Under flexible distributional assumptions, the adjusted quasi-maximum likelihood (adqml) estimator for mixed regressive, spatial autoregressive model is studied in this paper. The proposed estimation method accommodates the extra uncertainty introduced by the unknown regression coefficients....

This paper compares and analyzes the tail risk spillover effects of four major cryptocurrencies (BTC, ETH, DOGE, and XRP) before and after the COVID-19 pandemic, empirical evidence based on the methodology of Diebold and Yilmaz (2012) and Baruník and Křehlík(2018) suggest three primary...

This paper considers the expected experiment times for Weibull-distributed lifetimes under type II progressive censoring, with the numbers of removals being random. The formula to compute the expected experiment times is given. A detailed numerical study of this expected time is carried out for...

This paper investigates local influence measures for assessing cluster influence in generalized linear mixed models. Several cluster-specific perturbation schemes are considered. The proposed local influence diagnostics are applied to analyse maternity length of inpatient stay data where...

The performance of the ordinary least-squares (LS) method for two-stage sampling in regression analysis is studied. It is shown that the best linear unbiased estimator (BLUE) can be approximated by a polynomial in intracluster correlation. In particular, the least-squares estimator (LSE) is a...

For a general regression model y = X[beta] + e, E(e) = 0, Cov(e) = [sigma]2V-1, some results on the relationship between two measures of multicollinearity, the eigenvalues and the condition numbers of X'X and X'VX, are obtained. These results are useful in examining the effects of augmentation...

This paper presents reliability sampling plans for the Weibull distribution under Type II progressive censoring with random removals (PCR), where the number of units removed at each failure time follows a binomial distribution. To construct the sampling plans, the sample size n and the...