Concentration inequalities for statistical inference

H Zhang, SX Chen - arXiv preprint arXiv:2011.02258, 2020 - arxiv.org
This paper gives a review of concentration inequalities which are widely employed in non-
asymptotical analyses of mathematical statistics in a wide range of settings, from distribution …

Compound unimodal distributions for insurance losses

A Punzo, L Bagnato, A Maruotti - Insurance: Mathematics and Economics, 2018 - Elsevier
The distribution of insurance losses has a positive support and is often unimodal hump-
shaped, right-skewed and with heavy tails. In this work, we introduce a 3-parameter …

Overdisp: A stata (and Mata) package for direct detection of overdispersion in poisson and negative binomial regression models

LPL Fávero, P Belfiore, MA dos Santos… - Statistics, Optimization & …, 2020 - iapress.org
Stata has several procedures that can be used in analyzing count-data regression models
and, more specifically, in studying the behavior of the dependent variable, conditional on …

On quasi-infinitely divisible distributions

A Lindner, L Pan, K Sato - Transactions of the American Mathematical …, 2018 - ams.org
A quasi-infinitely divisible distribution on $\mathbb {R} $ is a probability distribution whose
characteristic function allows a Lévy–Khintchine type representation with a “signed Lévy …

ELASTIC-NET REGULARIZED HIGH-DIMENSIONAL NEGATIVE BINOMIAL REGRESSION

H Zhang, J Jia - Statistica Sinica, 2022 - JSTOR
We study a sparse negative binomial regression (NBR) for count data by showing the non-
asymptotic advantages of using the elastic-net estimator. Two types of oracle inequalities …

Optimal Stein‐type goodness‐of‐fit tests for count data

CH Weiß, P Puig, B Aleksandrov - Biometrical Journal, 2023 - Wiley Online Library
Common count distributions, such as the Poisson (binomial) distribution for unbounded
(bounded) counts considered here, can be characterized by appropriate Stein identities …

Characterizations of discrete compound Poisson distributions

H Zhang, B Li - Communications in Statistics-Theory and Methods, 2016 - Taylor & Francis
The aim of this paper is to give some new characterizations of discrete compound Poisson
distributions. Firstly, we give a characterization by the Lévy–Khintchine formula of infinitely …

Spectral representations of characteristic functions of discrete probability laws

I Alexeev, A Khartov - Bernoulli, 2023 - projecteuclid.org
We consider discrete probability laws on the real line, whose characteristic functions are
separated from zero. This class includes arbitrary discrete infinitely divisible laws and lattice …

Asymptotic Theory for Differentially Private Generalized -models with Parameters Increasing

Y Fan, H Zhang, T Yan - arXiv preprint arXiv:2002.12733, 2020 - arxiv.org
Modelling edge weights play a crucial role in the analysis of network data, which reveals the
extent of relationships among individuals. Due to the diversity of weight information, sharing …

A criterion of quasi-infinite divisibility for discrete laws

AA Khartov - Statistics & Probability Letters, 2022 - Elsevier
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