The Weibull distribution remains an indispensable tool in reliability engineering and lifetime analysis, offering flexibility for modelling diverse failure behaviours. Modern parameter estimation ...

Distributed electric drive technology has become an important trend because of its ability to enhance the dynamic performance of multi-axle heavy vehicle. This article presents a joint estimation of ...

The ESTIMATE statement specifies an ARMA model or transfer function model for the response variable specified in the previous IDENTIFY statement, and produces estimates of its parameters. The ESTIMATE ...

Muhammad Sumair, Tauseef Aized, Syed Asad Raza Gardezi, Muhammad Mahmood Aslam Bhutta, Syed Ubaid ur Rehman, Syed Muhammad Sohail Rehman Energy Exploration & Exploitation, Vol. 39, No. 5 (September ...

The following data are taken from Lawless (1982, p.193) and represent the number of days it took rats painted with a carcinogen to develop carcinoma. The last 2 observations are censored data from a ...

This issue of The Journal of Risk contains papers that address parameter estimation uncertainty in two contexts: first in credit-risk modeling, and second with respect to portfolio optimization. It ...

This paper is devoted to the parameterization of correlations in the Vasicek credit portfolio model. First, we analytically approximate standard errors for value-at-risk and expected shortfall based ...