This paper presents a new class of generalized distributions based on the inverse Burr (Burr III) distribution. Statistical properties proposed family such as density and cumulative distribution functions, survival hazard rate quantile, moments, moment generating function, probability weighted Renyi entropy order statistics are derived. The maximum likelihood estimation method is employed to ob...

Generalized linear mixed models (GLMMs) enjoy increasing popularity because of their ability to model correlated observations. Integrated nested Laplace approximations (INLAs) provide a fast implementation of the Bayesian approach to GLMMs. However, sensitivity to prior assumptions on the random effects precision parameters is a potential problem. To quantify the sensitivity to prior assumption...

We propose a Vuong (1989)-type model selection test for models defined by conditional moment restrictions. The moment restrictions can be standard equality restrictions that point identify the model parameters, or moment equality or inequality restrictions that partially identify the model parameters. The test uses a new average generalized empirical likelihood criterion function designed to in...

We propose a procedure for testing the linearity of a scalar-on-function regression relationship. To do so, we use the functional generalized additive model (FGAM), a recently developed extension of the functional linear model. For a functional covariate X(t), the FGAM models the mean response as the integral with respect to t of F{X(t), t} where F (·, ·) is an unknown bivariate function. The F...

We give a two-line proof of long-standing conjecture Ben-Akiva and Lerman (1985) regarding the random utility representation nested logit model, thus providing renewed straightforward textbook treatment that model. As an application, we provide closed-form formula for correlation between two Fr\'echet variables coupled by Gumbel copula.

Abstract We define a model for computing probabilities of right-nested conditionals in terms graphs representing Markov chains. This is an extension the simple from Wójtowicz and (Erkenntnis, 1–35. 10.1007/s10670-019-00144-z , 2019). The makes it possible to give formal yet description different interpretations compute their mathematically rigorous way. In this study we focus on problem conditi...