Research

I'm interested in Theoretical Statistics, Applied Statistics, Probability Distributions and General Mathematics.

Published Papers: By year

2027

1. Transformation-conditioning Heckman‑type selection models with extended skew‑elliptical errors: Mathematical characterization, computational aspects, and applications

with Castro, C.; Leiva, V.; Saulo, H. and Marchant, C.

Computational and Applied Mathematics, V. 46, Number 34, 2027.

2026

2. Weighted Beta Regression for Modeling Bounded Data

with Bourguignon, M and Gallardo, D. I.

Entropy, V. 28, Part 10, 1119, 2026.

3. Multimodal Exponential-Polynomial Families on Constrained Supports via Monotone Transformations

with Castro, C.; Quintino, F.; Leiva, V. and Saulo, H.

Statistical Papers, V. 67, Number 127, 2026.

4. Sample-selection regression with bivariate warped skew-elliptical latent variables: observed-data likelihood and numerical inference

with Castro, C.; Quintino, F.; Otiniano, C.; Leiva, V. 

Communications in Nonlinear Science and Numerical Simulation, V. 163, Part 5, 110730, 2026.

5. On the bias of the Hoover index estimator: Results for the gamma distribution

with Saulo, H.

Behaviormetrika, V. 53, p. 419-437, 2026.

6. The mth Gini index estimator: Unbiasedness for gamma populations

with Saulo, H. 

The Journal of Economic Inequality, V. 24, p. 589-599, 2026.

7. On the bias of the Gini coefficient estimator for zero-truncated Poisson distributions

with Saulo, H. 

Mathematical Methods of Statistics, V. 35, Number 2, p. 185-195, 2026.

8. Generalized Poisson regression model: Properties, residual analysis, and machine learning

with Rodrigues, G. M.; Ortega, E. M.M.; Garay, A. and Cordeiro, G. M.

Quality & Quantity, V. 60, p. 5969-5990, 2026.

9. A novel unit-asymmetric distribution based on correlated Fréchet random variables

with Quintino, F. 

Quality & Quantity, V. 60, p. 1443-1471, 2026.

10. An extended normal distribution for skewed and bimodal data: New properties and a new regression model

with Rodrigues, G. M.; Ortega, E. M. M.; Cordeiro, G. M. and  Recuay,  C. M.   

Communications in Statistics – Theory and Methods, V. 55, Issue 6, p. 1888-1905, 2026.

11. Moment-type estimators for a weighted exponential family

with Saulo, H.

Communications in Statistics – Theory and Methods, V. 55, Issue 1, p. 237-252, 2026.

12. An unbiased estimator of a novel extended mth Gini index for gamma distributed populations

with Saulo, H.

Journal of Computational and Applied Mathematics, V. 482: 117320, 2026.

13. Assessing goodness-of-fit for sparse categories using Rényi divergence

with Matsushita, R.; Gomes, G.; Da Fonseca, R. and Nakano, E.

Journal of Statistical Planning and Inference, V. 242: 106350, 2026.

2025

14. Bias in Gini coefficient estimation for gamma mixture populations

with Saulo, H.

Statistical Papers, V. 66(146): 1-18, 2025.

15. A family of multivariate extended skew-G-elliptical distributions

with Saulo, H.; Santos, L.; Monteiros, J. and Quintino, F.   

Brazilian Journal of Probability and Statistics, V. 39(2): 248-271, 2025.

16. A Closed-Form Expression for the Variance of Truncated Distribution and its Uses

with Balakrishnan, N. and Matsushita, R.  

REVSTAT-Statistical Journal, V.  23, Number 3, p. 359-369, 2025.

17. Closed-form solutions for parameter estimation in exponential families based on maximum a posteriori equations

with Saulo, H. and Nakano, E. 

Chilean Journal of Statistics, V. 16, Number 1, p. 22-35, 2025.

18. A new extended normal quantile regression model: Properties and applications 

with Rodrigues, G. M.; Ortega, E. M. M.  and Cordeiro, G.   

Communications in Statistics - Simulation and Computation, V. 54, Issue 6, p. 1830-1851, 2025.

