Estimating hazard rates from $δ$-records in discrete distributions
Fuente:
arXiv
Saved in:
| Main Authors: | Alcalde, Martín, Lafuente, Miguel, López, F. Javier, Maldonado, Lina, Sanz, Gerardo |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Estimating the tail index of Pareto-type distributions from geometric records
by: Alcalde, Martín, et al.
Published: (2026)
by: Alcalde, Martín, et al.
Published: (2026)
Mean and Covariance Estimation for Discretely Observed High-Dimensional Functional Data: Rates of Convergence and Division of Observational Regimes
by: Petersen, Alexander
Published: (2024)
by: Petersen, Alexander
Published: (2024)
Volatility estimation from a view point of entropy
by: Akahori, Jirô, et al.
Published: (2024)
by: Akahori, Jirô, et al.
Published: (2024)
Uniform convergence of kernel averages under fixed design with heterogeneous dependent data
by: Matsuoka, Danilo Hiroshi, et al.
Published: (2026)
by: Matsuoka, Danilo Hiroshi, et al.
Published: (2026)
On kernel mode estimation under RLT and WOD model
by: Alem, Mohamed Kaber El, et al.
Published: (2024)
by: Alem, Mohamed Kaber El, et al.
Published: (2024)
Quantifying and testing dependence to categorical variables
by: Hörmann, Siegfried, et al.
Published: (2025)
by: Hörmann, Siegfried, et al.
Published: (2025)
Minimax estimation of the structure factor of spatial point processes
by: Mastrilli, Gabriel
Published: (2025)
by: Mastrilli, Gabriel
Published: (2025)
IAPO estimators in Exponentiated Frechet case
by: Jordanova, Pavlina, et al.
Published: (2025)
by: Jordanova, Pavlina, et al.
Published: (2025)
Nonparametric Inference on Dose-Response Curves Without the Positivity Condition
by: Zhang, Yikun, et al.
Published: (2024)
by: Zhang, Yikun, et al.
Published: (2024)
Testing parametric models for the angular measure for bivariate extremes
by: Lhaut, Stéphane, et al.
Published: (2024)
by: Lhaut, Stéphane, et al.
Published: (2024)
Robust Estimation in Finite Mixture Models
by: Lecestre, Alexandre
Published: (2021)
by: Lecestre, Alexandre
Published: (2021)
Inference with Mondrian Random Forests
by: Cattaneo, Matias D., et al.
Published: (2023)
by: Cattaneo, Matias D., et al.
Published: (2023)
Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions
by: van der Spek, Rutger, et al.
Published: (2022)
by: van der Spek, Rutger, et al.
Published: (2022)
A provable initialization and robust clustering method for general mixture models
by: Jana, Soham, et al.
Published: (2024)
by: Jana, Soham, et al.
Published: (2024)
A novel statistical approach to analyze image classification
by: Chen, Juntong, et al.
Published: (2022)
by: Chen, Juntong, et al.
Published: (2022)
Bayesian mixture models (in)consistency for the number of clusters
by: Alamichel, Louise, et al.
Published: (2022)
by: Alamichel, Louise, et al.
Published: (2022)
Mode-based estimation of the center of symmetry
by: Chacón, José E., et al.
Published: (2024)
by: Chacón, José E., et al.
Published: (2024)
Higher-Order Efficient Estimators: A Review and Simulation-Based Benchmark Study
by: Wang, Zeyi, et al.
Published: (2026)
by: Wang, Zeyi, et al.
Published: (2026)
The limit joint distributions of some statistics used in testing the quality of random number generators
by: Savelov, M. P.
Published: (2025)
by: Savelov, M. P.
Published: (2025)
TwinKernel Estimation for Point Process Intensity Functions: Adaptive Nonparametric Methods via Orbital Regularity
by: Nembé, Jocelyn
Published: (2025)
by: Nembé, Jocelyn
Published: (2025)
Lancaster correlation -- a new dependence measure linked to maximum correlation
by: Holzmann, Hajo, et al.
Published: (2023)
by: Holzmann, Hajo, et al.
