research
∙
08/29/2023
Parametric quantile autoregressive conditional duration models with application to intraday value-at-risk
The modeling of high-frequency data that qualify financial asset transac...
share
research
∙
06/23/2023
Bivariate autoregressive conditional models: A new method for jointly modeling duration and number of transactions of irregularly spaced financial data
In this paper, a new approach to bivariate modeling of autoregressive co...
research
∙
03/13/2023
A closed-form expression for the variance of truncated distribution and its uses
This work sheds some light on the relationship between a distribution's ...
research
∙
01/18/2023
An upper bound and a characterization for Gini's mean difference based on correlated random variables
In this paper, we obtain an upper bound for the Gini mean difference bas...
research
∙
01/13/2023
Bivariate distributions on the unit square: Theoretical properties and applications
We introduce the bivariate unit-log-symmetric model based on the bivaria...
research
∙
11/26/2022
Unit-log-symmetric models: Characterization, statistical properties and its use in analyzing internet access data
We present here a unit-log-symmetric model based on the bivariate log-sy...
research
∙
11/25/2022
Bivariate log-symmetric models: distributional properties, parameter estimation and an application to fatigue data analysis
The bivariate Gaussian distribution has been a key model for many develo...
research
∙
07/13/2022
Parametric quantile regression for income data
Univariate normal regression models are statistical tools widely applied...
research
∙
06/21/2022
Symmetric generalized Heckman models
The sample selection bias problem arises when a variable of interest is ...
research
∙
05/31/2022
Parametric quantile autoregressive moving average models with exogenous terms applied to Walmart sales data
Parametric autoregressive moving average models with exogenous terms (AR...
research
∙
04/11/2022
An extended Rayleigh model: Properties, regression and COVID-19 application
We define a four-parameter extended Rayleigh distribution, and obtain se...
research
∙
04/07/2022
A General Class of Trimodal Distributions: Properties and Inference
The modality is important topic for modelling. Using parametric models i...
research
∙
03/27/2022
New results and regression model for the exponentiated odd log-logistic Weibull family of distributions with applications
We obtain new mathematical properties of the exponentiated odd log-logis...
research
∙
03/05/2022
Theoretical results and modeling under the discrete Birnbaum-Saunders distribution
In this paper, we discuss some theoretical results and properties of a d...
research
∙
09/27/2021
A Bimodal Model for Extremes Data
In extreme values theory, for a sufficiently large block size, the maxim...
research
∙
09/08/2021
On a quantile autoregressive conditional duration model applied to high-frequency financial data
Autoregressive conditional duration (ACD) models are primarily used to d...
research
∙
08/18/2021
A Model for Bimodal Rates and Proportions
The beta model is the most important distribution for fitting data with ...
research
∙
06/19/2021
On the bimodal Gumbel model with application to environmental data
The Gumbel model is a very popular statistical model due to its wide app...
research
∙
05/31/2021
On some properties of the bimodal normal distribution and its bivariate version
In this work, we derive some novel properties of the bimodal normal dist...
research
∙
12/19/2020
On a length-biased Birnbaum-Saunders regression model applied to meteorological data
The length-biased Birnbaum-Saunders distribution is both useful and prac...
research
∙
12/15/2020
Maximum log_q Likelihood Estimation for Parameters of Weibull Distribution and Properties: Monte Carlo Simulation
The maximum log_q likelihood estimation method is a generalization of th...
research
∙
12/02/2020
A Bimodal Weibull Distribution: Properties and Inference
Modeling is a challenging topic and using parametric models is an import...
research
∙
05/19/2020
On a family of discrete log-symmetric distributions
The use of continuous probability distributions has been widespread in p...
research
∙
10/18/2018
Log-symmetric regression models for correlated errors with an application to mortality data
Log-symmetric regression models are particularly useful when the respons...
research
∙
04/28/2018
On a bivariate Birnbaum-Saunders distribution parameterized by its means: features, reliability analysis and application
Birnbaum-Saunders models have been widely used to model positively skewe...
research
∙
01/16/2018