TL;DR: The projected normal distribution is an under-utilized model for explaining directional data and it is shown how posterior inference for distributional features such as the angular mean direction and concentration can be implemented as well as how prediction within the regression setting can be handled.
TL;DR: In this article, the exact distributions of the MLEs of a two-parameter exponential distribution when the data are Type-I progressively hybrid censored are derived. But their results are not applicable to the case of hybrid censored data.
TL;DR: In this article, the authors considered a sufficient condition for the double inequality between the value of the quadratically weighted kappa and Cohen's kappa, and showed that when the two weighted kappas are applied to the same agreement table, the result is that the value for the quad ratically weighted Kappa is higher than that of the linear kappa.
TL;DR: In this paper, the maximum likelihood estimator of R and its asymptotic distribution are obtained and it is used to construct the confidence interval of R, where the shape and scale parameters are different.
TL;DR: A new flexible cure rate survival model is developed where the initial number of competing causes of the event of interest follow a compound negative binomial distribution, and the method of estimation exploits maximum likelihood (ML) tools.
TL;DR: In this paper, the authors considered the simple step-stress model for a two-parameter exponential distribution, when both the parameters are unknown and the data are Type-II censored.
TL;DR: In this paper, an instrumental variable based variable selection procedure is proposed by using modified smooth-threshold estimating equations (SEEs), which can automatically eliminate the irrelevant covariates by setting the corresponding coefficient functions as zero, and simultaneously estimate the nonzero regression coefficients by solving the smooth threshold estimating equations.
TL;DR: This paper derives the unbiased conditional AIC (cAIC) for three popular approaches to fitting the Fay–Herriot model and applies the cAIC in estimating county-level prevalence rates of obesity for working-age Hispanic females in California.
TL;DR: In this paper, a semiparametric maximum-likelihood-type test statistic is proposed and proved to have the same limit null distribution as the classical parametric likelihood one, under some mild conditions, under the null hypothesis of no change in the parameter of copula models.
TL;DR: The concept of total time on test transforms (TTTTTT) is well known for its applications in different fields of scientific study and as mentioned in this paper presented four applications of TTT in reliability theory, and demonstrated how the distributional properties such as kurtosis and skewness can be derived from the TTT.
TL;DR: In this article, a progressively Type-II censored order statistics arising from identical as well as non-identical units under test which are jointly distributed according to an Archimedean copula with completely monotone generator (PCOSDNARCM-II) is derived.
TL;DR: In this article, a smoothed empirical likelihood (SEL)-based method is proposed to construct confidence intervals for quantile regression parameters with auxiliary information, which follows a Chi-square distribution.
TL;DR: In this article, a test statistic which produces reliable p -values for the smooth terms of semiparametric bivariate probit models is presented. But it does not address the problem of testing smooth components for equality to zero.
TL;DR: In this paper, an alternative approach to the same problem under an inverse binomial sampling scheme was proposed, and various performance characteristics of the proposed procedure were examined through exact and simulation studies.
TL;DR: In this paper, the authors examined and corrected various results relating to estimation of a Pareto distribution in the presence of outliers according to a model introduced by Dixit and Jabbari Nooghabi (2011) [1].
TL;DR: In this paper, the authors proposed a test procedure for the Markov chain models based on the marginal distribution as obtained by Azzalini (1994) for testing the suitability of the proposed method, a numerical example of real life data and simulation studies for comparison with an alternative test procedure are given.
TL;DR: In this article, the conditional expectation of one generalized order statistic given the other one completely characterizes distributions depending on the type of regression function, and the results presented in this paper unify and extend some of the existing results involving order statistics and record values.
TL;DR: In this article, a nonparametric test for the several-sample scale problem is proposed, based on ranked-set data, which has the advantage of not requiring the several distribution functions to have a common median.
TL;DR: This paper considers modeling dependency using trimmed Kendall’s tau when such a threshold is imposed, and builds a hypothesis testing procedure for testing the hypothesis that data are dependent before a threshold value and are independent after the threshold.
TL;DR: This note complements Koopman and Shephard (1992) and Segal and Weinstein (1989) by deriving an explicit vector expression of the exact score vector for the general form of linear Gaussian state space models.
TL;DR: In this paper, the authors consider the problem of estimating the distribution function of the inter-event times by taking into account two of these features: correlation among the interevent times and the dependence and informative aspect of the right-censoring random variables.
TL;DR: In this paper, the moment generating function of any random variable X in R p to that of g ( X ) is used to obtain a formal expansion for the distribution of |X ϵ | 2 in terms of the chi-square distribution.
TL;DR: S spatially correlated binary data clustered in uncorrelated lattices are modeled via autologistic regression and IBF (inverse Bayes formulas) sampler with help of introducing latent variables, is extended for posterior analysis and parameter estimation.
TL;DR: In this article, a method for selecting a distribution within the generalized von Mises (GvM) class is presented, where the logarithmic form of the GvM probability frequency function is regarded as the sum of a constant and several cosine functions with different frequencies.
TL;DR: In this paper, the authors consider the problem of homogeneity of variance in Randomized Complete Block Design (RCBD) and develop a new F max -test for the equality of variances in RCBD.
TL;DR: In this paper, the authors define the partial sum empirical distribution function as G n (x, t ) = n − 1 ∑ i = 1 [ n t ] I (X i ≤ x ) for x in R p, 0 ≤ t ≤ 1.
TL;DR: This paper proposed a model in which the complete distribution of the outcome is modeled by three component distributions: the two extreme responses and a distribution for responses in between, resulting in a bimodal W-shape distribution.
TL;DR: In this article, a simple, accurate, closed form approximation to the likelihood interval for a binomial proportion p based on a recentered form of the Wald interval is proposed, where p is a constant.
TL;DR: In this article, the authors demonstrate that synthesizing cross-classified categorical datasets drawn from an incompletely crossclassified common population, where many of the sets are incomplete (i.e., one or more of the classification variables is unobserved), but at least one is completely observed is expected to reduce uncertainty about the cell probabilities in the associated multi-way contingency table as well as for derived quantities such as relative risks and odds ratios.
TL;DR: In this paper, the propriety of the joint posterior distributions of β and the link function parameters is investigated for a Bayesian analysis of binomial response data with covariates, and the conditions for propriety corresponding to the Pregibon's (1980) [17] link are checked.