19. Revisiting fatigue-life distributions of Birnbaum-Saunders type: Mathematical characterization, simulation study, and application

with Dorea, C. C. Y.; Castro, C.; Leiva, V. and Quintino, F. S.

Applied Mathematical Modelling, V. 147,  p. 116223, 2025.

20. A Flexible Partially Linear Regression with Random Effects for Bimodal Data with Application in Postharvest 

with Vasconcelos, J. C. S.; Ortega, E. M. M.; Kluge, R. A. and Cordeiro, G. M.  

Communications in Statistics - Simulation and Computation, V. 54,  Issue 4, p. 1205-1226, 2025.

21. Bivariate extended skew-elliptical Heckman models: Mathematical characterization and an application in economic sciences

with Saulo, H.; Marchant, C. ; Leiva, V.  and Castro, C.

Computational and Applied Mathematics, V. 44(236), p. 1-34, 2025.

22. New regression model and machine learning for fitting proportional data with application

with Rodrigues, G. M.; Ortega, E. M. M. ; Cordeiro,  G. M.

Statistics, V. 59, Issue 2, p.  498-516, 2025.

23. A New Regression Model Based on an Extended Inverse Gaussian Distribution with Application to Soybean Processing Plants in Brazil    

with Vasconcelos, J. C. S.; dos Santos, D. P. ; Cavallari, P. R. O. B.; Ortega, E. M.M.; Cordeiro, G. M.  and Biaggioni, M. A. M. 

Austrian Journal of Statistics, V. 54, No. 2, p. 101-124, 2025.

24. Parametric quantile autoregressive conditional duration models with application to intraday value-at-risk forecasting

with Saulo H; Suvra, P.; Souza, R. and Silva, A.

Journal of Forecasting, V. 44, Issue 2, p. 589-605, 2025.

25. On the distribution of a random variable involved in an independent ratio

with Balakrishnan, N. and Bourguignon, M. 

Communications in Statistics – Theory and Methods,  V.54,  Issue 5, p. 1427-1440, 2025.

26. A new unit-bimodal distribution based on correlated Birnbaum-Saunders random variables

with Saulo, H.; Quintino, F. and Zörnig, P. 

Computational and Applied Mathematics, V. 44(83): 1-21, 2025.

27. Scale-mixture Birnbaum-Saunders quantile regression models applied to personal accident insurance data

with Dasilva, A.; Saulo, H. and Pal, S.  

Computational and Applied Mathematics, V. 44(80): 1-48, 2025.

2024

28. Reparametrized Generalized Gamma Partially Linear Regression with Application to Breast Cancer data

with Fidelis, C.R.; Ortega, E. M. M. and Prataviera, F.   

Journal of Applied Statistics, V. 51, Issue 15, p. 3248-3265, 2024. 

29. A new regression model for the analysis of bimodal censored data: A comparison with random survival forest

with Rodrigues, G. M.; Ortega, E. M. M. and Moral, R.

Brazilian Journal of Probability and Statistics, V. 38(3): 347-369, 2024.

30. Bivariate Log-Symmetric Regression Models Applied to Newborn Data

with Saulo, H.  and Souza, R.

Symmetry, V. 16(10), 1315, 2024.

31. Unit-log-symmetric models: Characterization, statistical properties and its use in analyzing internet access data

with Balakrishnan, N.; Saulo, H.  and Zörnig, P.

Quality & Quantity,  V. 58, p. 4779–4806, 2024.

32. Novel closed-form point estimators for a weighted exponential family derived from likelihood equations

with Nakano, E. and Saulo, H. 

Stat,  V. 13, Issue 3, p. 1-10, 2024.

33. A Useful Semiparametric Regression for Climatology

with Vasconcelos, J. C. S.; Cordeiro, G. M.; Ortega, E. M. M.  and dos Santos, D. P.

Communications in Statistics - Simulation and Computation, V. 53, Issue 7, p. 3514-3530, 2024.

34. New lifetime regression model with application to prostate cancer

with Cordeiro, G. M.; Ortega, E. M. M.; Kattan, M.W.  and Hussein, M.

