Statistical Methods and Inference

Summary We introduce a general formulation for dimension reduction and coefficient estimation in the multivariate linear model. We argue that many of the existing methods that are commonly used in practice can be formulated in this framework and have various restrictions. We continue to propose a new method that is mo…

Abstract We provide an accessible introduction to graph‐theoretic methods for causal analysis. Building on the work of Swanson and Granger ( Journal of the American Statistical Association , Vol. 92, pp. 357–367, 1997), and generalizing to a larger class of models, we show how to apply graph‐theoretic methods to selec…

• SELVA DEMİRALP CUDA

In this article, we introduce a new two-parameter estimator by grafting the contraction estimator into the modified ridge estimator proposed by Swindel (1976 Swindel , B. F. ( 1976 ). Good ridge estimators based on prior information . Commun. Statist. Theor. Meth. A5 : 1065 – 1075 .[Taylor & Francis Online], [Web of S…

• MAHMUDE REVAN ÖZKALE ATICIOĞLU

We show that there is an asymmetry in the predictability of the volatilities of large versus small firms. Using both univariate and multivariate ARMA–GARCH-M parameterizations, we find that volatility surprises to large market value firms are important to the future dynamics of their own returns as well as the returns…

Regression analysis is a widely used statistical method for modelling relationships between variables. Multivariate adaptive regression splines (MARS) especially is very useful for high-dimensional problems and fitting nonlinear multivariate functions. A special advantage of MARS lies in its ability to estimate contri…

Regression analysis is a widely used statistical method for modelling relationships between variables. Multivariate adaptive regression splines (MARS) especially is very useful for high-dimensional problems and fitting nonlinear multivariate functions. A special advantage of MARS lies in its ability to estimate contri…

• PAKİZE TAYLAN

We consider in this work a k-step-stress accelerated test with equal duration steps /spl tau/. Censoring is allowed at each change stress point i/spl tau/, i=1,...k. The problem of choosing the optimal /spl tau/ is addressed using variance optimality as well as determinant-optimality criteria. We investigate in detail…

• NARAYANASWAMY BALAKRİSHNAN

No abstract yet.

Generalized additive models belong to modern techniques from statistical learning, and are applicable in many areas of prediction, e.g. in financial mathematics, computational biology, medicine, chemistry and environmental protection. In these models, the expectation of response is linked to the predictors via a link…

• PAKİZE TAYLAN

No abstract yet.

• ESRA AKDENİZ

No abstract yet.

• ÖMER KARAL

In reliability analysis, accelerated life-tests are commonly used for inducing more failures, thus obtaining more lifetime information in a relatively short period of time. In this paper, we study binary response data collected from an accelerated life-test arising from one-shot device testing based on a Weibull lifet…

• NARAYANASWAMY BALAKRİSHNAN