A New Generalization of the Truncated Gumbel Distribution with Quantile Regression and Applications.(2024). Gómez, H.J.; Santoro, K.I.; Ayma, D:; Cortés, I.E.; Gallardo, D.I.; Magalhães, T.M.
5 junio, 2024 -
In this article, we introduce a new model with positive support. This model is an extension of the truncated Gumbel distribution, where a shape parameter is incorporated that provides greater flexibility to the new model. The model is parameterized in terms of the p-th quantile of the distribution to perform quantile regression in this model. An extensive simulation study demonstrates the good performance of the maximum likelihood estimators in finite samples. Finally, two applications to real datasets related to the level of beta-carotene and body mass index are presented.
Keywords: Gumbel distribution; maximum likelihood estimators; quantile regression; truncated distribution
MSC: 62E10; 62E15; 62E17
A Composite Half-Normal-Pareto Distribution with Applications to Income and Expenditure Data. (2024). Olmos, N.M.; Gomez-Deniz, E.; Venegas, O.; Gomez, H.W.
23 mayo, 2024 -
The half-normal distribution is composited with the Pareto model to obtain a uni-parametric distribution with a heavy right tail, called the composite half-normal-Pareto distribution. This new distribution is useful for modeling positive data with atypical observations. We study the properties and the behavior of the right tail of this new distribution. We estimate the parameter using a method based on percentiles and the maximum likelihood method and assess the performance of the maximum likelihood estimator using Monte Carlo. We report three applications, one with simulated data and the others with income and expenditure data, in which the new distribution presents better performance than the Pareto distribution.
Keywords:
half-normal distribution; heavy-tailed distribution; maximum likelihood; VaR
MSC: 62E15; 62E20; 62P05
Scale Mixture of Gleser Distribution with an Application to Insurance Data. (2024). Olmos, n.m.; Gomez-Deniz, E.; Venegas, O.
3 mayo, 2024 -
In this paper, the scale mixture of the Gleser (SMG) distribution is introduced. This new distribution is the product of a scale mixture between the Gleser (G) distribution and the Beta(𝑎,1)(a,1) distribution. The SMG distribution is an alternative to distributions with two parameters and a heavy right tail. We study its representation and some basic properties, maximum likelihood inference, and Fisher’s information matrix. We present an application to a real dataset in which the SMG distribution shows a better fit than two other known distributions.
Scale Mixture of Exponential Distribution with an Application.(2024). Barahona, J.A.; Gomez, Y.M.; Gomez-Deniz, E.; Venegas, O.; Gomez, H.W.
3 enero, 2024 -
This article presents an extended distribution that builds upon the exponential distribution. This extension is based on a scale mixture between the exponential and beta distributions. By utilizing this approach, we obtain a distribution that offers increased flexibility in terms of the kurtosis coefficient. We explore the general density, properties, moments, asymmetry, and kurtosis coefficients of this distribution. Statistical inference is performed using both the moments and maximum likelihood methods. To show the performance of this new model, it is applied to a real dataset with atypical observations. The results indicate that the new model outperforms two other extensions of the exponential distribution.
Modified Unit-Half-Normal Distribution with Applications. (2024). Alvarez, P.I.; Varela, H.; Cortes, I.E.; Venegas, O.; Gomez, H.W.
2 enero, 2024 -
In this article, we introduce a new continuous distribution based on the unit interval. This distribution is generated from a transformation of a random variable with half-normal distribution. We study its basic properties, percentiles, moments and order statistics. Maximum likelihood estimation is applied, and we present a simulation study to observe the behavior of the maximum likelihood estimators. We examine two applications to real proportions datasets, where the new distribution is shown to provide a better fit than other distributions defined in the unit interval.
Two-Point Distortion Theorems for Harmonic Mappings(2023). Bravo, V.; Hernández, R.; Venegas, O.
9 mayo, 2023 -
We establish two-point distortion theorems for sense-preserving planar harmonic mappings f= h+ g¯ in the unit disk D which satisfy harmonic versions of the univalence criteria due to Becker and Nehari. In addition, we also find two-point distortion theorems for the cases when h is a normalized convex function and, more generally, when h(D) is a c-linearly connected domain.
First-principles calculations of hematite (α-Fe2O3) by self-consistent DFT+U+V.(2023). Naveas, N., Pulido, R., Marini, C., Hernández-Montelongo, J., & Silván, M. M.
24 enero, 2023 -
The purpose of this paper is to identify the emergence of indirect trade flows prompted by the export interaction of the world’s economies. Using data on exports from the United Nations Conference on Trade and Development (UNCTAD) for the period 2016–2021, we construct an international trade network which is analyzed through the “forgotten effects theory” that identifies tuples of countries with an origin, intermediary countries, and a destination. This approach intends to spotlight something beyond the analysis of the direct trade network by the identification of second and third-order paths. The analysis using both network analyses, as well as the forgotten effect approaches, which show that the international trade network presents a hub-and-spoke behavior in contrast to most extant research finding a core-periphery structure. The structure is then comprised of three almost separated trade networks and a hub country that bridges commerce between those networks. The contribution of this article is to move the analysis forward from other works that utilize trade networks, including those of econometric nature—such as the ones based on gravity models—by incorporating indirect relationships between countries, which could provide distinctive and novel insights into the study of economic networks.
Ejemplo Proyectos / Subir con entrada y no editar con elementor(2023). Duarte, J.; Martínez-Flórez, G.; Gallardo, D.I.; Venegas, O.; Gómez, H.W.
23 enero, 2023 -
This article introduces a bimodal model based on the epsilon-skew-normal distribution. This extension generates bimodal distributions similar to those produced by the mixture of normal distributions. We study the basic properties of this new family. We apply maximum likelihood estimators, calculate the information matrix and present a simulation study to assess parameter recovery. Finally, we illustrate the results to three real data sets, suggesting this new distribution as a plausible alternative for modelling bimodal data.
Forgotten Effects Approach to the Analysis of Complex Economic Systems: Identifying Indirect Effects on Trade Networks.(2023). Chávez-Bustamante, F.;Mardones-Arias, E.; Rojas-Mora, J.; Tijmes-Ihl, J.
18 enero, 2023 -
The purpose of this paper is to identify the emergence of indirect trade flows prompted by the export interaction of the world’s economies. Using data on exports from the United Nations Conference on Trade and Development (UNCTAD) for the period 2016–2021, we construct an international trade network which is analyzed through the “forgotten effects theory” that identifies tuples of countries with an origin, intermediary countries, and a destination. This approach intends to spotlight something beyond the analysis of the direct trade network by the identification of second and third-order paths. The analysis using both network analyses, as well as the forgotten effect approaches, which show that the international trade network presents a hub-and-spoke behavior in contrast to most extant research finding a core-periphery structure. The structure is then comprised of three almost separated trade networks and a hub country that bridges commerce between those networks. The contribution of this article is to move the analysis forward from other works that utilize trade networks, including those of econometric nature—such as the ones based on gravity models—by incorporating indirect relationships between countries, which could provide distinctive and novel insights into the study of economic networks.
A bimodal extension of the epsilon-skew-normal distribution.(2023). Duarte, J.; Martínez-Flórez, G.; Gallardo, D.I.; Venegas, O.; Gómez, H.W.
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This article introduces a bimodal model based on the epsilon-skew-normal distribution. This extension generates bimodal distributions similar to those produced by the mixture of normal distributions. We study the basic properties of this new family. We apply maximum likelihood estimators, calculate the information matrix and present a simulation study to assess parameter recovery. Finally, we illustrate the results to three real data sets, suggesting this new distribution as a plausible alternative for modelling bimodal data.
