Necessary and Sufficient Conditions for Consistency of Generalized M-Estimates.
New estimates and tests of independence in semiparametric copula models
We introduce new estimates and tests of independence in copula models with unknown margins using -divergences and the duality technique. The asymptotic laws of the estimates and the test statistics are established both when the parameter is an interior or a boundary value of the parameter space. Simulation results show that the choice of -divergence has good properties in terms of efficiency-robustness.
New generalization of compound Rayleigh distribution: Different estimation methods based on progressive type-II censoring schemes and applications
Fitting a suitable distribution to the data from a real experiment is a crucial topic in statistics. However, many of the existing distributions cannot account for the effect of environmental conditions on the components under test. Moreover, the components are usually heterogeneous, meaning that they do not share the same distribution. In this article, we aim to obtain a new generalization of the Compound Rayleigh distribution by using mixture models and incorporating the environmental conditions...
New models in durability tool-testing: pseudo-Weibull distribution
Nonlinear error propagation law
The error propagation law is investigated in the case of a nonlinear function of measured data with non-negligible uncertainty.
Nonsensitiveness regions in universal models
Note on dispersion of .
Note on Dispersion of Xalpha
Note on the estimation of parameters of the mean and the variance in -stage linear models
The paper deals with the estimation of the unknown vector parameter of the mean and the parameters of the variance in the general -stage linear model. Necessary and sufficient conditions for the existence of the uniformly minimum variance unbiased estimator (UMVUE) of the mean-parameter under the condition of normality are given. The commonly used least squares estimators are used to derive the expressions of UMVUE-s in a simple form.
Note on the truncated Rayleigh variate
Note on unbiased estimability of the larger of two mean values
An unbiased estimator of the larger of two mean values is constructed provided that the number of observations is random.
Numerical experiments with least squares spline estimators in a parametric regression model.