Published: (2023)
How should we aggregate ratings? Accounting for personal rating scales via Wasserstein barycenters
by: Raban, Daniel
Published: (2024)
by: Raban, Daniel
Published: (2024)
Granulometric Smoothing on Manifolds
by: Bolón, Diego, et al.
Published: (2024)
by: Bolón, Diego, et al.
Published: (2024)
Nonparametric Bayesian inference for stochastic processes with piecewise constant priors
by: Belomestny, Denis, et al.
Published: (2023)
by: Belomestny, Denis, et al.
Published: (2023)
Extension of the one-sample Kolmogorov-Smirnov test
by: Komaba, Atsushi, et al.
Published: (2024)
by: Komaba, Atsushi, et al.
Published: (2024)
General M-estimators of location on Riemannian manifolds: existence and uniqueness
by: Lee, Jongmin, et al.
Published: (2025)
by: Lee, Jongmin, et al.
Published: (2025)
Predictive Inference via Kernel Density Estimates
by: Hilbert, Torey
Published: (2026)
by: Hilbert, Torey
Published: (2026)
Conditional distributions for the nested Dirichlet process via sequential imputation
by: Donald, Evan, et al.
Published: (2025)
by: Donald, Evan, et al.
Published: (2025)
Kernel-based independence and mean independence tests for weakly dependent data
by: Diz-Castro, Daniel, et al.
Published: (2026)
by: Diz-Castro, Daniel, et al.
Published: (2026)
Quadratic functional estimation from observations with multiplicative measurement error
by: Neubert, Bianca, et al.
Published: (2024)
by: Neubert, Bianca, et al.
Published: (2024)
Statistical properties of approximate geometric quantiles in infinite-dimensional Banach spaces
by: Romon, Gabriel
Published: (2022)
by: Romon, Gabriel
Published: (2022)
Rates of convergence for nearest neighbor estimators with the smoother regression function
by: Ayano, Takanori
Published: (2011)
by: Ayano, Takanori
Published: (2011)
Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments
by: Zhang, Yikun, et al.
Published: (2025)
by: Zhang, Yikun, et al.
Published: (2025)
Berry-Esseen Bounds and Moderate Deviations for Catoni-Type Robust Estimation
by: Cai, Zhijun, et al.
Published: (2026)
by: Cai, Zhijun, et al.
Published: (2026)
Is model selection possible for the $\ell_p$-loss? PCO estimation for regression models
by: Lacour, Claire, et al.
Published: (2025)
by: Lacour, Claire, et al.
Published: (2025)
Estimation of the incubation time distribution in the singly and doubly interval censored model
by: Groeneboom, Piet
Published: (2023)
by: Groeneboom, Piet
Published: (2023)
Robust Tail Index Estimation under Random Censoring via Minimum Density Power Divergence
by: Guesmia, Nour Elhouda, et al.
Published: (2025)
by: Guesmia, Nour Elhouda, et al.
Published: (2025)
Robust and Smooth Estimation of the Extreme Tail Index via Weighted Minimum Density Power Divergence
by: Mancer, Saida, et al.
Published: (2025)
by: Mancer, Saida, et al.
Published: (2025)
Adaptive Density Estimation Using Projection Kernels and Penalized Comparison to Overfitting
by: Hoang, Van Ha, et al.
Published: (2025)
by: Hoang, Van Ha, et al.
Published: (2025)
Robust density estimation with the $\mathbb{L}_{1}$-loss. Applications to the estimation of a density on the line satisfying a shape constraint
by: Baraud, Y., et al.
Published: (2022)
by: Baraud, Y., et al.
Published: (2022)
Similar Items
-
Estimating the tail index of Pareto-type distributions from geometric records
by: Alcalde, Martín, et al.
Published: (2026) -
Mean and Covariance Estimation for Discretely Observed High-Dimensional Functional Data: Rates of Convergence and Division of Observational Regimes
by: Petersen, Alexander
Published: (2024) -
Volatility estimation from a view point of entropy
by: Akahori, Jirô, et al.
Published: (2024) -
Uniform convergence of kernel averages under fixed design with heterogeneous dependent data
by: Matsuoka, Danilo Hiroshi, et al.
Published: (2026) -
On kernel mode estimation under RLT and WOD model
by: Alem, Mohamed Kaber El, et al.
Published: (2024)