Robust linear regression is one of the most popular problems in the robust statistics community. The parameters of this method are often estimated via least trimmed squares, which minimizes the sum of the k smallest squared residuals. So, the estimation method in contrast to the common least squares estimation method is very computationally expensive. The main idea of this paper is to propose a new estimation method in partial linear models based on minimizing the sum of the k smallest squared residuals which determines the set of outlier point and provides robust estimators. In this regard, first, difference based method in estimation parameters of partial linear models is introduced. Then the method of obtaining robust difference based estimators in partial linear models is introduced which is based on solving an optimization problem minimizing the sum of the k smallest squared residuals. This method can identify outliers. The simulated example and applied numerical example with real data found the proposed robust difference based estimators in the paper produce highly accurate results in compare to the common difference based estimators in partial linear models.

Penalized estimators for estimating regression parameters have been considered by many authors for many decades. Penalized regression with rectangular norm is one of the mainly used since it does variable selection and estimating parameters, simultaneously. In this paper, we propose some new estimators by employing uncertain prior information on parameters. Superiority of the proposed shrinkage estimators over the least absoluate and shrinkage operator (LASSO) estimator is demonstrated via a Monte Carlo study. The prediction rate of the proposed estimators compared to the LASSO estimator is also studied in the US State Facts and Figures dataset.

In this paper, we introduce a family of bivariate generalized Gompertz-power series distributions. This new class of bivariate distributions contains several models such as: bivariate generalized Gompertz -geometric, -Poisson, - binomial, -logarithmic, -negative binomial and bivariate generalized exponental-power series distributions as special cases. We express the method of construction and derive different properties of the proposed class of distributions. The method of maximum likelihood and EM algorithm are used for estimating the model parameters. Finally, we illustrate the usefulness of the new distributions by means of application to real data sets.

In this paper the mixed Poisson regression model is discussed and a Poisson Birnbaum-Saunders regression model is introduced consider the over-dispersion. The Birnbaum-Saunders distribution is the mixture of two the generalized inverse Gaussian distributions, therefore it can be considered as an extension of traditional models. Our proposed model has less dimensional parameter space than the Poisson- generalized inverse Gaussian regression model. We also show that the proposed model has a closed form for likelihood function and we obtain its moments. The EM algorithm is used to estimate the parameters and its efficiency is compared with conventional models by a simulation study. An analysis of a real data is provided for more illustration.

Semiparametric linear mixed measurement error models are extensions of linear mixed measurement error models to include a nonparametric function of some covariate. They have been found to be useful in both cross-sectional and longitudinal studies. In this paper first we propose a penalized corrected likelihood approach to estimate the parametric component in semiparametric linear mixed measurement error model and then using the case deletion and subject deletion analysis we survey the influence diagnostics in such models. Finally, the performance of our influence diagnostics methods are illustrated through a simulated example and a real data set.

Two stage linear models are applicable when the data of some dependent and independent variables was obtained at to time stage, and we want to use from the data of two stage for linear model fitting. In this article we introduce multistage and, as a special case, two-stage linear models. Then we obtain the parameter estimation by two methods and show that the estimation are the same for methods. Since the expression of estimations are very complicated we give some R program for computing the parameter estimation of two-stage linear models, then show its application in an illustrative example. Also we propose a very simple computational methods for parameter estimation which did not need to complicated expression and give and R program for it.

The aggregate claim amount in a particular time period is a quantity of fundamental importance for proper management of an insurance company and also for pricing of insurance coverages. In this paper, the usual stochastic order between aggregate claim amounts is discussed when the survival function of claims is a increasing and concave. The results established here complete some results of Li and Li (2016).

‎In this paper‎, ‎under certain conditions‎, ‎the usual stochastic‎, ‎convex and dispersive orders between the smallest claim amounts with independent Weibull claims are discussed‎. ‎Also‎, ‎under conditions on some well-known common copula‎, ‎some stochastic comparisons of smallest claim amounts with dependent heterogeneous claims have been obtained‎.

‎The methodology of sufficient dimension reduction has offered an effective means to facilitate regression analysis of high-dimensional data‎. ‎When the response is censored‎, ‎most existing estimators cannot be applied‎, ‎or require some restrictive conditions‎. ‎In this article modification of sliced inverse‎, ‎regression-II have proposed for dimension reduction for non-linear censored regression data‎. ‎The proposed method requires no model specification‎, ‎it retains full regression information‎, ‎and it provides a usually small set of composite variables upon which subsequent model formulation and prediction can be based‎. ‎Finally‎, ‎the performance of the method is compared based on the simulation studies and some real data set include primary biliary cirrhosis data‎. ‎We also compare with the sliced inverse regression-I estimator‎.

The exact distribution of many applicable statistics could not be accessible in various statistical inference problems. To deal with such an issue in the large sample problem, an approach is to obtain the asymptotic distribution. In this article, we have expressed the asymptotic distribution of multivariate statistics class approximated by averages based on the Taylor expansion. Then, the asymptotic distribution of an empirical Mahalanobis depth-based statistic is obtained, and the statistic is applied to test the scale difference between two multivariate distributions. Simulation studies are carried out to explore the behavior of the asymptotic distribution of the test statistic. A real data example illustrating the use of the test is also presented.