[HTML][HTML] On the use of distribution-adaptive likelihood functions: Generalized and universal likelihood functions, scoring rules and multi-criteria ranking

JA Vrugt, DY de Oliveira, G Schoups, CGH Diks - Journal of Hydrology, 2022 - Elsevier
This paper is concerned with the formulation of an adequate likelihood function in the
application of Bayesian epistemology to uncertainty quantification of hydrologic models. We …

A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation

H Ogasawara - Journal of Multivariate Analysis, 2021 - Elsevier
A unified formula for various moments of the multivariate normal distribution with sectional
truncation is derived using a non-recursive method, where sectional truncation is given by …

Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution

CE Galarza, LA Matos, LM Castro… - Journal of Multivariate …, 2022 - Elsevier
In this paper, we compute doubly truncated moments for the selection elliptical class of
distributions, including some multivariate asymmetric versions of well-known elliptical …

Marginal tail-adaptive normalizing flows

M Laszkiewicz, J Lederer… - … Conference on Machine …, 2022 - proceedings.mlr.press
Learning the tail behavior of a distribution is a notoriously difficult problem. By definition, the
number of samples from the tail is small, and deep generative models, such as normalizing …

Family of generalized symmetric distributions: Properties and applications

MA Aljarrah, C Lee, F Famoye - Journal of Statistical Theory and Practice, 2024 - Springer
Generalized distributions are useful for applied statisticians, and some of the popular
distributions can be extended in several ways. In this study, we introduce a new family of …

Unified and non-recursive formulas for moments of the normal distribution with stripe truncation

H Ogasawara - Communications in Statistics-Theory and Methods, 2022 - Taylor & Francis
Stripe truncation in the normal distribution is introduced such that the variable is truncated
when it is located on several intervals like stripes. This truncation includes single, double …

Relaxing the Gaussian assumption in shrinkage and SURE in high dimension

M Fathi, L Goldstein, G Reinert… - The Annals of …, 2022 - projecteuclid.org
The supplement contains proofs of the main results and technical details for some remarks
and examples. Sections A to E of the supplement correspond to Sections 2 to 6 of the paper …

Estimation of the Hubble constant using Gaussian process regression and viable alternatives

S Zammit, D Suda, F Sammut, JL Said - The European Physical Journal C, 2024 - Springer
A well-known problem in cosmology is the 'Hubble tension'problem, ie different estimates for
the Hubble constant H 0 are not concordant with each other. This work investigates different …

The Distribution of Cross Sectional Momentum Returns When Underlying Asset Returns Are Student's t Distributed

OK Kwon, S Satchell - Journal of Risk and Financial Management, 2020 - mdpi.com
In Kwon and Satchell (2018), a theoretical framework was introduced to investigate the
distributional properties of the cross-sectional momentum returns under the assumption that …

The distribution of the sample correlation coefficient under variance-truncated normality

H Ogasawara - Metrika, 2024 - Springer
The non-null distribution of the sample correlation coefficient under bivariate normality is
derived when each of the associated two sample variances is subject to stripe truncation …