In order to meet the needs of wind speed prediction in wind farms, we consider the influence of random atmospheric disturbances on wind variations. Considering a simplified fluid convection mode, a Lorenz system can be employed as an atmospheric disturbance model. Here Lorenz disturbance is...

This paper proposes three new panel unit root tests based on Zaykin et al. (2002)’s truncated product method. The first one assumes constant correlation between p-values and the latter two use sieve bootstrap that allows for general forms of cross-section dependence in the panel units. Monte...

Cohen's kappa and weighted kappa statistics are the conventional methods that are used widely in measuring agreement for categorical responses. In this paper, we propose a general framework for the fixed-effects modeling of Cohen's weighted kappa for bivariate multinomial data which reduces to...

We propose an adaptive truncated product method that facilitates the selection of the truncation point among a set of candidates. To efficiently estimate the distribution of the proposed method when the p-values are correlated, we develop a single-layer bootstrap procedure.

To measure disagreement among respondents in qualitative survey data, we propose new methods applicable to both univariate and multivariate comparisons. Based on prior work, our first measure quantifies the level of disagreement in predictions of a single variable. Our second method constructs...