Bivariate Distributions via a Pareto Conditional Distribution and a Regression Function

Bayesian Prediction Intervals under Bivariate Truncated Generalized Cauchy Distribution

Ateya and Madhagi (2011) introduced a multivariate form of truncated generalized Cauchy distribution (TGCD), which introduced by Ateya and Al-Hussaini (2007). The multivariate version of (TGCD) is denoted by (MVTGCD). Among the features of this form are that subvectors and conditional subvectors of random vectors, distributed according to this distribution, have the same form of distribution ...

Two-stage estimation using copula function

‎Maximum likelihood estimation of multivariate distributions needs solving a optimization problem with large dimentions (to the number of unknown parameters) but two‎- ‎stage estimation divides this problem to several simple optimizations‎. ‎It saves significant amount of computational time‎. ‎Two methods are investigated for estimation consistency check‎. ‎We revisit Sankaran and Nair's bivari...

Some New Characterization Results on Exponential and Related Distributions

Bivariate Semi-Logistic Distribution and Processes

Bivariate semi-logistic and Marshall-Olkin bivariate semi-logistic distributions are introduced. Some properties of these distributions are studied. First order autoregressive processes with bivariate semi-logistic and Marshall-Olkin bivariate semi-logistic distributions as marginals are introduced and studied.

Nonparametric multivariate conditional distribution and quantile regression

In nonparametric multivariate regression analysis, one usually seeks methods to reduce the dimensionality of the regression function to bypass the difficulty caused by the curse of dimensionality. We study nonparametric estimation of multivariate conditional distribution and quantile regression via local univariate quadratic estimation of partial derivatives of bivariate copulas. Without restri...