This paper describes a method for estimating regime switches in non-monotonic relationships, using polynomial regressions. Data from the UK financial services industry are used to illustrate the technique. The methodology provides a means of statistically ascertaining the existence of turning...

This paper tests the hypothesis of difference stationarity of macro-economic time series against the alternative of trend stationarity, with and without allowing for possible structural breaks. The methodologies used are that of Dickey and Fuller familiarized by Nelson and Plosser, and that of...

Orthogonally blocked experimental designs for mixtures of five ingredients, formed from Latin squares, were previously discussed by Prescott et al. Here, we extend this development by studying the properties of three classes of possible designs, with recommendations on their practical...

The problem of testing the equality of several variances arises in many areas. For testing the equality of variances, several tests are available in the literature which demonstrate only the statistical significance of the variances. In this paper, a graphical method is presented for testing the...

This paper provides single sampling variables plans for given values of n, the acceptable quality level and limiting quality level. Tables are constructed using the minimum angle technique.

A method for comparing groupings of DNA sequences is presented, which utilizes randomization test methods to assign significance levels to a test statistic defined in terms of the Hamming distance between two sequences. The method, which is intuitively motivated by the analysis of variance...

Izenman and Sommer (1988) used a non-parametric kernel density estimation technique to fit a seven-component model to the paper thickness of the 1872 Hidalgo stamp issue of Mexico. They observed an apparent conflict when fitting a normal mixture model with three components with unequal...

We define a variation of Efron's method II based on the outlier bootstrap sample concept. A criterion for the identification of such samples is given, with which a variation in the bootstrap sample generation algorithm is introduced. The results of several simulations are analyzed in which, in...

Families of joint distributions for describing the lifetimes of a system of components that operate under an unknown environment, when the environment follows a Weibull distribution, are derived. The reliability function for this system is calculated and several properties of the aforementioned...

Variance components are estimated by two different methods for a general p stage random-effects staggered nested design. In addition to estimation from an analysis of variance, a new approach is introduced. The main features of this new technique are its simplicity and its ability to yield...