Some Useful Matrix Derivatives with Statistical Applications in Econometrics

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The Inverted Linear Exponential Distribution as A Life Time Distribution

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Order Statistics from Doubly Truncated Gompertz Distribution and its Characterizations

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Correlation Goodness-of-Fit Test of Mixture of Two Weibull Distributions

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Model Identification step plays an important and difficult part in time series analysis because the other steps of analysis depend on it and its accuracy. This article proposes an exact direct Bayesian technique to identify the order of bivariate autoregressive processes using Jeffreys' vague prior. Using the conditional likelihood function, the proposed technique is based on deriving the exact posterior probability mass function of the model order in a convenient form. Then one may easily eval

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Power of A Score Test in One Way Model Under Order Restriction

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The Log-Logistic Regression Model Under Random Censoring

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