Abstract In this article we propose and study a new family of distributions which is defined by using the genesis of the truncated Poisson distribution and the exponentiated generalized-G distribution. Some mathematical properties of the new family including ordinary and incomplete moments,...

Abstract In this paper we consider the empirical process of the errors appearing in a generalized autoregressive conditional heteroskedastic with stochastic mean (GARCH-SM) model. Various functional tests of conditional symmetry can be built on the basis of the limiting distribution of this...

The predictor that minimizes mean-squared prediction error is used to derive a goodness-of-fit measure that offers an asymptotically valid model selection criterion for a wide variety of regression models. In particular, a new goodness-of-fit criterion (cr2) is proposed for censored or otherwise...