This study investigates the properties of a self-normalization inferential method in cointegrating regressions. The test statistic is constructed using recursive integrated modified ordinary least squares estimators. The proposed test does not involve a long-run variance estimator, and the test...

In this, we argue that statistics is one of the fields of greatest significance for developing tools and techniques to find patterns in data and to give a greater understanding of them, as well as the most crucial for analyzing and calculating uncertainty. We provide a summary of several data...

Exploring moisture distribution, especially bound water content, is vital for studying and applying sludge dewatering. The differential scanning calorimetry (DSC) method has been extensively utilized for the quantitative characterization of moisture distribution in sludge. However, this method...

The demand for statistically sound decisions and their economic impact on policymaking and trading, involving many variables in trading index volumes, is rapidly increasing. Specifically, the modeling of the dependence structure among a higher number of cryptocurrencies in the crypto market has...

Extensive research has been conducted on the properties of quadratic forms in normal random variables, represented by the symbol Q here. However, analytical results on the square root of the quadratic form, √Q, are limited. The square root of the quadratic form is, for example, used in finance...

In this study, we analyse a large sample of Egyptian social pension data which covers, by law, the policyholder's spouse, children, parents and siblings. This data set uniquely enables the study and comparison of pairwise dependence between multiple familial relationships beyond the well-known...

Metaverses have been evolving following the popularity of blockchain technology. They build their own cryptocurrencies for transactions inside their platforms. These new cryptocurrencies are, however, still highly speculative, volatile, and risky, motivating us to manage their risk. In this...

Disaggregation of mortality by cause has advanced the development of life tables for life insurance and pension purposes. However, the assumption that the causes of death are independent is a challenge in reality. Furthermore, models that determine relationships among causes of death such as...

I provide formulas for the influence function of two common misallocation statistics: TFP loss from misallocation and potential TFP gain from reallocation. I also show how to use a finite-difference approximation to Gateaux derivatives to obtain sample analogs to influence functions for...