Detection of outliers or influential observations is an important work in statistical modeling, especially for the correlated time series data. In this paper we propose a new procedure to detect patch of influential observations in the generalized autoregressive conditional heteroskedasticity...

This paper studies the construction of a Bayesian confidence interval for the risk ratio (RR) in a 2 × 2 table with structural zero. Under a Dirichlet prior distribution, the exact posterior distribution of the RR is derived, and tail-based interval is suggested for constructing Bayesian...

This article studies the construction of a Bayesian confidence interval for risk difference in a 2×2 table with structural zero. The exact posterior distribution of the risk difference is derived under the Dirichlet prior distribution, and a tail-based interval is used to construct the Bayesian...