly observed; instead, it is replaced by a surrogate covariate that underpredicts its actual value. We propose a multiplicative errors-in-variables model tailored for this situation and develop calibration regression and pseudo-likelihood-based inference for the unknown parameters. The impact of ignoring the measurement error and the performance of the inference methods are evaluated through simulations and a real data illustration.","PeriodicalId":51242,"journal":{"name":"Brazilian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":1.0,"publicationDate":"2023-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43695919","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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