We consider the estimation of parameters in a particular segmented generalized linear model with additive measurement error in predictors, with a focus on linear and logistic regression. In epidemiologic studies segmented regression models often occur as threshold models, where it is assumed that the exposure has no influence on the response up to a possibly unknown threshold. Furthermore, in o...

The purpose of this study is estimation of daily Value at Risk (VaR) for total index of Tehran Stock Exchange using parametric, nonparametric and semi-parametric approaches. Conditional and unconditional coverage backtesting are used for evaluating the accuracy of calculated VaR and also to compare the performance of mentioned approaches. In most cases, based on backtesting statistics Results, ...

Background Central to the study of populations, and therefore to the analysis of the development of countries undergoing major transitions, is the calculation of fertility patterns and their dependence on different variables such as age, education, and socio-economic status. Most epidemiological research on these matters rely on the often unjustified assumption of (generalised) linearity, or al...

The aim of this study was to undertake the theoretical derivations of non-parametric methods, which use linear regressions based on rank order, for stability analyses. These methods were extension different parametric methods used for stability analyses and the result was compared with a standard non-parametric method. Intensive computational methods (e.g., bootstrap and permutation) were appli...

The estimators most widely used to evaluate the prediction error of a non-linear regression model are examined. An extensive simulation approach allowed the comparison of the performance of these estimators for different non-parametric methods, and with varying signal-to-noise ratio and sample size. Estimators based on resampling methods such as Leave-one-out, parametric and non-parametric Boot...

Climatic parameters in time and space scales of change are for many reasons of Changes and how they should be based on observations using a statistical method to be determined. Analysis of the most widely used statistical methods that assess potential climate change on hydrological time series, such series of precipitation, temperature and flow rate used. This study of 11 synoptic,rain gage and...