Kokonendji, Célestin C. Moypemna Sembona, Cyrille C. Nisa, Khoirin
Published in
Acta Mathematica Sinica, English Series

Extending normal gamma and normal inverse Gaussian models, multivariate normal stable Tweedie (NST) models are composed by a fixed univariate stable Tweedie variable having a positive value domain, and the remaining random variables given the fixed one are real independent Gaussian variables with the same variance equal to the fixed component. With...

Radojičić, Una Nordhausen, Klaus Oja, Hannu
Published in
Applications of Mathematics

Partial orderings and measures of information for continuous univariate random variables with special roles of Gaussian and uniform distributions are discussed. The information measures and measures of non-Gaussianity including the third and fourth cumulants are generally used as projection indices in the projection pursuit approach for the indepen...

Marozzi, Marco Chowdhury, Shovan
Published in
Monte Carlo Methods and Applications

Evaluation of teaching performance of faculty members, on the basis of students’ feedback, is routinely performed by almost all tertiary education institutions. Objective assessment of faculty members requires a comprehensive index of teaching performance. A composite indicator is proposed to assess teaching performance of faculty members. It is ba...

Mai, Jan-Frederik
Published in
Dependence Modeling

Two simulation algorithms for hierarchical Archimedean copulas in the case when intra-group generators are not necessarily completely monotone are presented. Both generalize existing algorithms for the completely monotone case. The underlying stochastic models for both algorithms arise as a particular instance of a more general probability space st...

Lasserre, Jean B. Pauwels, Edouard
Published in
Advances in Computational Mathematics

We illustrate the potential applications in machine learning of the Christoffel function, or, more precisely, its empirical counterpart associated with a counting measure uniformly supported on a finite set of points. Firstly, we provide a thresholding scheme which allows approximating the support of a measure from a finite subset of its moments wi...

Shen, Xin-mei Fu, Ke-ang Zhong, Xue-ting
Published in
Applied Mathematics-A Journal of Chinese Universities

Consider a multidimensional renewal risk model, in which the claim sizes {Xk, k ≥ 1} form a sequence of independent and identically distributed random vectors with nonnegative components that are allowed to be dependent on each other. The univariate marginal distributions of these vectors have consistently varying tails and finite means. Suppose th...

Benedetti, R. Andreano, M. S. Piersimoni, F.
Published in
Statistical Methods & Applications

The design of a π\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\pi $$\end{document}ps random sample from a finite population when multivariate auxiliary variables are...

Mselmi, Farouk Kokonendji, Célestin C. Louati, Mahdi Masmoudi, Afif
Published in
Mediterranean Journal of Mathematics

This paper deals with the characterization of a class of infinitely divisible mixture distributions when the mixing parameter is the power of convolution. In framework of natural exponential families, we give the expression of its variance function. Furthermore, we explicit its generalized variance function which is the determinant of the covarianc...

Baghfalaki, T. Ganjali, M. Berridge, D.
Published in
Journal of the Korean Statistical Society

Time-course gene sets are collections of predefined groups of genes in some patients gathered over time. The analysis of time-course gene sets for testing gene sets which vary significantly over time is an important context in genomic data analysis. In this paper, the method of generalized estimating equations (GEEs), which is a semi-parametric app...

Marra, Giampiero Radice, Rosalba
Published in
Dependence Modeling

We discuss some of the features of the R add-on package GJRM which implements a flexible joint modeling framework for fitting a number of multivariate response regression models under various sampling schemes. In particular,we focus on the case inwhich the user wishes to fit bivariate binary regression models in the presence of several forms of sel...