This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non … method is shown to produce reliable forecasts in the presence of outliers, non-linearity, and heteroscedasticity. In the … absence of outliers, the forecasts are only slightly less precise than those based on a localized Least Squares estimator. An …

Length-biased sampling situations may occur in clinical trials, reliability, queueing models, survival analysis and … population studies where a proper sampling frame is absent.In such situations items are sampled at rate proportional to their … exponential dispersion models which are invariant, up to translations, under various types of length-biased sampling.The approach …

them in the inferential process.A general procedure for introducing skewness into symmetric distributions is first proposed … quite limited.Applying this skewness procedure to a Student-$t$ distribution, we generate a ``skewed Student'' distribution …, which displays both flexible tails and possible skewness, each entirely controlled by a separate scalar parameter. The …