5 papers
Estimating the tail index of Pareto-type distributions from geometric records
MartÃn Alcalde, Raúl Gouet, Miguel Lafuente +2
In this paper, we develop a novel inferential approach based on geometric records for estimating the tail index of heavy-tailed distributions. We construct a maximum likelihood est…
Decision-Aware Proximal Bridge Learning for Optimal Treatment Selection
Tomàs Garriga, Alejandro Almodóvar, Axel Brando +3
Individualized treatment selection with continuous actions requires accurate causal response estimation in decision-relevant regions, rather than uniformly over the entire action s…
Characterisation of distributions via record-like observations
Raúl Gouet, Miguel Lafuente, F. Javier López +1
We characterise probability distributions via a martingale property associated with a natural generalisation of record values, known as -records. For an independent and identic…
Stochastic ordering, attractiveness and couplings in non-conservative particle systems
Raúl Gouet, F. Javier López, Gerardo Sanz
We analyse the stochastic comparison of interacting particle systems allowing for multiple arrivals, departures and non-conservative jumps of individuals between sites. That is, if…
Estimating hazard rates from -records in discrete distributions
MartÃn Alcalde, Miguel Lafuente, F. Javier López +2
This paper focuses on nonparametric statistical inference of the hazard rate function of discrete distributions based on -record data. We derive the explicit expression of the…