Tests based on two estimators of the quantile function are proposed for successive comparison between ordered quantiles. Limiting distribution of the test statistics under null hypothesis is studied. Simulations are carried out to find power of the tests.

In recent years, the increasing popularity of eCommerce, and particularly online auctions has stirred a great amount of scholarly research, especially in information systems, economics,and marketing, but little or no attention has been received from statistics. ECommerce arrives with enormous...

Espasa and Mayo provide consistent forecasts for an aggregate economic indicator and its basic components as well as for useful sub-aggregates. To do so, they develop a procedure based on single-equation models that includes the restrictions arisen from the fact that some components share common...

The construction of a set of simultaneous confidence intervals for any finite number of contrasts of p generally correlated normal means is considered. It is shown that the simultaneous confidence level can be expressed as a (p−2)-dimensional integral for a general p≥3. This expression...

We consider the problem of selecting the stochastic system with the best expected performance measure, when the number of alternative systems is large. We consider the case of discrete event dynamic systems (DEDS) where the standard clock simulation technique can be used for simulating multiple...