11 citations · 46 across the 22 of their papers we have counts for
27 papers
A New Look to Three-Factor Fama-French Regression Model using Sample Innovations
Javad Shaabani, Ali Akbar Jafari
The Fama-French model is widely used in assessing the portfolio's performance compared to market returns. In Fama-French models, all factors are time-series data. The cross-section…
Comparing Two Approaches in Heteroscedastic Regression Models
Ali Akbar Jafari
Recently, a generalized test approach is proposed by Sadooghi-alvandi et al. (2016) and a fiducial approach is proposed by Xu and Li (2018) to test the equality of coefficients in…
Small Sample Inference for the Common Coefficient of Variation
Mohmammad Reza Kazemi, Ali Akbar Jafari
This paper utilizes the modified signed log-likelihood ratio method for the problem of inference about the common coefficient of variation in several independent normal populations…
Preliminary Test and Shrinkage Estimations of Scale Parameters for Two Exponential Distributions based on Record Values
Hojatollah Zakerzadeh, Ali Akbar Jafari, Mahdieh Karimi
The exponential distribution is applied in a very wide variety of statistical procedures. Among the most prominent applications are those in the field of life testing and reliabili…
Modified Signed Log-Likelihood Ratio Test for Comparing the Correlation Coefficients of Two Independent Bivariate Normal Distributions
M. R. Kazemi, A. A. Jafari
In this paper, we use the method of modified signed log-likelihood ratio test for the problem of testing the equality of correlation coefficients in two independent bivariate norma…
An Extension of the Generalized Linear Failure Rate Distribution
Mohammad Reza Kazemi, Ali Akbar Jafari, Saeid Tahmasebi
In this paper, we introduce a new extension of the generalized linear failure rate distributions. It includes some well-known lifetime distributions such as extension of generalize…