Showing 1 - 10 of 1,565
A Fibonacci-type probability distribution provides the probabilistic models for establishing stopping rules associated with the number of consecutive successes. It can be interpreted as a generalized version of a geometric distribution. In this article, after revisiting the Fibonacci-type...
Persistent link: https://www.econbiz.de/10013428842
This paper considers the prediction estimator as an efficient estimator for the population mean. The study may be viewed as an earlier study that proved that the prediction estimator based on the iteratively weighted least squares estimator outperforms the sample mean. The analysis finds that a...
Persistent link: https://www.econbiz.de/10012560114
This paper revisits the panel autoregressive model, with a primary emphasis on the unit-root case. We study a class of …
Persistent link: https://www.econbiz.de/10014462297
method of moments (CU-GMM) estimators of dynamic panel models when the data is close to non-stationary. This case is far from …
Persistent link: https://www.econbiz.de/10012628102
This paper proposes estimating linear dynamic panels by explicitly exploiting the endogeneity of lagged dependent variables and expressing the crossmoments between the endogenous lagged dependent variables and disturbances in terms of model parameters. These moments, when recentered, form the...
Persistent link: https://www.econbiz.de/10014636394
This paper aims to analyze factors explaining the capital structure puzzle in the banking sector of Pakistan. Capital Adequacy Ratio (CAR) is used as a proxy for bank capital structure. Secondary data has been collected from the publications of the State Bank of Pakistan and the annual reports...
Persistent link: https://www.econbiz.de/10013179668
Insurance loss data are usually in the form of left-truncation and right-censoring due to deductibles and policy limits, respectively. This paper investigates the model uncertainty and selection procedure when various parametric models are constructed to accommodate such left-truncated and...
Persistent link: https://www.econbiz.de/10014435618
The clustering of their letter shapes is performed based on the pairwise distances between their topological signatures.The article presents a new probability distribution, created by compounding the Poisson distribution with the weighted exponential distribution. Important mathematical and...
Persistent link: https://www.econbiz.de/10012655817
The Kies probability model was proposed as an alternative to the extended Weibull models as it provides a more efficient fit to some real-life data sets in comparison to the aforementioned models. The paper proposes classical and Bayesian inferences for the Kies distribution based on records....
Persistent link: https://www.econbiz.de/10012818209
In this paper, we establish several recurrence relations between single and product moments of progressively Type-II right censored order statistics from the power Lomax distribution. The relations enable the computation of all the single and product moments of progressively Type-II right...
Persistent link: https://www.econbiz.de/10012818220