10 Result(s)
within
Sudheesh K. Kattumannil
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Article
Jackknife empirical likelihood ratio test for testing mean time to failure order
In this paper, we propose a new non-parametric test for testing mean time to failure order. The asymptotic properties of the proposed test statistic are studied. We also develop a jackknife empirical likelihoo...
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Article
Goodness of fit test for uniform distribution with censored observation
We develop new goodness of fit test for uniform distribution based on a conditional moment characterization. We study the asymptotic properties of the proposed test statistic. We also present a goodness of fit...
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Article
Replacement model with random replacement time
In this paper, we study a replacement model under which replacements take place not at fixed time but at random time T or upon failure. We study the properties of mean time to failure of the proposed model. Life ...
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Article
Non-Parametric Inference for Gini Covariance and its Variants
We obtain simple non-parametric estimators of Gini-based covariance, correlation and regression coefficients. We then establish the consistency and asymptotic normality of the proposed estimators. We provide a...
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Non-parametric test for decreasing renewal dichotomous Markov noise shock model
Sepehrifar and Yarahmadian (Stat Pap 58:1115–1124, 2017) had developed a non-parametric test for testing exponentiality against decreasing renewal dichotomous Markov noise shock model (DRDMNS) alternatives whi...
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Jackknife empirical likelihood based inference for probability weighted moments
We discuss jackknife empirical likelihood (JEL) and adjusted jackknife empirical likelihood (AJEL) based inference for finding confidence intervals for probability weighted moment (PWM). We obtain the asymptot...
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Article
Detecting Conditional Independence for Modeling Non-Gaussian Time Series
Entropy based dependence measures are used as an alternative to correlation for determining the lag dependency of time series models. In this study, we explore the properties of partial autoinformation functio...
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Test for Regularly Varying Tail Against Rapidly/Slowly Varying Tail
We introduce a new non-parametric test for testing the tail behaviour of a random variable using a characterization based on ratio of extreme order statistics. The asymptotic null distribution of the proposed ...
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Article
A simple non-parametric test for decreasing mean time to failure
In this paper, we develop a simple non-parametric test for testing exponentiality against decreasing mean time to failure class alternatives. We derive the exact null distribution of the test statistic and fin...
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Article
Quantile based tests for exponentiality against DMRQ and NBUE alternatives
Quantile-based reliability analysis has received much attention recently. We propose new quantile-based tests for exponentiality against decreasing mean residual quantile function (DMRQ) and new better than us...
