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Consider a simulation estimator α(c) based on expending c units of computer time, to estimate a quantity α. One measure of efficiency is to attempt to minimize P(|α(c)−α|>ε) for large c. This he...
We construct integral and supremum type goodness-of-fit tests for the family of power distribution functions. Test statistics are functionals of U−empirical processes and are based on the classi...
Ordinary differential equations (ODEs) are commonly used to model dynamic behavior of a system. Because many parameters are unknown and have to be estimated from the observed data, there is growing...
Asymptotic Efficiency of Method of Moments Estimators Under Null Intercept Measurement Error Regression Models。
Barndorff-Nielsen and Cox (1994, p.319) modify an estimative prediction limit to obtain an improved prediction limit with better coverage properties. Kabaila and Syuhada (2008) present a simulation-...

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