Integer-valued autoregressive (INAR) time series form a very useful class of processes suitable to model time series of counts. In the common formulation of Du and Li (1991,JTSA), INAR models of order p share the autocorrelation structure with classical autoregressive time series. This fact...

In this paper, we study the finite sample accuracy of confidence intervals for index functional built via parametric bootstrap, in the case of inequality indices. To estimate the parameters of the assumed parametric data generating distribution, we propose a Generalized Method of Moment...

Suppose that random samples are taken from <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$k$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>k</mi> </math> </EquationSource> </InlineEquation> treatment groups and <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$l$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>l</mi> </math> </EquationSource> </InlineEquation> control groups, where the observations in each group have a two-parameter exponential distribution. We consider the problem of constructing simultaneous confidence intervals for the differences between...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>

In this article, a parametric bootstrap approach for testing the equality of coefficient of variation of <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$k$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>k</mi> </mrow> </math> </EquationSource> </InlineEquation> normal populations is proposed. Simulations show that the actual size of our proposed test is close to the nominal level, irrespective of the number of populations and sample...</equationsource></equationsource></inlineequation>

In this paper we propose two bootstrap goodness of fit tests for the log-gamma distribution with three parameters, location, scale and shape. These tests are built using the properties of this distribution family and are based on the sample correlation coefficient which has the property of...