Showing 1 - 10 of 37
For the first time, we give an asymptotic formula of order n-2, where n is the sample size, for the covariance matrix of the maximum likelihood estimators of the regression parameters in regular dispersion models. The covariance matrix formula does not involve cumulants of log-likelihood...
Persistent link: https://www.econbiz.de/10008551080
In this note, we prove a sharp Lp-rate of convergence of the number of upcrossings to the local time of the Brownian motion. In particular, it provides novel p-variation estimates (2p∞) for the number of upcrossings of the Brownian motion. Our result complements the fundamental work of...
Persistent link: https://www.econbiz.de/10011263177
In this article, we extend the beta regression model proposed by Ferrari and Cribari-Neto (2004), which is generally useful in situations where the response is restricted to the standard unit interval in two different ways: we let the regression structure to be nonlinear, and we allow a...
Persistent link: https://www.econbiz.de/10008484565
Fix a function such that , where d=1, and each function is strictly increasing, right continuous with left limits. We prove the equilibrium fluctuations for exclusion processes with conductances, induced by W, in random environments, when the system starts from an equilibrium measure. The...
Persistent link: https://www.econbiz.de/10008873879
Persistent link: https://www.econbiz.de/10012272411
This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator...
Persistent link: https://www.econbiz.de/10011056393
We introduce a general method for obtaining more flexible new distributions by compounding the extended Weibull and power series distributions. The compounding procedure follows the same set-up carried out by Adamidis and Loukas (1998) and defines 68 new sub-models. The new class of generated...
Persistent link: https://www.econbiz.de/10011056424
The β-Birnbaum–Saunders (Cordeiro and Lemonte, 2011) and Birnbaum–Saunders (Birnbaum and Saunders, 1969a) distributions have been used quite effectively to model failure times for materials subject to fatigue and lifetime data. We define the log-β-Birnbaum–Saunders distribution by the...
Persistent link: https://www.econbiz.de/10011056473
We introduce the log-odd Weibull regression model based on the odd Weibull distribution (Cooray, 2006). We derive some mathematical properties of the log-transformed distribution. The new regression model represents a parametric family of models that includes as sub-models some widely known...
Persistent link: https://www.econbiz.de/10010953607
In this paper, we formulate a very flexible family of models which unifies most recent lifetime distributions. The main idea is to obtain a cumulative distribution function to transform the baseline distribution with an activation mechanism characterized by a latent threshold variable. The new...
Persistent link: https://www.econbiz.de/10010953636