Despite a number of significant advances in count data modeling during the last two decades and the growing popularity of these models in recreation demand analysis, standard count data models are inadequate to address the fast decay process of the dependent variable and the associated long...

We investigate a class of estimators for linear regression models where the dependent variable is subject to bid-ask censoring. Our estimation method is based on a definition of error that is zero when the predictor lies between the actual bid price and ask price, and linear outside this range....

This article considers the prediction problem of the life-span of a system whose components connected in series and the lifetime of the components follows the exponential distribution with probability density f(x;θ)=θ−1exp⁡(−x/θ)I(x0). Employing the Bayes method, a prior distribution...

For a censored two-sample problem, Chen and Wang [Y.Q. Chen and M.-C. Wang, Analysis of accelerated hazards models, J. Am. Statist. Assoc. 95 (2000), pp. 608-618] introduced the accelerated hazards model. The scale-change parameter in this model characterizes the association of two groups....

We present an empirical study of the first passage time (FPT) of order book prices needed to observe a prescribed price change Δ, the time to fill (TTF) for executed limit orders and the time to cancel (TTC) for canceled orders in a double auction market. We find that the distribution of all...