Contemporary Mathematics,  V. 5, Issue 3, p. 2724-2750, 2024.

35. Unveiling patterns and trends in research on cumulative damage models for statistical and reliability analyses: Bibliometric and thematic explorations with data analytics

with Leiva, V.; Castro, C. and Saulo, H.

Chilean Journal of Statistics, V. 15, number: 1, p. 81-109, 2024.

36. Family of Bivariate Distributions on the Unit Square: Theoretical Properties and Applications

with Balakrishnan, N.; Saulo, H.  and Zörnig, P.   

Journal of Applied Statistics,  V. 51, Issue 9, p. 1729-1755, 2024.

37. Parametric Quantile Autoregressive Moving Average Models with Exogenous Terms

with Dasilva, A.; Saulo, H.; Fiorucci, J. A. and Pal, S.  

Statistical Papers, V. 65, p. 1613-1643, 2024.

38. A General Class of Trimodal Distributions: Properties and Inference

with Serra, V.; Çankaya, M. N. and Quintino, F. 

Journal of Applied Statistics,  V. 51, Issue 8, p. 1446-1469, 2024.

39. A New Flexible Regression Model with Application to Recovery Probability Covid-19 Patients

with Prataviera, F.; Hashimoto, E. M.; Ortega, E. M. M.; Cordeiro, G. M.  and Cancho, V. G.  

Journal of Applied Statistics, V. 51, Issue 5, p. 826-844, 2024.

40. New results and regression model for the exponentiated odd log-logistic Weibull family of distributions with applications

with Rodrigues, G. M.; Ortega, E. M. M.; Cordeiro, G. M. and Serra, V.  

Model Assisted Statistics and Applications, V. 19, p. 15-33, 2024.

41. A Model for Bimodal Rates and Proportions

with Alfaia, L.; Menezes, A. F. B.; Çankaya, M. N. and Bourguignon, M.  

Journal of Applied Statistics, V. 51, number: 4, p. 664-681, 2024.

42. Theoretical Results and Modelling Under the Discrete Birbaum-Saunders Distribution

with Vilca, F.; Saulo, H., Sánchez, L. and Leao, J.  

Communications in Statistics - Theory and Methods, V. 53, Issue 5, p. 1745-1759, 2024.

43. An upper bound and a characterization for Gini’s mean difference based on correlated random variables

with Balakrishnan, N. and Saulo, H.   

Statistics & Probability Letters,  V.  207, p. 110032, 2024.

2023

44. Bivariate log-symmetric models: distributional properties, parameter estimation and an application to public spending data

with Balakrishnan, N.; Saulo, H.  and Protazio, A.   

Brazilian Journal of Probability and Statistics, V. 37(3), p. 619-642, 2023.

45. A new truncated Lindley generated family of distributions: Properties, regression analysis and applications

with Hussein, M.; Rodrigues, G. M.; Ortega, E. M. M.  and Elsayed, H.

Entropy,  V. 25(9), 1359, 2023.

46. A New Bivariate Family Based on Archimedean Copulas: Simulation, Regression Model and Application

with Rodrigues, G. M.; Ortega, E. M. M.  and Cordeiro, G. M.

Symmetry, V. 15(9), 1778, 2023.

47. An Extended Rayleigh Model: Properties, Regression and COVID-19 Application

with Cordeiro, G. M.; Rodrigues, G. M.; Ortega, E. M. M.  and de Santana, L. H.

Chilean Journal of Statistics, V. 14, number: 1, p. 1-25, 2023.

48. A Bimodal Model for Extremes Data

with Otiniano, C. E. G.; Sousa, B. and Bourguignon, M.  

Environmental and Ecological Statistics, V. 30, p. 261-288, 2023.

49. An Extension of the Partially Linear Rice Regression Model for Bimodal and Correlated Data

with Vasconcelos, J. C. S.; Ortega, E. M. M.  and Cancho, V. G. 

Brazilian Journal of Probability and Statistics, V. 37(1), p. 177-194, 2023.

50. Maximum Log_q Likelihood Estimation for Parameters of Weibull Distribution and Properties: Monte Carlo Simulation

with Çankaya, M. N.  

