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State Occupation Probabilities in Non-Markov Models
The consistency of the Aalen—Johansen-derived estimator of state occupation probabilities in non-Markov multi-state settings is studied and...
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Mass imputation for two-phase sampling
Two-phase sampling is a cost-effective method of data collection using outcomedependent sampling for the second-phase sample. In order to make...
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Testing equality of quantiles of two-parameter exponential distributions under progressive Type II censoring
To compare several populations, comparison of particular quantiles of these populations may be more relevant in some contexts. In this article, we...
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On Testing the Inverse Gaussian Distribution Hypothesis
The family of Inverse Gaussian (IG) distributions has applications in areas such as hydrology, lifetime testing, and reliability, among others. In...
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New and Fast Block Bootstrap-Based Prediction Intervals for GARCH(1,1) Process with Application to Exchange Rates
In this paper, we propose a new bootstrap algorithm to obtain prediction intervals for generalized autoregressive conditionally heteroscedastic...
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The odd log-logistic normal distribution: Theory and applications in analysis of experiments
Providing a new distribution is always precious for statisticians. A new three-parameter model called the odd log-logistic normal (OLLN) distribution...
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Exponentially tilted empirical distribution function for ranked set samples
We study nonparametric estimation of the distribution function (DF) of a continuous random variable based on a ranked set sampling design using the...
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Monitoring parameter changes in RCA(p) models
A fluctuation monitoring procedure is proposed to detect parameter changes in random coefficient autoregressive models of order p (RCA(p)). It...
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Simultaneous bootstrap for all three parameters in random coefficient autoregressive models
In this paper we consider autoregressive processes with random coefficients and develop bootstrap approaches that asymptotically work for the...
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Monitoring persistent change in a heavy-tailed sequence with polynomial trends
This paper considers, for the first time, sequential monitoring against a change from I (1) to I (0) in a heavy-tailed sequence with polynomial trends....
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Testing Serial Independence via Density-Based Measures of Divergence
This article reviews some nonparametric serial independence tests based on measures of divergence between densities. Among others, the well-known...
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Hypothesis testing on the common location parameter of several shifted exponential distributions: A note
This note deals with hypothesis testing on the common location parameter of several shifted exponential distributions with unknown and possibly...
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Monitoring persistence change in infinite variance observations
In this paper, we adopt a kernel-weighted variance ratio statistic to monitor persistence change in infinite variance observations. We focus on a I (0)...
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Jackknife empirical likelihood method for copulas
Copulas are used to depict dependence among several random variables. Both parametric and non-parametric estimation methods have been studied in the...
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Optimal significance analysis of microarray data in a class of tests whose null statistic can be constructed
Microarray data often consist of a large number of genes and a small number of replicates. We have examined testing the null hypothesis of equality...
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Inference for robust canonical variate analysis
We consider the problem of optimally separating two multivariate populations. Robust linear discriminant rules can be obtained by replacing the...
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Approximations for a multivariate hybrid process with applications to change-point detection
We obtain probability inequalities and almost sure rates for the approximations of the hybrids of empirical and partial sums processes in the...
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Penalized least absolute deviations estimation for nonlinear model with change-points
This paper studies the asymptotic properties of a smoothed least absolute deviations estimator in a nonlinear parametric model with multiple...
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Bootstrap Algorithms for Risk Models with Auxiliary Variable and Complex Samples
Resampling methods are often invoked in risk modelling when the stability of estimators of model parameters has to be assessed. The accuracy of...
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Benchmarked estimates in small areas using linear mixed models with restrictions
Linear mixed models have been frequently used to provide estimates in small areas. However, when aggregating small areas within the same region, the...