Vol 11, No 1 (2018)

Electronic Journal of Applied Statistical Analysis

Original Paper


Dynamic profiling through repeated surveys: a customer satisfaction study Details     pdf
Caterina Liberati, Paolo Mariani 1 - 20

On using the distribution of Cook-Weisberg statistic and identification of influential observations Details     pdf
David Sam Jayakumar, Sulthan A, Samuel W 21 - 41

Forecasting financial short time series Details     pdf
Andres Alonso, Ana Elizabeth García Sipols, Clara Simón de Blas 42 - 57

Productivity growth of the Australian real estate investment trusts Details     pdf
Ammar Jreisat 58 - 73

Comparisons of ten corrections methods for t-test in multiple comparisons via Monte Carlo study Details     pdf
Vinícius Basseto Félix, André Felipe Berdusco Menezes 74 - 91

Robust estimation of the location and the scale parameters of shifted Gompertz distribution Details     pdf
Demet Aydın, Fatma Gül Akgül, Birdal Şenoğlu 92 - 107

Basu-Dhar's bivariate geometric distribution in presence of censored data and covariates: some computational aspects Details     pdf
Ricardo Puziol de Oliveira, Jorge Alberto Achcar 108 - 136

Predicting energy Ccnsumption using artificial neural networks: a case study of the UAE Details     pdf
Shorouq F. Eletter, Ghaleb A. El Refae, Abdelhafid K. Belarbic, Jamal Abu-Rashid 137 - 154

Estimation of circular-circular probability distribution Details     pdf
Sahana Bhattacharjee, Kishore Kumar Das 155 - 167

Tracing Exchange Rate Volatility in Cambodia, Laos, Myanmar and Vietnam (CLMV) Details     pdf
Evan Lau, Jenny Yong, Paola Pasca 168 - 184

Goodness of t tests for logistic distribution based on Phi-divergence Details     pdf
Amer Ibrahim Al-Omari, Ehsan Zamanzade 185 - 195

Unbiased Estimator of Finite Population Variance Based on a Ratio Type Estimator Details     pdf
Jehad Al-Jararha 196 - 207

Comparison of classic and novel change point detection methods for time series with changes in variance Details     pdf
Dmitry Efrosinin, Sandra Breitenberger, Nicole Hofmann, Wolfgang Auer 208 - 234

Classical and Bayesian estimation of Kumaraswamy distribution based on type II hybrid censored data Details     pdf
Abbas Pak, ‎Mohammad R‎. Mahmoudi, Manoj Kumar Rastogi 235 - 252

Shrinkage estimators for gamma regression model Details     pdf
Zakariya Yahya Algamal 253 - 268

Long-term constant acceleration can be sustained freely in running via stochastic short-term corrections Details     pdf
Véronique Billat, Jean-Pierre Koralzstein, Sophie Jacquot, Nicolas J-B. Brunel 269 - 295

Analysis of estimation methods for the extremal index Details     pdf
Marta Ferreira 296 - 306

Forecasting Inflation Under Varying Frequencies Details     pdf
Emmanuel Sirimal Silva, Hossein Hassani, Jesus Otero 307 - 339

Comparison of regression models under multi-collinearity Details     pdf
H. Bagya Lakshmi, Michele Gallo, Rangasami M. Srinivasan 340 - 368


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