Soft Computing, V. 27, p. 6903-6926, 2023.

51. The Odd Extended Log-Logistic Family: Properties, Regression, Simulations and Applications

with Cordeiro, G. M.; Prataviera, F.;  Ortega, E. M. M.  and Nogueira, E. V.  

Model Assisted Statistics and Applications, V. 18(1), p. 57-71, 2023.

52. Quantile Regression with a New Exponentiated Odd Log-Logistic Weibull Distribution

with Rodrigues, G. M.; Ortega, E. M. M.  and Cordeiro, G. 

Mathematics, V. 11(6), 1518, 2023.

53. Modeling Income Data Via New Parametric Quantile Regressions:  Formulation, Computational Statistics, and Application

with Saulo, H.; Borges, G. V.; Bourguignon, M.; Leiva, V. and Marchant, V.  

Mathematics, V. 11(2), 448, 2023.

54. Bivariate symmetric Heckman models and their characterization

with Saulo, H.; Cordeiro, S. S. and Leiva, V. 

Journal of Multivariate Analysis, V. 193, 105097, 2023.

55. On a New Extreme Value Distribution: Characterization, Parametric Quantile Regression, and Application to Extreme Air Pollution Events

with Saulo, H.; Bittencourt, V. L.; Leao, J.; Leiva, V and Christakos, G.

Stochastic Environmental Research and Risk Assessment, V. 37, p.1119–1136, 2023.

56. On the Bimodal Gumbel Model with Application to Environmental Data

with Otiniano, C. E. G.; Brom, P. and Bourguignon, M.  

Austrian Journal of Statistics, V. 52(2), p. 45–65, 2023.

57. On a Quantile Autoregressive Conditional Duration Model

with Saulo, H. and Balakrishnan, N.   

Mathematics and Computers in Simulation, V. 203, p. 425-448, 2023.

58. Reparameterized Extended Maxwell Regression: Properties, Estimation and Application

with Prataviera, F.; Cancho, V. G.; Ortega, E. M. M. and Cordeiro, G. M.  

Communications in Statistics - Theory and Methods, V. 52, number: 20, p. 7252-7270, 2023.

59. On a Length-Biased Birnbaum-Saunders Regression Model Applied to Meteorological Data

with Oliveira, K. L. P.; Castro, B. S. and Saulo, H.  

Communications in Statistics - Theory and Methods, V. 52, number: 19, p. 6916-6935, 2023.

2022

60. An Extended Weibull Regression for Censored Data: Application for COVID-19 in Campinas, Brazil

with Rodrigues, G. M.; Ortega, E. M. M. and Cordeiro, G. M.  

Mathematics, V. 10(19), 3644, 2022.

61. A New Regression Model on the Unit Interval: Properties, Estimation and Application

with Benites, Y. R.; Cancho, V. G.; Ortega, E. M. M. and Cordeiro, G. M.  

Mathematics, V. 10(17), 3198, 2022.

62. A Bimodal Weibull Distribution: Properties and Inference

with Çankaya,  M. N.  

Journal of Applied Statistics, V. 49, number: 12, p. 3044-3062, 2022.

2021

63. On Some Properties of the Bimodal Normal Distribution and its Bivariate Version

with Saulo, H. and Roldan, J.  

Chilean Journal of Statistics, V. 12, number: 2, p. 125-144, 2021.

64. Modeling Mortality Based on Pollution and Temperature Using a New Birnbaum–Saunders Autoregressive Moving Average Structure with Regressors and Related-Sensors Data

with Saulo, H.; Souza, R.; Leiva, V. and Aykroyd, R. G. 

Sensors, V. 21(19), 6518, 2021.

65. On a Family of Discrete Log-Symmetric Distributions

with Saulo, H.; Paiva, L.; Balakrishnan, N. and Bourguignon, M. 

Journal of Statistical Theory and Practice, V. 15, number: 67, 2021.

66. A New BISARMA Time Series Model for Forecasting Mortality Using Weather and Particulate Matter Data

with Leiva, V.; Saulo, H.; Souza, R. and Aykroyd, R. G. 

