This study utilizes the liquidity risk associated with Treasury bonds to directly determine the degree to which liquidity spreads account for corporate bond spreads. This enhances understanding of their relative contributions to the yield spreads of corporate bonds. To capture time variation on...

The aim of this paper is to find an optimal alternative bivariate ranked-set sample for one-sample location model bivariate sign test. Our numerical and theoretical results indicated that the optimal designs for the bivariate sign test are the alternative designs with quantifying order...

This paper provides tables for the construction and selection of tightened-normal-tightened variables sampling scheme of type TNTVSS (n1, n2; k). The method of designing the scheme indexed by (AQL, α) and (LQL, β) is indicated. The TNTVSS (nT, nN; k) is compared with conventional single...

The commonly made assumption that all stochastic error terms in the linear regression model share the same variance (homoskedasticity) is oftentimes violated in practical applications, especially when they are based on cross-sectional data. As a precaution, a number of practitioners choose to...

In this article, we present the EM-algorithm for performing maximum likelihood estimation of an asymmetric linear calibration model with the assumption of skew-normally distributed error. A simulation study is conducted for evaluating the performance of the calibration estimator with...

Surles and Padgett recently considered two-parameter Burr Type X distribution by introducing a scale parameter and called it the generalized Rayleigh distribution. It is observed that the generalized Rayleigh and log-normal distributions have many common properties and both distributions can be...

Measurement error (ME) is the difference between the true unknown value of a variable and the data assigned to that variable during the measuring process. The multiple correlation coefficient quantifies the strength of the relationship between the dependent and independent variable(s) in...

Non-randomized trials can give a biased impression of the effectiveness of any intervention. We consider trials in which incidence rates are compared in two areas over two periods. Typically, one area receives an intervention, whereas the other does not. We outline and illustrate a method to...

The problem of sample size determination in the context of Bayesian analysis is considered. For the familiar and practically important parameter of a geometric distribution with a beta prior, three different Bayesian approaches based on the highest posterior density intervals are discussed. A...

In this paper, a new small domain estimator for area-level data is proposed. The proposed estimator is driven by a real problem of estimating the mean price of habitation transaction at a regional level in a European country, using data collected from a longitudinal survey conducted by a...