In large sample studies where distributions may be skewed and not readily transformed to symmetry, it may be of greater interest to compare different distributi
This paper considers quantile regression analysis based on semi-competing risks data in which a non-terminal event may be dependently censored by a terminal eve
We consider a time series following a simple linear regression with first-order autoregressive errors belonging to the class of heavy-tailed distributions. The
In linear regression analysis, detecting anomalous observations is an important step for model building process. Various influential measures based on different