18 citations · 28 across the 20 of their papers we have counts for
5 papers · 1 filter
On the Hurwitz zeta function with an application to the beta-exponential distribution
Julyan Arbel, Olivier Marchal, Bernardo Nipoti
We prove a monotonicity property of the Hurwitz zeta function which, in turn, translates into a chain of inequalities for polygamma functions of different orders. We provide a prob…
Approximate Bayesian computation via the energy statistic
Hien D. Nguyen, Julyan Arbel, Hongliang Lü +1
Approximate Bayesian computation (ABC) has become an essential part of the Bayesian toolbox for addressing problems in which the likelihood is prohibitively expensive or entirely u…
Sub-Weibull distributions: generalizing sub-Gaussian and sub-Exponential properties to heavier-tailed distributions
Mariia Vladimirova, Stephane Girard, Hien Nguyen +1
We propose the notion of sub-Weibull distributions, which are characterised by tails lighter than (or equally light as) the right tail of a Weibull distribution. This novel class g…
Dependence properties and Bayesian inference for asymmetric multivariate copulas
Julyan Arbel, Marta Crispino, Stéphane Girard
We study a broad class of asymmetric copulas introduced by Liebscher (2008) as a combination of multiple - usually symmetric - copulas. The main thrust of the paper is to provide n…
On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables
Julyan Arbel, Olivier Marchal, Hien D. Nguyen
We investigate the sub-Gaussian property for almost surely bounded random variables. If sub-Gaussianity per se is de facto ensured by the bounded support of said random variables,…