3 papers
stat.ME2026
New Confidence Regions for Linear Regression Parameters with Stationary-Ergodic Dependent Errors
Mous-Abou Hamadou, Martial Longla, Mathias Nthiani Muia +1
We develop joint confidence regions for linear regression coefficients when the regressors and errors are jointly stationary and ergodic with unspecified serial dependence. The met…
stat.ME2026
Penalized KLIC Model Selection for the Generalized Method of Moments in Longitudinal Data with Time-Dependent Covariates
Mahmud Hasan, Mathias Nthiani Muia, Mous-Abou Hamadou +1
Model selection plays an important role in longitudinal data analysis, especially when models are estimated using the generalized method of moments (GMM) in the presence of time-de…
stat.ME2025
An Extension of the d-Variate FGM Copula with Application
Mous-Abou Hamadou, Martial Longla
We introduce an extended d-variate Farlie-Gumbel-Morgenstern (FGM) copula that incorporates additional parameters based on Legendre polynomials to enhance the representation of mul…