Analytically calibrated Box–Cox percentile limits for duration and event-time models

Calibrated Percentile Double Bootstrap for Robust Linear Regression Inference

Comparison of time to the event and nonlinear regression models in the analysis of germination data

Extended abstract   Introduction: Numerous studies are being carried out to reveal the effects of different treatments on the germination of seeds from various plants. The most commonly used method of analysis is the nonlinear regression which estimates germination parameters. Although the nonlinear regression has been performed based on different models, some serious problems in its structure...

Establishing Control Limits on Time Performance Indicators of Projects through Monte Carlo Simulation and Earned Duration Management

Earned Duration Management (EDM) method has been developed to enhance Earned Value Management and to solve some of its problems, such as separation of measuring time and cost dimensions. By providing performance indicators, this method makes it possible for managers to accurately measure the progress of a project and to calculate the time and cost required to complete it. Nevertheless, the acce...

Using Regression based Control Limits and Probability Mixture Models for Monitoring Customer Behavior

In order to achieve the maximum flexibility in adaptation to ever changing customer’s expectations in customer relationship management, appropriate measures of customer behavior should be continually monitored. To this end, control charts adjusted for buyer’s/visitor’s prior intention to repurchase or visit again are suitable means taking into account the heterogeneity across customers. In the ...

Empirical Limits for Time Series Econometric Models

This paper seeks to characterize empirically achievable limits for time series econometric modeling. The approach involves the concept of minimal information loss in time series regression and the paper shows how to derive bounds that delimit the proximity of empirical measures to the true probability measure in models that are of econometric interest. The approach utilizes generally valid asym...