Journal of Forecasting, V. 40, Issue 2, p. 187-364, 2021.

67. A Bivariate Fatigue-Life Regression Model and its Application to Fracture of Metallic Tools 

with Saulo, H.; Leao, J.; Leiva, V. and Tomazella, V. 

Brazilian Journal of Probability and Statistics, V. 35(1), p. 119-137, 2021.

68. Sharp Phase Transition for the Random-Cluster Model with Summable External Magnetic Field

https://arxiv.org/pdf/2011.11899.pdf

Markov Processes And Related Fields, V. 27, Issue 1, p. 43-62, 2021. 

2020

69. On a Bimodal Birnbaum-Saunders Distribution with Applications to Lifetime Data

with Leao, J.; Saulo, H.; Shahzad, M. N. and Santos-Neto, M.

Brazilian Journal of Probability and Statistics, V. 34(3), p. 495-518, 2020.

70. On Asymmetric Regression Models with Allowance for Temporal Dependence

with Saulo, H.; Vilca, F. and Martínez, J. L. 

Journal of Statistical Theory and Practice, 14(40), 2020.

71. A Bimodal Gamma Distribution: Properties, Regression Model and Applications

with Ferreira, L.; Saulo, H.; Prataviera, F. and Ortega, E. M. M.

Statistics, V. 54, Issue 3, p. 469-493, 2020.

72. A General Family of Autoregressive Conditional Duration Models Applied to High-Frequency Financial Data

with Cunha, D. R.; Saulo, H. and Fernandez, R. N.

Journal of Risk and Financial Management, 13(3), 45, 2020.

73. On the Ultrametricity Property in Random Field Ising Models

with Roldan, J. 

Journal of Mathematical Physics, V. 61, Issue 10, 103302, 2020.

74. On Mean-Based Bivariate Birnbaum-Saunders Distributions: Properties, Inference and Application

with Saulo, H.; Leao, J.; Leiva, V. and Tomazella, V. 

Communications in Statistics - Theory and Methods, V. 49, Issue 24, p. 6032-6056, 2020.

2019

75. Existence of Scaling Limit Phase Transition in a Two-dimensional Random Polymer Model

with Lucinger, L. R.

Markov Processes And Related Fields, V. 25, Issue 5, p. 863-878, 2019.

76. Theoretical Results on The Discrete Weibull Distribution of Nakagawa & Osaki

with Nakano, E. Y. and Saulo, H.

Statistics, V. 53, Issue 2, p. 339-363, 2019.

2016

77. Graphical Representations for Ising and Potts Model in General External Fields

with Cioletti, L.

Journal of Statistical Physics, V. 162, Issue 1, p. 81-122, 2016.

Papers published online

• Two Tunable Gini-Type Measures with U-Statistic Estimation: Theory, Simulation, and an Empirical Application to GDP per Capita in the Americas

with Saulo, H. 

Social Choice and Welfare, 2026.

• Modeling double bounded data based on correlated gamma random variables

with Quintino, F. and Bourguignon, M.

Quality & Quantity, 2026.

• On the bias of the Gini estimator: Poisson and geometric cases, a characterization of the gamma family, and unbiasedness under gamma distributions

with Saulo, H. 

Statistical Methods and Applications, 2026.

• The arithmetic-harmonic inequality index: Theory, inference, and finite-sample analysis

with Saulo, H. 

Behaviormetrika, 2026.

• New regression model with cure fraction considering frailty and two systematic components

with Fidelis, C. R.; Ortega, E. M. M. and G. M. Cordeiro

Annals of Data Science, 2026.

• A general class of continuous asymmetric distributions with positive support

with Quintino, F.; Rathie, P.; Ozelim, L. and Fonseca, T. 

Journal of Applied Statistics, 2026.

• Modified Weibull regression model for recurring events: Properties and application

with Ortega, E. M. M.; Silva, G. O.; da Conceição, J. S. and Cordeiro, G. M. 

Communications in Statistics - Simulation and Computation, 2026.

