<Para ID="Par1">In this paper, we consider the Conway–Maxwell Poisson (COM-Poisson) cure rate model based on a competing risks scenario. This model includes, as special cases, some of the well-known cure rate models discussed in the literature. By assuming the time-to-event to follow the generalized gamma...</para>

In this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more appropriate for...

In this paper, we first develop the modified maximum likelihood (MML) estimators for the multiple regression coefficients in linear model with the underlying distribution assumed to be symmetric, one of Student's t family. We obtain the closed form of the estimators and derive their asymptotic...

See the article in the <I>Annals of Financial Economics</I> (2013). Volume 8, issue 2, pages 1-18.<P> In this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive...</p></i>

For a standard tool in econometrics, matrix calculus, an approach is illustrated in this note that is unusual in that context, a coordinate-free approach. It can help to eliminate the persistent use of non-standard conventions. The Kronecker product and its use can be better understood. The...

In this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more appropriate for...

In this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more appropriate for...

A hybrid censoring scheme is a mixture of Type-I and Type-II censoring schemes. In this review, we first discuss Type-I and Type-II hybrid censoring schemes and associated inferential issues. Next, we present details on developments regarding generalized hybrid censoring and unified hybrid...

A wide variety of processes are thought to show “long-range persistence”, specifically an autocorrelation function with power-law decay. A variety of methods have been proposed to quantify this power-law decay, and weather and climate systems, among others, have been claimed to show...