Keyword Index

B

  • Bivariate Autoregressive Processes 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 [Volume 50, Issue 1, 2006, Pages 60-81]

C

  • Change Point Change-Point Rank Tests with Epidemic Alternative [Volume 50, Issue 2, 2006, Pages 114-135]
  • Characterizations Order Statistics from Doubly Truncated Gompertz Distribution and its Characterizations [Volume 50, Issue 1, 2006, Pages 22-31]
  • Conditional Likelihood Function 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 [Volume 50, Issue 1, 2006, Pages 60-81]

D

E

  • Epidemic Alternative Change-Point Rank Tests with Epidemic Alternative [Volume 50, Issue 2, 2006, Pages 114-135]

F

  • Failure Time The Log-Logistic Regression Model Under Random Censoring [Volume 50, Issue 1, 2006, Pages 32-47]
  • Fit Test Correlation Goodness-of-Fit Test of Mixture of Two Weibull Distributions [Volume 50, Issue 1, 2006, Pages 48-59]

G

  • Gaussian Processes Change-Point Rank Tests with Epidemic Alternative [Volume 50, Issue 2, 2006, Pages 114-135]
  • Goodness Correlation Goodness-of-Fit Test of Mixture of Two Weibull Distributions [Volume 50, Issue 1, 2006, Pages 48-59]

H

  • Homogeneous Poisson Process An Imperfect Debugging Littlewood Non-homogeneous Poisson Process Model [Volume 50, Issue 2, 2006, Pages 136-153]

I

J

  • Jeffreys' prior 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 [Volume 50, Issue 1, 2006, Pages 60-81]

L

  • Liability Function The Inverted Linear Exponential Distribution as A Life Time Distribution [Volume 50, Issue 1, 2006, Pages 12-21]
  • Limiting Distribution Change-Point Rank Tests with Epidemic Alternative [Volume 50, Issue 2, 2006, Pages 114-135]
  • Linear Exponential Distribution The Inverted Linear Exponential Distribution as A Life Time Distribution [Volume 50, Issue 1, 2006, Pages 12-21]
  • Log Logistic Distribution The Log-Logistic Regression Model Under Random Censoring [Volume 50, Issue 1, 2006, Pages 32-47]

M

  • Maximum likelihood estimators Some Useful Matrix Derivatives with Statistical Applications in Econometrics [Volume 50, Issue 1, 2006, Pages 1-11]
  • Mean Residual Life Time The Inverted Linear Exponential Distribution as A Life Time Distribution [Volume 50, Issue 1, 2006, Pages 12-21]
  • Moments of Order Statistics Correlation Goodness-of-Fit Test of Mixture of Two Weibull Distributions [Volume 50, Issue 1, 2006, Pages 48-59]

N

  • Non An Imperfect Debugging Littlewood Non-homogeneous Poisson Process Model [Volume 50, Issue 2, 2006, Pages 136-153]

O

  • Order Restriction Power of A Score Test in One Way Model Under Order Restriction [Volume 50, Issue 1, 2006, Pages 82-90]

P

  • PAV Algorithm Power of A Score Test in One Way Model Under Order Restriction [Volume 50, Issue 1, 2006, Pages 82-90]
  • Power of the Test Power of A Score Test in One Way Model Under Order Restriction [Volume 50, Issue 1, 2006, Pages 82-90]
  • Power of the Test and Monte Carlo Simulation Correlation Goodness-of-Fit Test of Mixture of Two Weibull Distributions [Volume 50, Issue 1, 2006, Pages 48-59]
  • Probability Mass Function 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 [Volume 50, Issue 1, 2006, Pages 60-81]

R

  • Random Censored The Log-Logistic Regression Model Under Random Censoring [Volume 50, Issue 1, 2006, Pages 32-47]
  • Rank Test Change-Point Rank Tests with Epidemic Alternative [Volume 50, Issue 2, 2006, Pages 114-135]
  • Re The Inverted Linear Exponential Distribution as A Life Time Distribution [Volume 50, Issue 1, 2006, Pages 12-21]
  • Regression Mode The Log-Logistic Regression Model Under Random Censoring [Volume 50, Issue 1, 2006, Pages 32-47]

S

  • Score Test Power of A Score Test in One Way Model Under Order Restriction [Volume 50, Issue 1, 2006, Pages 82-90]
  • Simple Order Restriction Power of A Score Test in One Way Model Under Order Restriction [Volume 50, Issue 1, 2006, Pages 82-90]
  • Software reliability An Imperfect Debugging Littlewood Non-homogeneous Poisson Process Model [Volume 50, Issue 2, 2006, Pages 136-153]

U

  • Umbrella Order Restriction Power of A Score Test in One Way Model Under Order Restriction [Volume 50, Issue 1, 2006, Pages 82-90]