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of 80
pro vyhledávání: '"Galarza, Christian E."'
This paper proposes an algorithm to generate random numbers from any member of the truncated multivariate elliptical family of distributions with a strictly decreasing density generating function. Based on Neal (2003) and Ho et al. (2012), we constru
Externí odkaz:
http://arxiv.org/abs/2112.09319
CensSpatial is an R package for analyzing spatial censored data through linear models. It offers a set of tools for simulating, estimating, making predictions, and performing local influence diagnostics for outlier detection. The package provides fou
Externí odkaz:
http://arxiv.org/abs/2110.05570
Autor:
Valeriano, Katherine A. L., Schumacher, Fernanda L., Galarza, Christian E., Matos, Larissa A.
The Student-$t$ distribution is widely used in statistical modeling of datasets involving outliers since its longer-than-normal tails provide a robust approach to hand such data. Furthermore, data collected over time may contain censored or missing o
Externí odkaz:
http://arxiv.org/abs/2110.00224
This paper develops recurrence relations for integrals that relate the density of multivariate extended skew-normal (ESN) distribution, including the well-known skew-normal (SN) distribution introduced by Azzalini and Dalla-Valle (1996) and the popul
Externí odkaz:
http://arxiv.org/abs/2009.13488
Finite mixture modeling of censored and missing data using the multivariate skew-normal distribution
Finite mixture models have been widely used to model and analyze data from a heterogeneous populations. Moreover, data of this kind can be missing or subject to some upper and/or lower detection limits because of the restriction of experimental appar
Externí odkaz:
http://arxiv.org/abs/2009.10826
In this paper, we compute doubly truncated moments for the selection elliptical (SE) class of distributions, which includes some multivariate asymmetric versions of well-known elliptical distributions, such as, the normal, Student's t, slash, among o
Externí odkaz:
http://arxiv.org/abs/2007.14980
Publikováno v:
In Journal of Multivariate Analysis July 2023 196
Publikováno v:
In Journal of Multivariate Analysis May 2022 189
Autor:
Valeriano, Katherine A. L., Schumacher, Fernanda L., Galarza, Christian E., Matos, Larissa A.
Publikováno v:
Canadian Journal of Statistics; Sep2024, Vol. 52 Issue 3, p804-828, 25p
Akademický článek
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