There has been growing interest in exploiting potential forecast gains from the nonlinear structure of self-exciting threshold autoregressive (SETAR) models. Statistical tests have been proposed in the literature to help analysts check for the presence of SETAR-type nonlinearities in observed...

The method of conditional least squares is commonly used for estimating threshold autoregressive parameters, and its consistency was derived by Chan [Chan, K.S., 1993. Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model. Annals of Statistics...

Pairwise comparison procedures are important and popular statistical techniques in many disciplines, such as physiology and agrobiology. In this paper, we seek to derive the statistical methods which enable one to perform pairwise comparisons in a two-way analysis of covariance model. The...

The maximum Studentized range statistics was used by Copenhaver and Holland (1987, 19th Symp. on the Interface of Computer Science and Statistics, Philadelphia, PA; Copenhaver and Holland, 1988. J. Statist. Comput. Simulation 30, 1-15) to test the equality of treatment means in a two-way ANOVA....