Outputs (6)

Nonparametric predictive inference for diagnostic test thresholds (2018)
Journal Article
Coolen-Maturi, T., Coolen, F., & Alabdulhadi, M. (2020). Nonparametric predictive inference for diagnostic test thresholds. Communications in Statistics - Theory and Methods, 49(3), 697-725. https://doi.org/10.1080/03610926.2018.1549249

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine, machine learning and credit scoring. The receiver operating characteristic (ROC) curve and surface are useful tools to assess the ability of diagnosti... Read More about Nonparametric predictive inference for diagnostic test thresholds.

Approximations for the likelihood ratio statistic for hypothesis testing between two Beta distributions (2018)
Journal Article
Marques, F., Coolen, F., & Coolen-Maturi, T. (2019). Approximations for the likelihood ratio statistic for hypothesis testing between two Beta distributions. Journal of statistical theory and practice, 13, Article 17. https://doi.org/10.1007/s42519-018-0021-8

In this paper, the likelihood ratio to test between two Beta distributions is addressed. The exact distribution of the likelihood ratio statistic, for simple hypotheses, is obtained in terms of Gamma or Generalized Integer Gamma distributions, when t... Read More about Approximations for the likelihood ratio statistic for hypothesis testing between two Beta distributions.

Introducing nonparametric predictive inference methods for reproducibility of likelihood ratio tests (2018)
Journal Article
Marques, F., Coolen, F., & Coolen-Maturi, T. (2019). Introducing nonparametric predictive inference methods for reproducibility of likelihood ratio tests. Journal of statistical theory and practice, 13, Article 15. https://doi.org/10.1007/s42519-018-0020-9

This paper introduces the nonparametric predictive inference approach for reproducibility of likelihood ratio tests. The general idea of this approach is outlined for tests between two simple hypotheses, followed by an investigation of reproducibilit... Read More about Introducing nonparametric predictive inference methods for reproducibility of likelihood ratio tests.

Non‐parametric predictive inference for the validation of credit rating systems (2018)
Journal Article
Coolen-Maturi, T., & Coolen, F. (2019). Non‐parametric predictive inference for the validation of credit rating systems. Journal of the Royal Statistical Society: Series A, 182(4), 1189-1204. https://doi.org/10.1111/rssa.12416

Credit rating or credit scoring systems are important tools for estimating the obligor's creditworthiness and for providing an indication of the obligor's future status. The discriminatory power of a credit rating or credit scoring system refers to i... Read More about Non‐parametric predictive inference for the validation of credit rating systems.

Nonparametric predictive inference with parametric copulas for combining bivariate diagnostic tests (2018)
Journal Article
Muhammad, N., Coolen-Maturi, T., & Coolen, F. (2018). Nonparametric predictive inference with parametric copulas for combining bivariate diagnostic tests. Statistics, optimization & information computing, 6(3), 398-408. https://doi.org/10.19139/soic.v6i3.579

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine, machine learning and credit scoring. The receiver operating characteristic (ROC) curve is a useful tool to assess the ability of a diagnostic test to... Read More about Nonparametric predictive inference with parametric copulas for combining bivariate diagnostic tests.

Mean residual life of coherent systems consisting of multiple types of dependent components (2018)
Journal Article
Eryilmaz, S., Coolen, F., & Coolen-Maturi, T. (2018). Mean residual life of coherent systems consisting of multiple types of dependent components. Naval Research Logistics, 65(1), 86-97. https://doi.org/10.1002/nav.21782

Mean residual life is a useful dynamic characteristic to study reliability of a system. It has been widely considered in the literature not only for single unit systems but also for coherent systems. This article is concerned with the study of mean r... Read More about Mean residual life of coherent systems consisting of multiple types of dependent components.