A5000220046- Advanced Statistical Methods and Models
- Statistical Distribution Estimation and Applications
- Statistical Methods and Inference
- Statistical Mechanics and Entropy
- Statistical Methods and Bayesian Inference
- Bayesian Methods and Mixture Models
- Probabilistic and Robust Engineering Design
- Advanced Statistical Process Monitoring
- Financial Risk and Volatility Modeling
- Particle physics theoretical and experimental studies
- Bayesian Modeling and Causal Inference
- Statistical Methods in Clinical Trials
- Forecasting Techniques and Applications
- Superconducting Materials and Applications
- Distributed Sensor Networks and Detection Algorithms
- Concrete Corrosion and Durability
- High-Energy Particle Collisions Research
- Particle Detector Development and Performance
- Control Systems and Identification
- Underwater Acoustics Research
- Infrastructure Maintenance and Monitoring
- Fractal and DNA sequence analysis
- Demographic Trends and Gender Preferences
- Statistical and numerical algorithms
- Algorithms and Data Compression
University of Ioannina
2014-2023
University of Oxford
2000-2005
European Organization for Nuclear Research
1989-2002
University of Miami
1991
φ-divergence .statistics are obtained by either replacing both distributions involved in the argument of φ -divergence measure their sample estimates or one distribution and considering other as given. The sampling properties estimated divergence-type measures investigated. Approximate means variances derived asymptotic obtained. Tests goodness fit observed frequencies to expected ones tests equality divergences based on two more multinomial samples constructed.
The multivariate survival function of a random vector X is used to define broad class entropy measures. Several properties the proposed are studied and explicit expressions measures derived for specific probabilistic models. cumulative residual entropy, introduced by Rao et al. Wang al., particular case
Some properties of the general families bivariate distributions generated by beta dependent random variables are derived and discussed here. classic measures dependence information derived, their behaviours as well. Finally, a discrimination procedure within this family is proposed based on Shannon entropy. A real-life example presented to illustrate model well inferential results developed
Abstract The problem of loss information due to the discretization data and its estimate is studied for various measures information. results Ghurye Johnson (1981) are generalized supplemented Csiszár Renyi as well Fisher's matrix.
AbstractThis paper presents a family of power divergence-type test statistics for testing the hypothesis elliptical symmetry. We assess performance new statistics, using Monte Carlo simulation. In this context, type I error rate as well tests are studied. Specifically, selected alternatives, we compare proposed procedure with that by Schott [Testing symmetry in covariance-matrix-based analyses, Stat. Probab. Lett. 60 (2002), pp. 395–404]. This last statistic is an easily computed one...
In this paper, a robust version of the Wald test statistic for composite likelihood is considered by using minimum density power divergence estimator instead maximum estimator. This new family statistics will be called Wald-type statistics. The problem testing simple and null hypothesis considered, robustness studied on basis simulation study. also introduced, its asymptotic properties are studied.
In a recent article, Cardoso de Oliveira and Ferreira have proposed multivariate extension of the univariate chi-squared normality test, using known result for distribution quadratic forms in normal variables. this we propose family power divergence type test statistics testing hypothesis multinormality. The includes as particular case by Ferreira. We assess performance new Monte Carlo simulation. context, I error rates tests are studied, important members. Moreover, significant members...
This paper discusses the classic but still current problem of interval estimation a binomial proportion. Bootstrap methods are presented for constructing such confidence intervals in routine, automatic way. Three proportion compared and studied by means simulation study, namely: Wald interval, Agresti–Coull bootstrap-t interval. A new with bootstrap critical values, is also introduced its good behaviour related to average coverage probability established simulations.