This paper deals with construction of confidence intervals for process capability index using bootstrap method (proposed by Chen and Pearn in Qual Reliab Eng Int 13(6):355–360, 1997) by applying simulation technique. It is assumed that the quality characteristic follows type-II generalized...

We propose and study a class of regression models, in which the mean function is specified parametrically as in the existing regression methods, but the residual distribution is modeled nonparametrically by a kernel estimator, without imposing any assumption on its distribution. This...

This paper estimates the drift parameters in the fractional Vasicek model from a continuous record of observations via maximum likelihood (ML). The asymptotic theory for the ML estimates (MLE) is established in the stationary case, the explosive case, and the boundary case for the entire range...