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Sequential Maximum Likelihood Estimation for the Squared Radial Ornstein-Uhlenbeck Process
In this paper, we study the properties of a sequential maximum likelihood estimator of the unknown parameter for the squared radial...
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Skew-Normal-Cauchy Linear Mixed Models
In this work, a flexible class of linear mixed models is introduced by assuming that the random effects and model errors follow a skew-normal-Cauchy...
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Improved estimation of the smallest scale parameter of gamma distributions
In this work improved point and interval estimation of the smallest scale parameter of independent gamma distributions with known shape parameters...
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A Criterion for Local Model Selection
In this paper, we introduce a class of local divergences between two probability distributions and illustrate its usefulness in model selection....
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On the correlation structure of exponential order statistics and some extensions
In this paper, we carry out a theoretical study of the correlation coefficients between exponential order statistics and their monotonicity...
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Semiparametric maximum likelihood estimation of stochastic frontier model with errors-in-variables
This paper presents a new technique to analyzea stochastic frontier model when covariates are incorporated with measurement errors. We propose a...
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Weighted Weibull Distribution: Properties and Estimation
We take a closer look at the weighted Weibull distribution. First, we study the structural properties of the probability density function, hazard...
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Series Representations for Multivariate Time-Changed Lévy Models
In this paper, we analyze a Lévy model based on two popular concepts - subordination and Lévy copulas. More precisely, we consider a two-dimensional...
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Likelihood estimators for multivariate extremes
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family...
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Small-Sample Tests for the Equality of Two Normal Cumulative Probabilities, Coefficients of Variation, and Sharpe Ratios
This article considers the problem of testing the equality of the cumulative probabilities of two independent normal distributions. This is...
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A Regularized Particle Filter EM Algorithm Based on Gaussian Randomization with an Application to Plant Growth Modeling
Parameter estimation in complex models arising in real data applications is a topic which still attracts a lot of interest. In this article, we study...
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Fiducial Theory for Free-Knot Splines
We construct the fiducial model for free-knot splines and derive sufficient conditions to show asymptotic consistency of a multivariate fiducial...
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Sequential Maximum Likelihood Estimation for the Hyperbolic Diffusion Process
This paper investigates the properties of a sequential maximum likelihood estimator (SMLE) of the unknown parameter for the hyperbolic diffusion...
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The simplicity of likelihood based inferences for P(X < Y) and for the ratio of means in the exponential model
The profile likelihood of the reliability parameter θ = P ( X < Y ) or of the ratio of means, when X and Y are independent exponential random variables,...
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Optimum Significance Levels for Multistage Comparison Procedures
The framework for multistage comparison procedures in the present paper is roughly that introduced by Duncan and treated more fully by Tukey. In the...
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The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation
The Kumaraswamy distribution is very similar to the Beta distribution, but has the important advantage of an invertible closed form cumulative...
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Parametric fractional imputation for nonignorable missing data
Parameter estimation with missing data is a frequently encountered problem in statistics. Imputation is often used to facilitate the parameter...
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Model-based clustering of time series in group-specific functional subspaces
This work develops a general procedure for clustering functional data which adapts the clustering method high dimensional data clustering (HDDC),...
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A new approach on recursive and non-recursive SIR methods
We consider a semiparametric single index regression model involving a p -dimensional quantitative covariable x and a real dependent variable y. A...
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A note on independence assumption on binding sites in biological sequence analysis
Finding significant patterns from sequence data is an important issue in various fields extending well beyond biology. Despite their potential...