In this paper, we study the inference of multicomponent stress–strength reliability (MSSR) based on Chen distribution using progressively Type-II censored data. Both stress and strength variables follow with a common second shape parameter. The maximum likelihood estimates asymptotic confidence intervals MSSR are developed. bootstrap interval is also constructed. Bayesian estimation obtained un...

This paper considers estimation and inference concerning the autoregressive coefficient (ρ) in a panel autoregression for which the degree of persistence in the time dimension is unknown. The main objective is to construct confidence intervals for ρ that are asymptotically valid, having asymptotic coverage probability at least that of the nominal level uniformly over the parameter space. It is ...

Max-stable random fields provide canonical models for the dependence of multivariate extremes. Inference with such models has been challenging due to the lack of tractable likelihoods. In contrast, the finite dimensional cumulative distribution functions (CDFs) are often readily available and natural to work with. Motivated by this fact, in this work we develop an M-estimation framework for max...

In this paper, we investigate a step-stress partially accelerated lifetime test for the four-component hybrid systems with Type-II progressive hybrid censoring scheme while the life time of system component follows exponential failure rate. In many cases, the exact component causing the system failure cannot be identified and the cause of failure is masked. Based on Type-II progressively hybrid...

According to Rogoff (1995), Purchasing Power Parity (PPP) fits well one empirical feature of the data, namely the high short-run volatility of real exchange rates, but also implies that shocks should die away in one to two years (the time interval compatible with price and wage stickiness). However, existing point estimates of half-life deviations from PPP are in the order of 3 to 5 years. This...

there are many real problems in which multiple responses should be optimized simultaneously by setting of process variables. one of the common approaches for optimization of multi-response problems is desirability function. in most real cases, there is a correlation structure between responses so ignoring the correlation may lead to mistake results. hence, in this paper a robust approach based ...

In this paper we estimate R = PfX < Yg when X and Y are independent random variables following the Peng-Yan extended Weibull distribution. We find maximum likelihood estimator of its asymptotic This distribution is used to construct confidence intervals. case equal shape parameters, derive exact intervals, too. A procedure for deriving bootstrap-p intervals presented. The UMVUE variance deri...

In the context of long memory, the finite-sample distorsion of statistic distributions is so large, that bootstrap confidence intervals (percentile and percentile-t) for the long memory parameter do not perform better than the corresponding asymptotic confidence interval. In this paper, we propose confidence intervals based on inverting bootstrap tests proposed by Davidson and MacKinnon [2001] ...