Most of the methods used to estimate claim frequency rates in general insurance have assumed that data are independent. However, it is not uncommon for information stored in the database of an insurance company to contain previous years' claim data from each policyholder. We consider the...

The use of optimal orthogonal array latin hypercube designs is proposed. Orthogonal arrays were proposed for constructing latin hypercube designs by Tang (1993). Such designs generally have better space filling properties than random latin hypercube designs. Even so, these designs do not...

This paper deals with imputation techniques and strategies. Usually, imputation truly commences after the first data editing, but many preceding operations are needed before that. In this editing step, the missing or deficient items are to be recognized and coded, and then it is decided which of...

Following Dickey & Fuller (1979) (DF), a stylized approach to the testing of the unit root hypothesis has emerged. Based upon the combined use of the DF test in its augmented t -ratio form and MacKinnon (1991) critical values, the approach has received widespread adoption due to the ease with...

Although many methods are available for performing multiple comparisons based on some measure of location, most can be unsatisfactory in at least some situations, in simulations when sample sizes are small, say less than or equal to twenty. That is, the actual Type I error probability can...

We propose methods for monitoring the residuals of a fitted ARIMA or an autoregressive fractionally integrated moving average (ARFIMA) model in order to detect changes of the parameters in that model. We extend the procedures of Box & Ramirez (1992) and Ramirez (1992) and allow the differencing...

To analyse the risk factors of coronary heart disease (CHD), we apply the Bayesian model averaging approach that formalizes the model selection process and deals with model uncertainty in a discrete-time survival model to the data from the Framingham Heart Study. We also use the Alternating...

A process is considered whose quality deteriorates according to a constant failure intensity 5 . As, in practice, it can be difficult to estimate the true value of 5 , the purpose of this paper is to present a strategy that can be applied without knowing 5 . In order to maximize profit per item,...

In this paper, gamma ( 5 ,2) distribution is considered as a failure model for the economic statistical design of x ¥ control charts. The study shows that the statistical performance of control charts can be improved significantly, with only a slight increase in the cost, by adding constraints...

The sensor SPOT 4/Vegetation gives every day satellite images of Europe with medium spatial resolution, each pixel corresponding to an area of 1 r km 2 1 r km. Such data are useful to characterize the development of the vegetation at a large scale. The pixels, named "mixed' pixels, aggregate...