In this paper we study maximum likelihood estimation (MLE) of the roughness parameter of the distribution for speckled imagery (Frery et al., 1997). We discover that when a certain criterion is satisfied by the sample moments, the likelihood function is monotone and MLE estimates are...

The problem of estimating a degraded image using observations acquired from multiple sensors is addressed when the image degradation is modelled by white multiplicative and additive noise. Assuming the state-space model is unknown, the centralized and distributed filtering algorithms are derived...

Cohen's kappa and weighted kappa statistics are the conventional methods that are used widely in measuring agreement for categorical responses. In this paper, we propose a general framework for the fixed-effects modeling of Cohen's weighted kappa for bivariate multinomial data which reduces to...

Growth curve models are routinely used in various fields such as biology, ecology, demography, population dynamics, finance, econometrics, etc. to study the growth pattern of different populations and the variables linked with them. Many different kinds of growth patterns have been used in the...

The finite-sample size and power properties of bootstrapped likelihood ratio system cointegration tests are investigated via Monte Carlo simulations when the true lag order of the data generating process is unknown. Recursive bootstrap schemes are employed which differ in the way in which the...

A general method is formalised for the problem of making predictions for a fixed group of individual units, following a sequence of repeated measures on each. A review of some related work is undertaken and, using some of its terminology, the approach might be described as approximate...

The goal of cluster analysis is to assign observations into clusters so that observations in the same cluster are similar in some sense. Many clustering methods have been developed in the statistical literature, but these methods are inappropriate for clustering family data, which possess...

Imputation of missing values is one of the major tasks for data pre-processing in many areas. Whenever imputation of data from official statistics comes into mind, several (additional) challenges almost always arise, like large data sets, data sets consisting of a mixture of different variable...

In this study, a generalized method of moments (GMM) for the estimation of nonstationary vector autoregressive models with cointegration is considered. Two iterative methods are considered: a simultaneous estimation method and a switching estimation method. The asymptotic properties of the GMM...