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We consider n observations from the GARCH-type model: Z = UY, where U and Y are independent random variables. We aim to estimate density function Y where Y have a weighted distribution. We determine a sharp upper bound of the associated mean integrated square error. We also make use of the measure of expected true evidence, so as to determine when model… (More)

- Mahdi Doostparast, Mahdi Emadi
- Statistical Methods and Applications
- 2014

In this paper, the likelihood ratio approach is applied for measuring evidence provided by record data in favor of a hypothesis against an alternative under a random sampling scheme. Explicit expressions for probabilities of observing strong andweak evidences are derived. Asymptotic behaviors of these probabilities are investigated in a greater detail.… (More)

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