This paper considers the one-sample sign test for data obtained from general ranked set sampling when the number of observations for each rank are not necessarily the same, and proposes a weighted sign test because observations with different ranks are not identically distributed. The optimal...

Selection criteria and misspecification tests for the intra-cluster correlation structure (ICS) in longitudinal data analysis are considered. In particular, the asymptotical distribution of the correlation information criterion (CIC) is derived and a new method for selecting a working ICS is...

This paper considers predictive regressions, where y_t is predicted by all p lags of x, here with x being autoregressive of order q, PR(p,q). The literature considers model properties in the cases where p=q. We demonstrate that the current augmented regression method can still reduce the bias in...