For the first time, we give an asymptotic formula of order n-2, where n is the sample size, for the covariance matrix of the maximum likelihood estimators of the regression parameters in regular dispersion models. The covariance matrix formula does not involve cumulants of log-likelihood...

In this note, we prove a sharp Lp-rate of convergence of the number of upcrossings to the local time of the Brownian motion. In particular, it provides novel p-variation estimates (2p∞) for the number of upcrossings of the Brownian motion. Our result complements the fundamental work of...

In general, the distribution of residuals cannot be obtained explicitly. In this paper we give an asymptotic formula for the density of Pearson residuals in continuous generalized linear models corrected to order n-1, where n is the sample size. We define a set of corrected Pearson residuals for...

Fix a function such that , where d=1, and each function is strictly increasing, right continuous with left limits. We prove the equilibrium fluctuations for exclusion processes with conductances, induced by W, in random environments, when the system starts from an equilibrium measure. The...

The modeling and analysis of lifetimes is an important aspect of statistical work in a wide variety of scientific and technological fields. For the first time, the so-called generalized exponential geometric distribution is introduced. The new distribution can have a decreasing, increasing and...

The two-parameter distribution known as exponential-Poisson (EP) distribution, which has decreasing failure rate, was introduced by Kus (2007). In this paper we generalize the EP distribution and show that the failure rate of the new distribution can be decreasing or increasing. The failure rate...

In this paper we introduce the Weibull power series (WPS) class of distributions which is obtained by compounding Weibull and power series distributions, where the compounding procedure follows same way that was previously carried out by Adamidis and Loukas (1998). This new class of...

In this paper we introduce a general extreme-value regression model and derive Cox and Snell's (1968) general formulae for second-order biases of maximum likelihood estimates (MLEs) of the parameters. We obtain formulae which can be computed by means of weighted linear regressions. Furthermore,...

In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X,N) follows the BGG law if N has geometric...