In this paper we propose a new lifetime distribution which can handle bathtub-shaped unimodal increasing and decreasing hazard rate functions The model has three parameters and generalizes the exponential power distribution ...

In this paper we propose a new lifetime distribution which can handle bathtub-shaped unimodal increasing and decreasing hazard rate functions The model has three parameters and generalizes the exponential power distribution ...

This paper deals with the estimation and testing of conditional duration models by looking at the density and baseline hazard rate functions. More precisely, we foeus on the distance between the parametric density (or ...

In this paper we propose a new lifetime distribution which can handle bathtub-shaped unimodal increasing and decreasing hazard rate functions The model has three parameters and generalizes the exponential power distribution ...

We study some properties of the distribution function of a random variable of the form X = CD, where C and D are independent random variables. We assume that C is absolutely continuous and limited to a nite interval, ...

Relevant results for (sub-)distribution functions related to parallel systems are discussed. The reverse hazard rate is defined using the product integral. Consequently, the restriction of absolute continuity for the ...

This paper deals with the testing of autoregressive conditional duration (ACD) models by gauging the distance between the parametric density and hazard rate functions implied by the duration process and their non-parametric ...