Stats, Volume 5, Issue 3

Penalized splines are frequently used in applied research for understanding functional relationships between variables. In most applications, statistical inference for penalized splines is conducted using the random effects or Bayesian interpretation...

The use of hierarchical Bayesian small area models, which take survey estimates along with auxiliary data as input to produce official statistics, has increased in recent years. Survey estimates for small domains are usually unreliable due to small s...

The USDA National Agricultural Statistics Service (NASS) and other federal statistical agencies have used probability-based surveys as the foundation for official statistics for over half a century. Non-survey data that can be used to improve the acc...

This paper proposes a model for realized variance that exploits information in realized quarticity. The realized variance and quarticity measures are both highly persistent and highly correlated with each other. The proposed model incorporates inform...

A frequent problem with classic first digit applications of Benford’s law is the law’s inapplicability to clustered data, which becomes especially problematic for analyzing election data. This study offers a novel adaptation of Benford&rs...

Recently, there has been a growing interest in integer-valued time series models, especially in multivariate models. Motivated by the diversity of the infinite-patch metapopulation models, we propose an extension to the popular bivariate INAR(1) mode...

Games of chance have historically played a critical role in the development and teaching of probability theory and game theory, and, in the modern age, computer programming and reinforcement learning. In this paper, we derive the optimal strategy for...

Autoregressive-moving average (ARMA) models with time-dependent (td) coefficients and marginally heteroscedastic innovations provide a natural alternative to stationary ARMA models. Several theories have been developed in the last 25 years for parame...

This paper addresses the modification of the F-test for count data following the Poisson distribution. The F-test when the count data are expressed in intervals is considered in this paper. The proposed F-test is evaluated using real data from climat...

The significance of count data modeling and its applications to real-world phenomena have been highlighted in several research studies. The present study focuses on a two-parameter discrete distribution that can be obtained by compounding the Poisson...