Nonparametric Expectile Shortfall Regression for Complex Functional Structure.

This paper treats the problem of risk management through a new conditional expected shortfall function. The new risk metric is defined by the expectile as the shortfall threshold. A nonparametric estimator based on the Nadaraya-Watson approach is constructed.

Joint monitoring of mean and variance using Max-EWMA control chart under lognormal process with application to engine oil data.

The control charts are frequently employed in process monitoring to assess the average and variability of a process, assuming a normal distribution. However, it is worth noting that some process distributions tend to exhibit a positively skewed distribution, such as the lognormal distribution. This article proposed a maximum exponential weighted moving average control chart for joint monitoring of mean and variance under a lognormal process.

Modified generalized Weibull distribution: theory and applications.

This article presents and investigates a modified version of the Weibull distribution that incorporates four parameters and can effectively represent a hazard rate function with a shape resembling a bathtub. Its significance in the fields of lifetime and reliability stems from its ability to model both increasing and decreasing failure rates. The proposed distribution encompasses several well-known models such as the Weibull, extreme value, exponentiated Weibull, generalized Rayleigh, and modified Weibull distributions.