A mixed binomial error model is proposed which permits the evaluation of validity and test-retest reliability when individuals are asked to pick of objects. The approach explicitly incorporates the effect of guessing as well as the respondent's true discrimination ability, and recognizes that...

In this paper, we consider Kumaraswamy-G distributions and derive a Uniformly Minimum Variance Unbiased Estimator (UMVUE) and a Maximum Likelihood Estimator (MLE) of the two measures of reliability, namely R(t) = P(X t) and P = P(X Y ) under Type II censoring scheme and sampling scheme of...

In estimation of a matrix of regression coefficients in a multivariate linear regression model, this paper shows that minimax and shrinkage estimators under a normal distribution remain robust under an elliptically contoured distribution. The robustness of the improvement is established for both...

Ornstein–Uhlenbeck models are continuous-time processes which have broad applications in finance as, e.g., volatility processes in stochastic volatility models or spread models in spread options and pairs trading. The paper presents a least squares estimator for the model parameter in a...