Abstract Profile monitoring in statistical quality control has attracted attention of many researchers recently. A profile is a function between response variables and one or more independent variables. There have been only a limited number of researches on monitoring multivariate profiles. Indeed, monitoring correlated multivariate profiles is a new subject in the fileld of statistical proces...

We develop a nonparametric specification test for continuous-time models using the transition density. Using a data transform and correcting for the boundary bias of kernel estimators, our test is robust to serial dependence in data and provides excellent finite sample performance. Besides univariate diffusion models, our test is applicable to a wide variety of continuous-time and discrete-time...

The residential earthquake insurance of 2002 created additional protected residential earthquake insurance plan, under which residential earthquake insurance is available to individuals from insurance industry in Taiwan. Earthquake damages that occurrence in Taiwan remain largely uninsured losses despite the efforts of governmental and private insurance programs. Spatial Econometrics has been r...

Statistical agencies release microdata to researchers after applying statistical disclosure control (SDC) methods. Noise addition is a perturbative SDC method which is carried out by adding independent random noise to a continuous variable or by misclassifying values of a categorical variable according to a probability mechanism. Because these errors are purposely introduced into the data by th...

THIS PAPER DERIVES CONDITIONS for the consistency of kernel estimators of the covariance matrix of a weighted sum of vectors of dependent heterogeneous random variables. This is a problem that has been studied recently by, among others, Newey and West Ž . Ž . Ž . Ž . 1987 , Gallant and White 1988 , Andrews 1991 , Potscher and Prucha 1991b , An̈ Ž . Ž . drews and Monahan 1992 , and Hansen 1992 . ...

The non-observed economy is an integral part of the modern economic system. It a threat to security in conditions slow stagnation. relevance this study lies fact that identification factors influencing makes it possible develop proposals combat phenomenon. Also, paper describes problems researchers Republic Moldova face when econometrically modeling dependence on socio-economic indicators. nove...

one dummy symbol has to be included for the sequence In this paper, a new generation and an information construction methods for a modulated orthogonal sequence are suggested the sequence is generated by only integer sums and modular techniques. The autocorrelation and cram correlation characteristics of the sequence are investigated via a new procedure. A modified sequence also having the orth...

in this paper, we consider the construction of a new class ofnumerical methods based on the backward differentiation formulas(bdfs) that be equipped by including two off--step points. werepresent these methods from general linear methods (glms) pointof view which provides an easy process to improve their stabilityproperties and implementation in a variable stepsize mode. thesesuperiorities are ...