In this paper, the hypothesis testing and confidence region construction for a linear combination of mean vectors for K independent multivariate normal populations are considered. A new generalized pivotal quantity and a new generalized test variable are derived based on the concepts of...

Twenty-four-hour urinary excretion of nicotine equivalents, a biomarker for exposure to cigarette smoke, has been widely used in biomedical studies in recent years. Its accurate estimate is important for examining human exposure to tobacco smoke. The objective of this article is to compare the...

In response surface methodology, rotatability and slope-rotatability are natural and highly desirable properties for second-order regression models. In this paper a measure of robust slope-rotatability for second-order response surface designs with a general correlated error structure is...

This paper empirically investigates the characteristics in terms of volatility and trading volume relationships of the Chinese stock markets, and specifically of the stocks comprising the SSE180 index. Our results show that, contrary to previous evidence, both volatility and trading volume...

A fully parametric first-order autoregressive (AR(1)) model is proposed to analyse binary longitudinal data. By using a discretized version of a copula, the modelling approach allows one to construct separate models for the marginal response and for the dependence between adjacent responses. In...

The purpose of this article is to present a new method to detect level shifts in the context of conditional heteroscedastic models. First, we define precisely what type of outlier we are referring to, a concept that has been scarcely touched in the field of GARCH (1,1) models, and then we go on...

In this paper some Archimedean copula functions for bivariate financial returns are studied. The choice of this family is due to their ability to capture the tail dependence, which is an association measure we can detect in many bivariate financial time-series. A time-varying version of these...

A model which explains data that is subject to sudden structural changes of unspecified nature is presented. The structural shifts are generated by a random walk component whose innovations belong to the normal domain of attraction of a symmetric stable law. To test the model against the...

The generalized standard two-sided power (GTSP) distribution was mentioned only in passing by Kotz and van Dorp Beyond Beta, Other Continuous Families of Distributions with Bounded Support and Applications, World Scientific Press, Singapore, 2004. In this paper, we shall further investigate this...

Randomizing the order of experimentation in a factorial design does not always achieve the desired effect of neutralizing the influence of unknown factors. In fact, with some very reasonable assumptions, an important proportion of random orders achieve the same degree of protection as that...