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The strong consistency of the least squares estimator in multiple regression models is established assuming the randomness of the regressors and errors with infinite variance. Only moderately restrictive conditions are imposed on the stochastic model matrix and the errors will be random variables having moment of order $$r,\,1 \leqslant r \leqslant 2$$ . In our treatment, we use Etemadi’s strong...
This paper considers two classes of bivariate distributions having proportional (reversed) hazard rates models as their marginals. Various dependence properties of the proposed models are studied through their copulas.
The Riesz distribution for real normed division algebras is derived in this work. Then two versions of these distributions are proposed and some of their properties are studied.
We study here the distributions of order statistics and linear combinations of order statistics from a multivariate unified skew-elliptical distribution. We show that these distributions can be expressed as mixtures of unified skew-elliptical distributions, and then use these mixture forms to study some distributional properties and moments.
This note is devoted to an analysis of the so-called peeling algorithm in wavelet denoising. Assuming that the wavelet coefficients of the useful signal are modeled by generalized Gaussian random variables and its noisy part by independent Gaussian variables, we compute a critical thresholding constant for the algorithm, which depends on the shape parameter of the generalized Gaussian distribution...
The addition of another fraction to an initial experiment is often necessary to resolve ambiguities involving aliasing of factorial effects. One of the most widely used techniques for the selection of a follow-up experiment is foldover. However, semifoldover (i.e., adding half of a foldover fraction) frequently permits estimation of as many effects of interest as provided by a foldover. Thus, as an...
Rychlik [Appl Math (Warsaw) 29:15–32, 2002] presented positive sharp upper bounds on the expectations of order statistics with sufficiently large ranks, based on i.i.d. samples from the decreasing density and failure rate populations (DDA and DFRA, for short). They were expressed in terms of the population mean and standard deviation. Here we provide respective non-positive upper tight evaluations...
This paper presents a new random weighting method to estimation of the stable exponent. Assume that $$X_1, X_2, \ldots ,X_n$$ X 1 , X 2 , ... , X n is a sequence of independent and identically distributed random variables with $$\alpha $$ α -stable distribution G, where $$\alpha \in (0,2]$$ α ∈ ( 0 , 2 ] is the stable exponent. Denote the empirical distribution...
We consider the (possibly nonlinear) regression model in $$\mathbb{R }^q$$ R q with shift parameter $$\alpha $$ α in $$\mathbb{R }^q$$ R q and other parameters $$\beta $$ β in $$\mathbb{R }^p$$ R p . Residuals are assumed to be from an unknown distribution function (d.f.). Let $$\widehat{\phi }$$ ϕ ^ be a smooth $$M$$ M -estimator...
The representation of the entropy in terms of the hazard function and its extensions have been studied by many authors including Teitler et al. (IEEE Trans Reliab 35:391–395, 1986). In this paper, we consider a representation of the Kullback–Leibler information of the first $$r$$ r order statistics in terms of the relative risk (Park and Shin in Statistics, 2012), the ratio of hazard functions,...
In this paper, we discuss asymptotic infimum coverage probability (ICP) of eight widely used confidence intervals for proportions, including the Agresti–Coull (A–C) interval (Am Stat 52:119–126, 1998) and the Clopper–Pearson (C–P) interval (Biometrika 26:404–413, 1934). For the A–C interval, a sharp upper bound for its asymptotic ICP is derived. It is less than nominal for the commonly applied nominal...
In this paper, we use the empirical likelihood method to make inferences for the coefficient difference of a two-sample linear regression model with missing response data. The commonly used empirical likelihood ratio is not concave for this problem, so we append a natural and well-explained condition to the likelihood function and propose three types of restricted empirical likelihood ratios for constructing...
Using the likelihood depth, new consistent and robust tests for the parameters of the Weibull distribution are developed. Uncensored as well as type-I right-censored data are considered. Tests are given for the shape parameter and also the scale parameter of the Weibull distribution, where in each case the situation that the other parameter is known as well the situation that both parameter are unknown...
A class of sequential estimation procedures is considered in the case when relevant data may become available only at random times. The exact distributions of the optimal stopping time and the number of observations at the moment of stopping are derived in some sequential procedures. The results obtained in an explicit form are applied to derive the expected time of observing the process, the average...
In this paper we introduce a new regression model in which the response variable is bounded by two unknown parameters. A special case is a bounded alternative to the four parameter logistic model. The four parameter model which has unbounded responses is widely used, for instance, in bioassays, nutrition, genetics, calibration and agriculture. In reality, the responses are often bounded although the...
Due to the strikingly resemblance to the normal theory and inference methods, the inverse Gaussian (IG) distribution is commonly applied to model positive and right-skewed data. As the shape parameter in the IG distribution is greatly related to other important quantities such as the mean, skewness, kurtosis and the coefficient of variation, it plays an important role in distribution theory. This...
Zhang et al. (Stat Sinica 18:1689–1705, 2008) introduced an aliased effect-number pattern for two-level regular designs and proposed a general minimum lower-order confounding (GMC) criterion for choosing optimal designs. All the GMC $$2^{n-m}$$ 2 n - m designs with $$N/4+1\le n\le N-1$$ N / 4 + 1 ≤ n ≤ N - 1 were constructed by Li et al. (Stat Sinica 21:1571–1589, 2011), Zhang...
We consider improved estimation strategies for a two-parameter inverse Gaussian distribution and use a shrinkage technique for the estimation of the mean parameter. In this context, two new shrinkage estimators are suggested and demonstrated to dominate the classical estimator under the quadratic risk with realistic conditions. Furthermore, based on our shrinkage strategy, a new estimator is proposed...
In this article, we study the stochastic properties of the maxima from two independent heterogeneous gamma random variables with different both shape parameters and scale parameters. Our main purpose is to address how the heterogeneity of a random sample of size 2 affects the magnitude, skewness and dispersion of the maxima in the sense of various stochastic orderings. Let $$X_{1}$$ X 1 ...
This paper studies goodness-of-fit tests for the bivariate Poisson distribution. Specifically, we propose and study several Cramér–von Mises type tests based on the empirical probability generating function. They are consistent against fixed alternatives for adequate choices of the weight function involved in their definition. They are also able to detect local alternatives converging to the null...
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