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Asymptotic Behaviors of the VaR and CVaR Estimates for Widely Orthant Dependent Sequences
This paper considers some asymptotics of value-at-risk (VaR) and conditional value-at-risk (CVaR) estimates in the cases of extended negatively...
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A Personal Celebration of Dr. D. Basu with Emphasis on Examples-Counterexamples-Clarifications
Preparing this centennial tribute to Dr. D. Basu (5 July, 1924 – 24 March, 2001) created an opportunity to selectively revisit a number of core...
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Robust variable selection for additive coefficient models
Additive coefficient models generalize linear regression models by assuming that the relationship between the response and some covariates is linear,...
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Transient Analysis of a Modified Differentiated Vacation Queueing System for Energy-Saving in WiMAX
A modified differentiated vacation queueing system with a close-down period and impatient customers is investigated in this research paper. The...
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Forecasting multidimensional autoregressive time series model with symmetric \(\alpha\)-stable noise using artificial neural networks
Artificial neural networks have been widely studied and applied in time series forecasting. However, the existing studies focus more on the...
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A Class of Ratio and Product Types Estimators of Mean of a Sensitive Variable Using Ranked Set Sampling
In this paper, we introduce a novel ranked set generalized randomized response estimator designed for accurately estimating the mean of sensitive...
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Family of Generalized Symmetric Distributions: Properties and Applications
Generalized distributions are useful for applied statisticians, and some of the popular distributions can be extended in several ways. In this study,...
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Optimizing Robust Shape Parameter: Improved Methodologies for Birnbaum–Saunders Distribution
This study strives to improve the estimation of robust estimator when dealing with a univariate Birnbaum–Saunders distribution’s shape parameter...
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Mean test for high-dimensional data based on covariance matrix with linear structures
In this work, the mean test is considered under the condition that the number of dimensions p is much larger than the sample size n when the...
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A Note on the Distribution of the Extreme Degrees of a Random Graph via the Stein-Chen Method
We offer an alternative proof, using the Stein-Chen method, of Bollobás’ theorem concerning the distribution of the extreme degrees of a random...
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Artwork pricing model integrating the popularity and ability of artists
Considerable research has been devoted to understanding the popularity effect on the art market dynamics, meaning that artworks by popular artists...
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Mediation Analysis using Semi-parametric Shape-Restricted Regression with Applications
Often linear regression is used to estimate mediation effects. In many instances the underlying relationships may not be linear. Although, the exact...
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Change Point Detection in Length-Biased Weibull Distribution for Random Censored Data Based on Modified Information Criterion
In this article, we study the change point problem of length-biased Weibull distribution under the scenario of random censorship. We construct the...
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Specifications tests for count time series models with covariates
We propose a goodness-of-fit test for a class of count time series models with covariates which includes the Poisson autoregressive model with...
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Use of Additional Information for Current Status Data with Two Competing Risks and Missing Failure Types
In practice, the failure type for some subjects may be missing or uncertain in competing risks data. Analysis of such uncertain failure type in...
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Marginal analysis of count time series in the presence of missing observations
Time series in real-world applications often have missing observations, making typical analytical methods unsuitable. One method for dealing with...
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The Extended Anderson and Hauck Tests and Sample Size Procedures for Equivalence Assessment in Simple Linear Regressions
This study describes extended Anderson and Hauck procedures for equivalence testing of slope coefficients and mean responses in one and two...
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Multiple imputation with competing risk outcomes
In time-to-event analyses, a competing risk is an event whose occurrence precludes the occurrence of the event of interest. Settings with competing...
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Variable selection and structure identification for additive models with longitudinal data
This paper proposes a polynomial structure identification (PSI) method for variable selection and model structure identification of additive models...
