Recent work on Pitman closeness has compared estimators under Type-II censored samples from exponential distribution based on observed number of failures. In this paper, we carry out similar Pitman closeness comparisons for Type-I censored samples from exponential distribution based on time...

In this paper, a new control chart to monitor multi-binomial processes is first proposed based on a transformation method. Then, the maximum likelihood estimators of change points designed for both step changes and linear-trend disturbances are derived. At the end, the performances of the...

Poisson regression models for count variables have been utilized in many applications. However, in many problems overdispersion and zeroinflation occur. We study in this paper regression models based on the generalized Poisson distribution (Consul (1989)). These regression models which have been...

We estimate a latent factor model that decomposes international stock returns into global, country-, and industry-specific shocks and allows for stock-specific exposures to these shocks. We find that across stocks there is substantial dispersion in these exposures, which is partly explained by...

We consider a noisy observed vector y=x+u∈Rn. The unobserved vector x is a solution of a non-invertible linear system Ax=v, where v is a forcing term. A unique solution of the system is obtained by considering additional constraint on the vector x. This constraint is defined by a triple...

Bayes and frequentist estimators are obtained for the two-parameter Gompertz distribution (GD), as well as the reliability and hazard rate functions, using progressive first-failure censoring plan. We have examined Bayes estimates under symmetric and asymmetric loss functions. We show that the...