We formulate a general representation of points z 2 <n

We consider the problem of estimating the first k coeffcients in a regression equation with k + 1 variables.For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002).We investigate properties of this...

We establish Edgeworth expansions for the distribution function of the centered and normalized Hill estimator for the positive extreme value index.

This paper proves that it is wrong to require that regressing a model's outputs on the observed real outcomes gives a 45 degrees line through the origin (unit slope, zero intercept).Therefore this paper proposes an alternative requirement: the responses of the model and the real system should...

Sensitivity analysis may serve validation, optimization, and risk analysis of simulation models.This review surveys classic and modern designs for experiments with simulation models.Classic designs were developed for real, non-simulated systems in agriculture, engineering, etc.These designs...

The classical theory of rank-based inference is entirely based either on ordinary ranks, which do not allow for considering location nor intercept parameters, or on signed ranks, which require an assumption of symmetry.If the median, in the absence of a symmetry assumption, is considered as a...