Abstract. Maximum likelihood (ML) estimation based on bivariate record data is considered as the general inference problem. Assume that the process of observing k records is repeated m times, independently. The asymptotic properties including consistency and asymptotic normality of the Maximum Likelihood (ML) estimates of parameters of the underlying distribution is then established, when m is ...

Abstract: This paper develops some objective priors for certain parameters of the bivariate normal distribution. The parameters considered are the regression coefficient, the generalized variance, and the ratio of the conditional variance of one variable given the other to the marginal variance of the other variable. The criterion used is the asymptotic matching of coverage probabilities of Bay...

Background Effect of seasonal changes in human reproduction has been intensively researched. Some studies acknowledge influences of seasonal variation on natural conception, while others can not confirm them. The aim of this study was to investigate the effect of seasonal changes on different stages of assisted reproductive technology (ART) in Tehran. MaterialsAndMethods This study was carried ...

background: in the case of sensitive questions such as number of alcoholics known, majority of respondents might give an answer of zero. poisson regression model (p) is the standard tool to analyze count data. however, p provides poor fit in the case of zero inflated counts, when over-dispersion exists. therefore, the questions to be addressed are to compare performance of alternative count reg...

Lately, bivariate zero-inflated (BZI) regression models have been used in many instances in the medical sciences to model excess zeros. Examples include the BZI Poisson (BZIP), BZI negative binomial (BZINB) models, etc. Such formulations vary in the basic modeling aspect and use the EM algorithm (Dempster, Laird and Rubin, 1977) for parameter estimation. A different modeling formulation in the ...

Using a multivariate generalized autoregressive conditional heteroskedasticity (GARCH-M) model, we investigate volatility spillovers in six Southeast Asian stock markets around the time of the 1997 Asian crisis. We focus on interactions with the U.S. market as a world financial market, and with the Japanese market as a regional financial market. We also use bivariate GARCH-M models to examine t...

Although the random sum distribution has been well-studied in probability theory, inference for the mean of such distribution is very limited in the literature. In this paper, two approaches are proposed to obtain inference for the mean of the Poisson-Exponential distribution. Both proposed approaches require the log-likelihood function of the Poisson-Exponential distribution, but the exact for...