this article examines statistical inference for  where and are independent but not identically distributed pareto of the first kind (pareto (i)) random variables with same scale parameter but different shape parameters. the maximum likelihood, uniformly minimum variance unbiased and bayes estimators with gamma prior are used for this purpose. simulation studies which compare the estimators are ...

In the area of memory research there have been two rival approaches for memory measurement-signal detection theory (SDT) and multinomial processing trees (MPT). Both approaches provide measures for the quality of the memory representation, and both approaches provide for corrections for response bias. In recent years there has been a strong case advanced for the MPT approach because of the find...

The Liu estimator has consistently been demonstrated to be an attractive shrinkage method for reducing the effects of multicollinearity. The Poisson regression model is a well-known model in applications when the response variable consists of count data. However, it is known that multicollinearity negatively affects the variance of the maximum likelihood estimator (MLE) of the Poisson regressio...

Inverse sampling design is generally considered to be appropriate technique when the population is divided into two subpopulations, one of which contains only few units. In this paper, we derive the Horvitz-Thompson estimator for the population mean under inverse sampling designs, where subpopulation sizes are known. We then introduce an alternative unbiased estimator, corresponding to post-st...

This paper develops asymptotic normality results for individual coordinates of robust M-estimators with convex penalty in high-dimensions, where the dimension p is at most same order as sample size n, i.e, p∕n≤γ some fixed constant γ>0. The requires a bias correction and holds M-estimator large class loss functions including Huber its smoothed versions regularized strongly penalty. variance tha...

It is well-known that the associated analytic space of an affine variety defined over complex number field is Stein but the converse is not true, that is, an algebraic Stein variety is not necessarily affine. In this talk, we will give sufficient and necessary conditions for an algebraic Stein variety to be affine. One of our results is that a quasi-projective variety Y defined over complex num...

We prove that a pseudoholomorphic diffeomorphism between two almost complex manifolds with boundaries satisfying some pseudoconvexity type conditions cannot map a pseudoholomorphic disc in the boundary to a single point. This can be viewed as an almost complex analogue of a well known theorem of J.E.Fornaess.

We study/construct (proper and non-proper) Morse functions f on complete Riemannian manifolds X such that the hypersurfaces f(x) = t for all −∞ < t < +∞ have positive mean curvatures at all non-critical points x ∈ X of f . We show, for instance, that if an X admits no such (not necessarily proper) function, then it contains a (possibly, singular) complete (possibly, compact) minimal hypersurfac...

We study the asymptotic behavior of distribution densities arising in stock price models with stochastic volatility. The main objects of our interest in the present paper are the density of time averages of the squared volatility process and the density of the stock price process in the Stein-Stein and the Heston model. We find explicit formulas for leading terms in asymptotic expansions of the...