An integrated time-varying VAR neural networks approach for modeling nonlinear and dynamic patterns in stock data
This research develops a hybrid Time-Varying Vector Autoregressive (TV-VAR) and Neural Network (NN) model to forecast Indonesian stock prices using a two-stage sequential approach. First, the TV-VAR model is applied to capture the primary dynamic relationships and time-varying structural changes between stocks. Second, a Long Short-Term Memory (LSTM) network is employed to model the nonlinear […]
Statistical analysis of Gompertz model using type-II improved adaptive progressive censoring: An application to leukemia remission times
In recent reliability research, the growing complexity of life-testing experiments demands censoring schemes that balance inferential efficiency with practical feasibility. This study introduces a comprehensive statistical analysis of the Gompertz lifespan model under the Type-II improved adaptive progressive censoring (IAPCS-TII) framework that unifies and extends conventional, hybrid, and adaptive progressive censoring mechanisms. We derive the […]
Analysis of average run length of extended and new extended exponentially weighted moving average control charts using Markov chain approach
Statistical Process Control (SPC) is a fundamental of modern quality assurance, providing systematic methodologies for monitoring and improving process stability. The most popular techniques in SPC are statistical control charts, which are potent tools for detecting process shifts. The Exponentially Weighted Moving Average (EWMA) chart has been widely applied due to its ability to identify […]
The normal-uniform distribution: Properties and applications on chondrite meteors data
The Normal-Uniform (NU) distribution, a novel four-parameter univariate continuous distribution, is defined and examined in this work. Investigation and discussion of a number of general and structural distributional properties are covered, such as quantile and generating functions, hazard function, shapes (skewed right, skewed left, and symmetric), modality regions (unimodal and bimodal), and maximum likelihood estimators […]
New strategies for finite population mean estimation under non-response: Theory and application to education data
The survey sampling designs are generally affected by non-response, which causes bias and inefficiency in the estimators of population parameters. To overcome this problem, in the present study, we construct a new class of estimators for the finite population mean under a stratified random sampling scheme when there is non-response. One of the salient dimensions […]
Heavy-Tailed Moment Exponential Distribution: Theory, Actuarial Measures, Inference and Insurance Applications
Continuous and discrete probability models are fundamental tools for analyzing lifetime data in reliability engineering, survival analysis, and various other applied statistical fields. In this study, we propose two flexible versions of the moment exponential distribution to analyze skewed and heavy-tailed datasets. The proposed models include a continuous distribution, referred to as the Type-I Heavy […]
Generalized degrees of freedom for network Lasso and its influence on model selection
This paper considers fitting a linear regression model to each vertex of a graph with m vertices. For such models, Network Lasso has been proposed as a method to estimate the regression coefficients by minimizing the penalized residual sum of squares, where a penalty is added based on the norm of the difference in regression […]
An extended Lindley model with applications to entropy-based loss and actuarial risk measures
In this article, we propose a three-parameter extended Lindley model through the exponentiated Bell generalized class, which exhibits features of the Lindley and the Bell model along with the exponentiated generalized class. The proposed model can be suitable to model heavy-tailed, right-skewed and leptokurtic datasets. Some useful properties, such as ordinary and incomplete moments, quantile […]
Estimating Parameters of the Bivariate Exponentiated Inverted Weibull Distribution via Ranked Set Sampling: A Sustainability Data Application with Concomitants of Order Statistics
Ranked set sampling (RSS) is a practical and statistically efficient methodology, particularly advantageous when the direct measurement of selected units is costly, challenging, destructive, or time-intensive. This approach relies on the feasibility of ranking units easily through expert judgment or by utilizing an auxiliary variable. In this investigation, we assume that the pair (X,Y) follows […]
The Unit Komal distribution: Bathtub risk function and applications
Restricted model data for the unit interval is a common requirement in many scientific and engineering applications. This article proposes a new one-parameter distribution defined in $(0,1)$, referred to as the unit Komal (UK) distribution, which is constructed through a logarithmic transformation of the Komal random variable. \textcolor{black}{Its various mathematical characteristics are derived}, including quantile […]