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stat.AP2023
A semiparametric generalized exponential regression model with a principled distance-based prior
Arijit Dey, Arnab Hazra
The generalized exponential distribution is a well-known probability model in lifetime data analysis and several other research areas, including precipitation modeling. Despite hav…
stat.AP2023
Estimating Changepoints in Extremal Dependence, Applied to Aviation Stock Prices During COVID-19 Pandemic
Arnab Hazra, Shiladitya Bose
The dependence in the tails of the joint distribution of two random variables is generally assessed using -measure, the limiting conditional probability of one variable being ex…