Assuming that the probability of obtaining a defective unit in a production process, p, is not constant, a versatile methodology is presented for determining optimal failure-censored reliability sampling plans for log-location–scale lifetime models. The optimization procedure to decide the...

The nonparametric maximum likelihood estimator (NPMLE) is a popular approach to estimating decreasing densities, i.e., f(s)≥f(t),s≤t. A less ideal feature of NPMLE is its step-function form. In this paper, we propose two nonparametric density estimators based on the Bernstein-type...

There has been an important emergence of applications in which data arrives in an online time-varying fashion (e.g. computer network traffic, sensor data, web searches, ATM transactions) and it is not feasible to exchange or to store all the arriving data in traditional database systems to...

This paper tests the null hypothesis of stationarity against the alternative of changes in persistence for sequences in the domain of attraction of a stable law. The proposed moving ratio test is valid for multiple changes in persistence while the previous residual based ratio tests are designed...

Based on the use of calibration techniques as a way of handling nonresponse, case-deletion diagnostics for calibration estimators are proposed. A deleted case is dealt with as it were a nonresponse case. Two types of diagnostics are proposed: one compares the calibration weights and the other...

Stationary bootstrap technique is applied for kernel-type estimators of densities and their derivatives of stationary ψ-weakly dependent processes. The ψ-weak dependence, introduced by Doukhan & Louhichi [Doukhan, P., Louhichi, S., 1999. A new weak dependence condition and applications to...

A new state space approach is proposed to model the time-dependence in an extreme value process. The generalized extreme value distribution is extended to incorporate the time-dependence using a state space representation where the state variables either follow an autoregressive (AR) process or...

In studies on event occurrence, the timing of events may be measured continuously using thin precise units or discretely using time periods. The design of trials with continuous-time survival endpoints has been studied for years, but very little is known about the design of trials with...

Prediction for the mixed model requires estimates of covariance matrices. There is often a direct estimate of the “within area” covariance matrix, and for survey samples this is an estimate of the sampling covariance matrix. The estimated covariance matrix may have large sampling variance,...

We introduce and compare several robust procedures for bandwidth selection when estimating the variance function. These bandwidth selectors are to be used in combination with the robust scale estimates introduced by Boente et al. (2010a). We consider two different robust cross-validation...