A random financial price process which is developed by mechanisms of finite-range interacting biased voter model is considered in the present paper. Voter model is one of statistical physics systems as well as a continuous time Markov process, which originally represents a voter’s attitude on...

A new and very fast method of bootstrap for sampling without replacement from a finite population is proposed. This method can be used to estimate the variance in sampling with unequal inclusion probabilities and does not require artificial populations or utilization of bootstrap weights. The...

In this paper we propose a new method for estimating parameters in a single-index model under censoring based on the Beran estimator for the conditional distribution function. This, likelihood-based method is also a useful and simple tool used for bandwidth selection. Additionally, we perform an...

Recursive formulas are provided for computing probabilities of a multinomial distribution. Firstly, a recursive formula is provided for computing rectangular probabilities which include the cumulative distribution function as a special case. These rectangular probabilities can be used to provide...

Composite quantile regression (CQR) can be more efficient and sometimes arbitrarily more efficient than least squares for non-normal random errors, and almost as efficient for normal random errors. Based on CQR, we propose a test method to deal with the testing problem of the parameter in the...

In this paper we consider a Bayesian approach for the zero-modified Poisson distribution, which is recommended for fitting count data which shows any modification related to the frequency of zero. However, some loss may occur when we have the knowledge that the datasets show no modification in...

The paper deals with three approaches to comparing the regression lines corresponding to two dependent groups when using a robust estimator. The focus is on the Theil–Sen estimator with some comments about alternative estimators that might be used. The first approach is to test the global...

Spline curves, originally developed by numerical analysts for interpolation, are widely used in statistical work, mainly as regression splines and smoothing splines. Barycentric rational interpolants have recently been developed by numerical analysts, but have yet seen very few statistical...

In this paper we propose a new nonparametric regression method called composite support vector quantile regression (CSVQR) that combines the formulations of support vector regression and composite quantile regression. First the CSVQR using the quadratic programming (QP) is proposed and then the...