Vol. 11 No. 1 (2018): Electronic Journal of Applied Statistical Analysis

Original Paper

• Dynamic profiling through repeated surveys: a customer satisfaction study

  Caterina Liberati, Paolo Mariani

  1 - 20

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• On using the distribution of Cook-Weisberg statistic and identification of influential observations

  David Sam Jayakumar, Sulthan A, Samuel W

  21 - 41

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• Forecasting financial short time series

  Andres Alonso, Ana Elizabeth García Sipols, Clara Simón de Blas

  42 - 57

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• Productivity growth of the Australian real estate investment trusts

  Ammar Jreisat

  58 - 73

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• Comparisons of ten corrections methods for t-test in multiple comparisons via Monte Carlo study

  Vinícius Basseto Félix, André Felipe Berdusco Menezes

  74 - 91

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• Robust estimation of the location and the scale parameters of shifted Gompertz distribution

  Demet Aydın, Fatma Gül Akgül, Birdal Şenoğlu

  92 - 107

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• Basu-Dhar's bivariate geometric distribution in presence of censored data and covariates: some computational aspects

  Ricardo Puziol de Oliveira, Jorge Alberto Achcar

  108 - 136

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• Predicting energy Ccnsumption using artificial neural networks: a case study of the UAE

  Shorouq F. Eletter, Ghaleb A. El Refae, Abdelhafid K. Belarbic, Jamal Abu-Rashid

  137 - 154

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• Estimation of circular-circular probability distribution

  Sahana Bhattacharjee, Kishore Kumar Das

  155 - 167

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• Tracing Exchange Rate Volatility in Cambodia, Laos, Myanmar and Vietnam (CLMV)

  Evan Lau, Jenny Yong, Paola Pasca

  168 - 184

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• Goodness of t tests for logistic distribution based on Phi-divergence

  Amer Ibrahim Al-Omari, Ehsan Zamanzade

  185 - 195

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• Unbiased Estimator of Finite Population Variance Based on a Ratio Type Estimator

  Jehad Al-Jararha

  196 - 207

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• Comparison of classic and novel change point detection methods for time series with changes in variance

  Dmitry Efrosinin, Sandra Breitenberger, Nicole Hofmann, Wolfgang Auer

  208 - 234

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• Classical and Bayesian estimation of Kumaraswamy distribution based on type II hybrid censored data

  Abbas Pak, ‎Mohammad R‎. Mahmoudi, Manoj Kumar Rastogi

  235 - 252

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• Shrinkage estimators for gamma regression model

  Zakariya Yahya Algamal

  253 - 268

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• Long-term constant acceleration can be sustained freely in running via stochastic short-term corrections

  Véronique Billat, Jean-Pierre Koralzstein, Sophie Jacquot, Nicolas J-B. Brunel

  269 - 295

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• Analysis of estimation methods for the extremal index

  Marta Ferreira

  296 - 306

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• Forecasting Inflation Under Varying Frequencies

  Emmanuel Sirimal Silva, Hossein Hassani, Jesus Otero

  307 - 339

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• Comparison of regression models under multi-collinearity

  H. Bagya Lakshmi, Michele Gallo, Rangasami M. Srinivasan

  340 - 368

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