Some Bivariate Models for Traffic Accidents
Some Characterizations of Distributions by Regression Models for Ordinal Response Data.
Some Characterizations of the Bivariate Normal Distribution.
Some commentaries on confidence intervals of the mean in a Normal population.
Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations
We present new goodness-of-fit tests for the exponential distribution based on equidistribution type characterizations. For the construction of the test statistics, we employ an -distance between the corresponding V-empirical distribution functions. The resulting test statistics are V-statistics, free of the scale parameter. The quality of the tests is assessed through local Bahadur efficiencies as well as the empirical power for small and moderate sample sizes. According to both criteria, for...
Some constructions of nested balanced equireplicate block designs
arious methods of constructing nested ternary and quaternary efficiency balanced and variance balanced designs are proposed by applying some repetitions of treatments in all possible pairs of treatments. In these designs sub-blocks and super-blocks may form different p-ary designs, where sub-blocks have higher efficiency as compared to super-blocks, i.e., any two elementary treatment contrasts in the sub-blocks can be measured with higher efficiency than any two elementary contrasts in the super-block...
Some counterexamples concerning sufficiency and invariance.
Some Diagnostic Tools in Robust Econometrics
Highly robust statistical and econometric methods have been developed not only as a diagnostic tool for standard methods, but they can be also used as self-standing methods for valid inference. Therefore the robust methods need to be equipped by their own diagnostic tools. This paper describes diagnostics for robust estimation of parameters in two econometric models derived from the linear regression. Both methods are special cases of the generalized method of moments estimator based on implicit...
Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes.
In this paper we investigate two classes of exponential dispersion models (EDMs) for overdispersed count data with respect to the Poisson distribution. The first is a class of Poisson mixture with positive Tweedie mixing distributions. As an approximation (in terms of unit variance function) of the first, the second is a new class of EDMs characterized by their unit variance functions of the form μ + μp, where p is a real index related to a precise model. These two classes provide some alternatives...
Some Distribution-Free Small Samples Methods for Interval Estimation and Hypothesis Testing in Linear Shock Models
Some E and MV-optimal Row-Column Designs Having Equal Numbers of Rows and Columns.
Some estimations of system reliability with positively dependent survival times of critical paths
Some estimations of two-terminal series-parallel system reliability
Some euclidean space properties applied to data analysis
Some functionals for copulas.
Some generalizations in a heteroscedastic RCA (1) model
Some inequalities related to the Stam inequality
Zamir showed in 1998 that the Stam classical inequality for the Fisher information (about a location parameter) for independent random variables , is a simple corollary of basic properties of the Fisher information (monotonicity, additivity and a reparametrization formula). The idea of his proof works for a special case of a general (not necessarily location) parameter. Stam type inequalities are obtained for the Fisher information in a multivariate observation depending on a univariate location...
Some inferential questions in regard to analysing two-way Layouts and associated linear model theory and practice
In analysing a well known data set from the literature which can be thought of as a two-way layout it transpires that a robust adaptive regression approach for identifying outliers fails to be sensitive enough to detect the possible interchange of two observations. On the other hand if one takes the classical approach of diagnostic checking one may also stop too early and be satisfied with a model that falls short of a more detailed analysis that takes account of heteroscedasticity in the data....
Some invariant test procedures for detection of structural changes; behavior under alternatives
Regression- and scale-invariant -test procedures for detection of structural changes in linear regression model was developed and their limit behavior under the null hypothesis was studied in Hušková [9]. In the present paper the limit behavior under local alternatives is studied. More precisely, it is shown that under local alternatives the considered test statistics have asymptotically normal distribution.
Some invariant test procedures for detection of structural changes
Regression and scale invariant -test procedures are developed for detection of structural changes in linear regression model. Their limit properties are studied under the null hypothesis.