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used in importance sampling for model estimation, model selection and model combination. The procedure is fully automatic …
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P-p plots contain all the information that is needed for scale-invariant comparisons. Indeed, Empirical Distribution Function (EDF) tests translate sample p-p plots into a single number. In this paper we characterize the set of all distinct p-p plots for two balanced sample of size n absent...
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Holst (1985) introduced a discrete spacings model that is related to the Bose-Einstein distribution and obtained the distribution of the number of vacant slots in an associated circle covering problem. We correct his expression for its probability mass function, obtain the first two moments, and...
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In this paper, we propose a new approach to estimating sample selection models that combines Generalized Tukey Lambda (GTL) distributions with copulas. The GTL distribution is a versatile univariate distribution that permits a wide range of skewness and thick- or thin-tailed behavior in the data...
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