Motivated by applications to goodness of fit U-statistics testing, the empirical likelihood approach is generalized to allow for the number of constraints to grow with the sample size and for the constraints to use estimated criteria functions. The latter is needed to handle naturally occurring nuisance parameters. The proposed empirical likelihood based goodness of fit tests are asymptotically...

in this study which was carried out in 1974 in the province of isphahan a total of 23,273 individuals in the cities, and 18,671 individuals in the villages of the same area were studied. results show that the median age in rural area is 16 and in urban area is 18 years. the birth rate in rural is 27.7 per thousand were as the same rate in urban area is 40.2 per thousand. similarly the general f...

As a versatile investment tool in energy markets for speculators and hedgers, the Goldman Sachs Commodity Index (GSCI) futures are quite well known. Therefore, this paper proposes a hybrid model incorporating ARCH family models and ANN model to forecast GSCI futures price. Empirical results show that the hybrid ARCH(1)-M-ANN model is superior to ARIMA, ARCH(1),GARCH(1,1), EGARCH(1,1) and ARIMA-...

OBJECTIVE To investigate the association between homicide rates and socio-economic variables taking into account the spatial site of the indicators. METHODS An ecological study was conducted. The dependent variable was the rate of homicides among the male population aged 15 to 49 years, residing in the districts of the State of Pernambuco from 1995 to 1998. The independent variables were an i...

In order to improve the accuracy of grain production forecasting, this study proposed a new combination forecasting model, the model combined stepwise regression method with RBF neural network by assigning proper weights using inverse variance method. By comparing different criteria, the result indicates that the combination forecasting model is superior to other models. The performance of the ...

In this paper, we obtain the strong consistency and asymptotic distribution of the Theil-Sen estimator in simple linear regression models with arbitrary error distributions. We show that the Theil-Sen estimator is super-efficient when the error distribution is discontinuous and that its asymptotic distribution may or may not be normal when the error distribution is continuous. We give an exampl...