In the context of regression with a beta-type response variable, we propose a new method that links two methodologies: a distance-based model, and a beta regression with variable dispersion. The proposed model is useful for those situations where the response variable is a rate, a proportion or...

We consider the problem of estimating the conditional quantile of a time series <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\{ Y_t\}$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mo stretchy="false">{</mo> <msub> <mi>Y</mi> <mi>t</mi> </msub> <mo stretchy="false">}</mo> </mrow> </math> </EquationSource> </InlineEquation> at time <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$t$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>t</mi> </math> </EquationSource> </InlineEquation> given covariates <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$\varvec{X}_{t}$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mrow> <mi mathvariant="bold-italic">X</mi> </mrow> <mi>t</mi> </msub> </math> </EquationSource> </InlineEquation>, where <InlineEquation ID="IEq4"> <EquationSource Format="TEX">$$\varvec{X}_{t}$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mrow> <mi mathvariant="bold-italic">X</mi> </mrow> <mi>t</mi> </msub> </math> </EquationSource> </InlineEquation> can be either exogenous variables or lagged variables of <InlineEquation ID="IEq5"> <EquationSource Format="TEX">$${ Y_t}$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mi>Y</mi>...</msub></math></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>

The exact distributions of many functions of random vectors are derived in the literature mainly for the case of a Gaussian vector distribution or under the assumption that the vector follows a spherical or an elliptically contoured distribution. Numerous standard statistical applications are...

The quintile share ratio of disposable income is the primary inequality indicator of the European Union. As an inequality indicator, it must be sensitive to extreme large observations. Therefore, outliers have a strong impact on the bias and the variance of the classical quintile share ratio...

The autodependogram is a graphical device recently proposed in the literature to analyze autodependencies. This paper proposes a normalization of this diagram taking into consideration the concept of reproducibility probability (RP). The result is a novel tool, named RP-autodependogram, which...

Seemingly unrelated regression models are extensions of linear regression models which allow correlated errors between equations. Estimations and inferences of singular seemingly unrelated regression models involve some complicated operations of the given matrices in the models and their...

For a wide class of second-order stationary spatial processes on a lattice, the statistical properties of the maximum Gaussian pseudo-likelihood estimators are studied. The estimators are natural as they imitate the theoretical prototypes of spatial best linear prediction. Under certain...

Advances in data collection and storage have tremendously increased the presence of functional data, whose graphical representations are curves, images or shapes. As a new area of statistics, functional data analysis extends existing methodologies and theories from the realms of functional...

The Health and Retirement Study (HRS) is funded by the National Institute on Aging of US with the aim of investigating the health, social and economic implications of the aging of the American population. The participants of the study receive a thorough in-home clinical and neuropsychological...

In this paper, we further study the Conway–Maxwell Poisson distribution having one more parameter than the Poisson distribution and compare it with the Poisson distribution with respect to some stochastic orderings used in reliability theory. Likelihood ratio test and the score test are...