Results 81 to 90 of about 10,940 (163)

Cost efficiency and UK building societies. An econometric panel-data study employing a flexible fourier functional form [PDF]

, 1998
The paper empirically quantifies firm specific 'distribution free' cost efficiency, economies of scale and economies of scope in the UK building society sector between 1990-1995. Both a flexible Fourier and a translog functional form are employed with
Ashton, J.K.
core  

Bayesian analysis of time series using Lindley`s approximation

, 2020
The autoregressive model of order p and moving-average model of order q are analyzed when the parameters and the precision of the error term are random variables. In the analysis the squared error (SE) and linear exponential (LINEX) loss functions are utilized. Using four different priors, the Bayes estimators of the parameters are derived.
openaire   +1 more source

Bayesian analysis of the linear reaction norm model with unknown covariate [PDF]

, 2006
The reaction norm model is becoming a popular approach for the analysis of G x E interactions. In a classical reaction norm model, the expression of a genotype in different environments is described as a linear function (a reaction norm) of an ...
Jensen, J., Korsgaard, I.R., Lund, M.S., Madsen, P., Su, G., Sørensen, D.   +5 more
core  

Statistical Inferences to the Parameter and Reliability Characteristics of Gamma-mixed Rayleigh Distribution under Progressively Censored Data with Application

Revstat Statistical Journal
The purpose of the present paper is two-fold. First, we consider the estimation of the unknown model parameters and the reliability characteristics of a gamma-mixed Rayleigh distribution when a progressively type-II censored sample (PT-IICS) is ...
Kousik Maiti, Suchandan Kayal
doaj   +1 more source

Evaluating Approximations of Count Distributions and Forecasts for Poisson-Lindley Integer Autoregressive Processes

Although many time series are realizations from discrete processes, it is often that a continuous Gaussian model is implemented for modeling and forecasting the data, resulting in incoherent forecasts. Forecasts using a Poisson-Lindley integer autoregressive (PLINAR) model are compared to variations of Gaussian forecasts via simulation by equating ...
Gidaro, Rachel D., Harvill, Jane L.
openaire   +2 more sources

Ridge Estimators for Distributed Lag Models [PDF]

The paper explains how the Almon polynominal lag specification can be made stochastic in two different ways - one suggested by Shiller and another following the lines of Lindley and Smith.
G.S. Maddala
core  

Comparing probabilistic methods for outlier detection. [PDF]

This paper compares the use of two posterior probability methods to deal with outliers in linear models. We show that putting together diagnostics that come from the mean-shift and variance-shift models yields a procedure that seems to be more effective ...
Guttman, Irwin, Peña, Daniel
core  

Analysis of generalized type-II progressively hybrid Lindley-exponential data and its modeling in physics, engineering, and management

AIP Advances
The life test is guaranteed to end at a predetermined time using a novel type-II generalized progressively hybrid censoring method that is investigated when the test participants’ lifetime model has a two-parameter Lindley-exponential (LndE) distribution.
Refah Alotaibi, Hoda Rezk, Ahmed Elshahhat   +2 more
doaj   +1 more source

Default Estimation for Low-Default Portfolios [PDF]

The problem in default probability estimation for low-default portfolios is that there is little relevant historical data information. No amount of data processing can fix this problem. More information is required.
Kiefer, Nicholas M.
core  

Fuzzy Stress-Strength Model and Mean Remaining Strength for Lindley Distribution: Estimation and Application in Cancer of Benign Endocrine. [PDF]

Comput Math Methods Med, 2023
Hassan MKH, Muse AH.
europepmc   +1 more source