• Bimodal heteroskedastic bivariate regression with application to soy data

with Vasconcelos, J. C. S.; Suzuki, A. K.; de Rezende, É. M.; Ortega, E. M. M.; Cordeiro, G. M. and Oliveira, J. A.

Communications in Statistics - Simulation and Computation, 2025.

Papers accepted for publication

• Bias in estimating Theil, Atkinson, and dispersion indices for gamma mixture populations

with Assis, J. and Saulo, H.

To appear in Mathematics and Computers in Simulation, 2026.

• Unbiased estimation of normalized scale-invariant indices under the Gamma distribution

with Saulo, H. and Quintino, F. 

To appear in Behaviormetrika, 2026.

Book Chapter

• Chapter 20 - Multivariate methods to monitor the risk of critical episodes of environmental contamination using an asymmetric distribution with data from Santiago, Chile

with Marchant, C.; Leiva, V. and Saulo, H.  

Elsevier, p. 359-378, 2022.

Preprints

• Exact finite-sample bias, variance, and MSE of normalized scale-invariant inequality indices under Gamma mixture models

with Quintino, F. -  Preprint, 2026.

• Characterizations of independence between order statistics and rank indicators

with Almeida, F. -  Preprint, 2026.

• Conditional copula representations and extremal bounds for multivariate statistical functionals

with Otiniano, C. E. G., Brito, C. and Brasil, E. -  Preprint, 2026.

• Bias-Corrected Estimation of the Rician K-Factor

with Ramos, L. and Saulo, H. -  Preprint, 2026.

• Income inequality estimation with gamma mixtures

with Saulo, H. and Quintino, F. -  Preprint, 2026.

• From admissions to bed-day load: Exact attribution for hospital management

with Castro, C., Oliveira, M. and Soares, A. J. -  Preprint, 2026.

• Bivariate skew-elliptical odd power warping for multimodal joint densities: Likelihood-based inference, diagnostics, and density benchmarks

with Castro, C., Cira, E. G. and Leiva, V. -  Preprint, 2026.

• Tail representations for absolute, signed-power, inverse, and logarithmic moments 

with Nakano, E. and Castro, C. -  Preprint, 2026.

• Unified formulas for conditional quantities and transportation functionals

with Nakano, E. and Dorea, C.C.Y. -  Preprint, 2026.

• Unifying the Hoover and Gini indices: Analytical, bias, and computational aspects

with Saulo, H. and Quintino, F. -  Preprint, 2026.

• On classes of distributions on the unit interval: structural properties and application to inequality data

with Saulo, H.; Matos, P. and Dutta, S. -  Preprint, 2026.

• Bias analysis of a linear order-statistic inequality index estimator: Unbiasedness under gamma populations

with Saulo, H. -  Preprint, 2026.

• New closed-form estimation methods for multivariate gamma distributions, with application to hydrology 

with Saulo, H. -  Preprint, 2025.

• A transformed-score approach to closed-form and one-step efficient estimation for the beta distribution

with Saulo, H.; Quintino, F. and Ramos, P. L. -  Preprint, 2025.

• A novel approach to generate distributions with applications to regression modeling

with  Dutta, S. and Ribeiro, T. K. A. -  Preprint, 2025.

• On unbiased estimators for functions of the rate parameter of the exponential distribution

with Nakano, E. -  Preprint, 2025.

• Unbiased estimation in new Gini index extensions under gamma distributions

with Saulo, H. -  Preprint, 2025.

• Closed-form formulas for the biases of the Theil and Atkinson index estimators in Gamma distributed populations

with Saulo, H. -  Preprint, 2025.

• Closed-form estimators for an exponential family derived from likelihood equations

with Nakano, E. and Saulo, H. -  Preprint, 2024.

Work in progress

• Absence of Replica Symmetry Breaking in the Random Field Mixed-Spin Ginzburg-Landau Model

2021.

• Recurrence-Transience Phase Transition for Random Polymers on the Hypercubic Lattice

with Cioletti, L. and Hilário, M., 2020.

• Limit Theorems in Mallows Distance for Processes with Gibbsian Dependence

with Cioletti, L. and Dorea, C. C. Y., 2017.