The estimation of a simple linear regression model when both the independent and dependent variable are interval valued is addressed. The regression model is defined by using the interval arithmetic, it considers the possibility of interval-valued disturbances, and it is less restrictive than...

In image processing, image similarity indices evaluate how much structural information is maintained by a processed image in relation to a reference image. Commonly used measures, such as the mean squared error (MSE) and peak signal to noise ratio (PSNR), ignore the spatial information (e.g....

In this paper, we propose a test of fit based on maximum entropy. The asymptotic distribution of the proposed test statistic is established and a corrected form for small and medium sample sizes is furnished. The performance of the test is investigated through extensive Monte Carlo simulations....

We present a Bayesian variable selection method for the setting in which the number of independent variables or predictors in a particular dataset is much larger than the available sample size. While most of the existing methods allow some degree of correlations among predictors but do not...

Mid-level processes on images often return outputs in functional form. In this context the use of functional data analysis (FDA) in image analysis is considered. In particular, attention is focussed on shape analysis, where the use of FDA in the functional approach (contour functions) shows its...

Estimators and tests based on likelihood depth for one-parametric copulas are given. For the Gaussian and Gumbel copulas, it is shown that the maximum depth estimators are biased. They can be corrected and the new estimators are robust against contamination. For testing, simplicial likelihood...

Nonparametric control charts can provide a robust alternative in practice to the data analyst when there is a lack of knowledge about the underlying distribution. A nonparametric exponentially weighted moving average (NPEWMA) control chart combines the advantages of a nonparametric control chart...

Continuous-time stochastic volatility models are becoming increasingly popular in finance because of their flexibility in accommodating most stylized facts of financial time series. However, their estimation is difficult because the likelihood function does not have a closed-form expression. A...

In this paper, we proposed a new two-parameter lifetime distribution with increasing failure rate, the complementary exponential geometric distribution, which is complementary to the exponential geometric model proposed by Adamidis and Loukas (1998). The new distribution arises on a latent...

A distribution is said to be conditionally specified when only its conditional distributions are known or available. The very first issue is always compatibility: does there exist a joint distribution capable of reproducing all of the conditional distributions? We review five methods-mostly for...