A functional polynomial regression model which includes the functional linear model and functional quadratic model as two special cases is considered. In functional polynomial regression, one must balance the costs and benefits of using more parameters in the model. The method of model detection...

The Deepwater Horizon oil spill was an ecologically devastating event in the Gulf of Mexico, which saw the estimated release of over 4 million barrels of oil after flowing for three months in 2010. The US Fish and Wildlife Service provided a data set of 7,229 bird records. We aimed to illustrate...

Measurements for fitting a given number of concentric circles are recorded. For each concentric circle several measurements are taken. The problem is to fit the given number of circles to the data such that all circles have a common center. This is a generalization of the problem of fitting a...

We study valuation of swing options on commodity markets when the commodity prices are driven by multiple factors. The factors are modeled as diffusion processes driven by a multidimensional Lévy process. We set up a valuation model in terms of a dynamic programming problem where the option can...

This paper formulates the quadratic penalty function for the dual problem of the linear programming associated with the <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$L_1$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mi>L</mi> <mn>1</mn> </msub> </math> </EquationSource> </InlineEquation> constrained linear quantile regression model. We prove that the solution of the original linear programming can be obtained by minimizing the quadratic...</equationsource></equationsource></inlineequation>

We propose a family of models called row–column interaction models (RCIMs) for two-way table responses. RCIMs apply some link function to a parameter (such as the cell mean) to equal a row effect plus a column effect plus an optional interaction modelled as a reduced-rank regression. What sets...

The problem of testing the equality of coefficients of variation of independent normal populations is considered. For comparing two coefficients, we consider the signed-likelihood ratio test (SLRT) and propose a modified version of the SLRT, and a generalized test. Monte Carlo studies on the...