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Showing papers in "Statistical Methodology in 2009"


Journal ArticleDOI
TL;DR: In this article, the authors define a family of univariate distributions generated by Stacy's generalized gamma variables and propose an expected ratio of quantile densities for the discrimination of members of these two broad families of distributions.

445 citations


Journal ArticleDOI
M. C. Jones1
TL;DR: In this article, a two-parameter family of distributions on (0, 1) is explored, which has many similarities to the beta distribution and a number of advantages in terms of tractability.

416 citations


Journal ArticleDOI
TL;DR: In this article, the authors obtain discrete Burr and Pareto distributions using the general approach of discretizing a continuous distribution and propose them as suitable lifetime models, which can be used for modeling discrete data.

186 citations


Journal ArticleDOI
TL;DR: In this paper, it was shown that using linear weights for a K-ordinal scale is equivalent to deriving a kappa coefficient from K − 1 embedded 2×2 tables.

98 citations


Journal ArticleDOI
TL;DR: In this article, the generalized logistic distribution has been used to model the data with a unimodal density and five estimation procedures have been compared through an extensive numerical simulation, including maximum likelihood estimation of the different parameters.

57 citations



Journal ArticleDOI
TL;DR: In this paper, the authors present an approach to detect outliers in multivariate data sets using the Minimum Covariance Determinant estimator (MCDE) method.

50 citations


Journal ArticleDOI
TL;DR: In this article, the authors deal with the limiting distribution of the maximum likelihood and method-of-moments estimators for the line parameters of the regression model and use the delta method to achieve it, making it possible to build joint confidence regions and hypothesis testing.

35 citations


Journal ArticleDOI
TL;DR: Based on the simulations, the Carling approach is superior in avoiding masking outliers while the Schwertman and de Silva procedure is much better at reducing swamping, that is, misclassifying an observation as an outlier.

35 citations


Journal ArticleDOI
TL;DR: Vanbelle and Albert as mentioned in this paper showed that the observed and expected proportions of agreement of a linearly weighted kappa for an r × r classification table are simply the mean values of the corresponding proportions of r − 1 unweighted kappa values for embedded 2×2 classification tables.

30 citations


Journal ArticleDOI
TL;DR: This article generalized Sheppard's correction to cover more general forms of rounding procedures than just simple rounding, viz., probabilistic rounding, which includes asymmetric rounding and mixture rounding, and showed that this correction can be corrected with very high precision by using the well-known Sheppard correction.

Journal ArticleDOI
TL;DR: In this article, a Cramer-von Mises test for reflected symmetry about an unknown point is derived for multivariate distributions using the empirical characteristic function, and the test statistic is based on an empirical process for which the weak convergence is established.

Journal ArticleDOI
TL;DR: In this article, it was shown that the unbiased estimator of a certain parameter of the selected population does not exist and that it is a function of order statistics, which is a known result in the literature.

Journal ArticleDOI
TL;DR: In this paper, a new model based on the use of data transformation is presented for modeling bathtub-shaped hazard rates, which is especially inappropriate if the data indicate bath-tub-shape hazard rates.

Journal ArticleDOI
TL;DR: A large sample based test for between group comparisons is developed and used to determine the necessary sample size in order to obtain a target power via simulation under various alternatives for a given pre-specified significance level.

Journal ArticleDOI
TL;DR: In this article, a follow up on carbon-resin electrodes and electrochemical treatment of wastewater is reported, where the authors investigate the factors that influence the efficacy of passive electrodes in removing pollutants such as chloride.

Journal ArticleDOI
TL;DR: In this paper, necessary and sufficient conditions for the existence of ancillary statistics in a curved exponential family under some regularity conditions are presented. And when they exist, the method of constructing the statistics is also provided.

Journal ArticleDOI
TL;DR: In this article, the authors derived the local asymptotic normality (LAN) of the log-likelihood for the bifurcating autoregressive model (BAR) for tree structured data where each individual in one generation gives rise to two off-spring in the next generation.

Journal ArticleDOI
TL;DR: In this paper, Renyi statistics are defined as divergences between unrestricted and restricted estimated joint probability density functions and they are asymptotically chi-square distributed under the null hypothesis of interest.

Journal ArticleDOI
TL;DR: In this article, positive stable laws are derived based on a special quadratic distance using negative moments, which has an asymptotic relative efficiency close to 1 for almost all the values of the parameter space.

Journal ArticleDOI
TL;DR: Goodness-of-fit tests for symmetric normal inverse Gaussian distributions are constructed in this article, which are based on a weighted integral incorporating the empirical characteristic function of suitably standardized data.

Journal ArticleDOI
TL;DR: This article considers Bayesian inference procedures to test for a unit root in Stochastic Volatility (SV) models and proposes a flexible class of priors that is non-informative over the entire support of the persistence parameter.

Journal ArticleDOI
TL;DR: In this article, the BVRSS matched pair sign test is compared to the BVSRS sign test for different ranking schemes and the asymptotic null distribution and the efficiency of the test are derived.

Journal ArticleDOI
TL;DR: In this article, the second-order dependence over space is reflected by the covariance matrix of the noise process, which is "white" in time but not over the space.

Journal ArticleDOI
Tomohiro Ando1
TL;DR: A Gaussian kernel approach is adopted to extend the previous model and the high accuracy of the new method is demonstrated on Monte Carlo simulations, and used to predict defaulting firms on the Japanese Stock Exchange.

Journal ArticleDOI
TL;DR: In this article, principal component models for the coefficient of variation matrix are proposed and least-squares estimators of the eigenvalues and eigenvectors are developed under general conditions.

Journal ArticleDOI
TL;DR: In this paper, a semiparametric random censorship model aided inference for censored median regression models is proposed, based on the idea that, when the censoring is specified by a common distribution, a semi-parametric survival function estimator acts as an improved weight in the so-called inverse censoring weighted estimating function.

Journal ArticleDOI
TL;DR: In this paper, a contrast-based posterior distribution was proposed to estimate the parameters of a variogram, a Markovian model and a cylinder-based autosimilar model describing soil roughness.

Journal ArticleDOI
TL;DR: In this paper, a modified double smoothing bandwidth selector, h ˆ MDS, based on a new criterion defined as the sum of the asymptotic variance and the squared double smoothed bias, is proposed.

Journal ArticleDOI
TL;DR: In this article, it was shown that the density functions of generalized order statistics can be interpreted as divided differences, and that the cumulative distribution functions can be understood as a certain Hermite interpolation polynomial evaluated at the origin.