Positive spatial dependence is predominant in the spatial data. Therefore, it is not surprising that most of the methodological papers are concerned with the positive spatial dependence (either in terms of spatial lag, spatial error, or both) when evaluating estimation, testing and forecasting procedures [For example, see Anselin, Bera, Florax, and Yoon (1996) and Baltagi, Song, and Koh (2003) ...

In the linear regression models with AR (1) error structure when collinearity exists, stochastic linear restrictions or modifications of biased estimators (including Liu estimators) can be used to reduce the estimated variance of the regression coefficients estimates. In this paper, the combination of the biased Liu estimator and stochastic linear restrictions estimator is considered to overcom...

The Mann-Kendall test is a commonly-used nonparametric test for time trend. However, the standard P-values obtained from it are based on an assumption of independence between observations (since the theory is that of the Kendall correlation). However, observations in time series are often autocorrelated: knowing that one observation is larger than the mean may tell you that the next observation...

Classic models of cell size control consider that cells divide when reaching a threshold, e.g., size, age, or extension. The molecular basis the threshold involves multiple layers regulation as well gene noise. In this paper, we study cycle first-passage problem with stochastic and discover such stochasticity affects intergeneration statistics, which bewilders criteria to distinguish types mode...