Beta-regression model for periodic data with a trend.

Rydlewski, Jerzy P.

Displaying similar documents to “Beta-regression model for periodic data with a trend.”

Modeling abilities in 3-IRT models.

Cepeda Cuervo, Edilberto, Peláez Andrade, José Manuel (2004)

Revista Colombiana de Estadística

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Detection of the change point in the winter wheat experiment

Anna Szczepańska, Ewa Bakinowska (2012)

Biometrical Letters

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This paper concerns detection of the change point, which is treated as an abrupt change in the response function or one of its derivatives. The change point is identified using the semiparametric model and the theory given by Speckman (1994). The theory is illustrated by a real experiment in wchich the dry biomass of winter wheat is studied.

Monte Carlo detection of outliers of data and cryptographic applications.

Andraşiu, Mircea, Oprina, Andrei, Simion, Emil, Simion, Gheorghe (2010)

Acta Universitatis Apulensis. Mathematics - Informatics

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On estimation of parameters in the bivariate linear errors-in-variables model

Anna Czapkiewicz (1999)

Applicationes Mathematicae

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We discuss some methods of estimation in bivariate errors-in-variables linear models. We also suggest a method of constructing consistent estimators in the case when the error disturbances have the normal distribution with unknown parameters. It is based on the theory of estimating variance components in linear models. A simulation study is presented which compares this estimator with the maximum likelihood one.

Intrinsic linearization of nonlinear regression by principal components method.

Hornišová, K. (2004)

Acta Mathematica Universitatis Comenianae. New Series

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Some measures of the amount of information for the linear regression model.

Mihoc, Ion, Fătu, Cristina–Ioana (2008)

Acta Universitatis Apulensis. Mathematics - Informatics

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Approximating Fisher's information for the replicated linear circular functional relationship model.

Hussin, Abdul Ghapor (2005)

Bulletin of the Malaysian Mathematical Sciences Society. Second Series

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Construction of $J$ -variate distribution functions and applications to discrete decision models.

Yadlin A., Marisa (2000)

Journal of Applied Mathematics and Decision Sciences

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Estimation of nuisance parameters for inference based on least absolute deviations

Wojciech Niemiro (1995)

Applicationes Mathematicae

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Statistical inference procedures based on least absolute deviations involve estimates of a matrix which plays the role of a multivariate nuisance parameter. To estimate this matrix, we use kernel smoothing. We show consistency and obtain bounds on the rate of convergence.

The multiple regression model where independent variables are measured unprecisely.

Czapkiewicz, Anna, Dawidowicz, Antoni L. (2005)

Zeszyty Naukowe Uniwersytetu Jagiellońskiego. Universitatis Iagellonicae Acta Mathematica

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Limit distribution of the integrated squared error of trigonometric series regression estimator.

Nadaraya, E. (1994)

Georgian Mathematical Journal

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Least empirical risk procedures in statistical inference

Wojciech Niemiro (1993)

Applicationes Mathematicae

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We consider the empirical risk function $Q_{n} (α) = \frac{1}{n} \sum_{i = 1}^{n} \cdot f (α, Z_{i})$ (for iid $Z_{i}$ ’s) under the assumption that f(α,z) is convex with respect to α. Asymptotics of the minimum of $Q_{n} (α)$ is investigated. Tests for linear hypotheses are derived. Our results generalize some of those concerning LAD estimators and related tests.