Empirical likelihood inference for a unified mixed INAR(1) model

Estimation and Inference for Latent Markov Models by Fourier Recursions

This paper introduces a unified truncated implementation that ensures uniform error control and numerical stability, preventing approximation errors from accumulating through the recursion, and provides the first general asymptotic theory for feasible approximate maximum likelihood estimation in LMMs.

A Two Stage Quasi-Likelihood Estimation Method for High Dimensional Generalized Structural Equation Models

Estimating high dimensional Generalized Structural Equation Models presents severe computational challenges. Traditional simultaneous estimators frequently suffer from numerical instability and prohibitive computational costs. Moreover, there are no tractable algorithms for families such as Poisson, negative binomial,...

The Geometric–Natural Discrete Lindley Distribution: A One-Parameter Mixture Model with Stochastic Representation for Overdispersed Count Data

This paper studies the geometric–natural discrete Lindley (GNDL) distribution as a structurally motivated one-parameter submodel of the published two-parameter natural discrete Lindley (TNDL) family, rather than as a new unrestricted family. The model arises from a nested geometric–NDL construction and admits equivalen...

A Copula-Based Framework for Multivariate Zero-Inflated Mixed Poisson Models

Multivariate count data often contain overdispersion, excess zeros, and complex dependence. Existing multivariate zero-inflated count models usually use a single dependence structure to jointly model structural zeros and count outcomes. This makes the two sources of dependence difficult to interpret separately and ofte...

Theoretical and inferential aspects of a novel two-parameter log-family of distributions with applications

This paper introduces a new two-parameter log-family of distributions for modeling data defined on the open unit interval (0, 1), such as proportions, rates, and percentage-based lifetime observations. The proposed family has tractable expressions for the density, distribution, survival, hazard, cumulative hazard, reve...

A Majorization-Minimization gLASSO Framework for SETAR Models: Theory, Simulation, and Application to PM 2.5 Data