Instability and long memory in conditional variances
Ignacio Mauleón (1997)
Journal de la société française de statistique
Similarity:
Ignacio Mauleón (1997)
Journal de la société française de statistique
Similarity:
Bruce W. Turnbull, Wenxin Jiang (2003)
SORT
Similarity:
In this paper we describe the so-called indirect method of inference, originally developed from the econometric literature, and apply it to survival analyses of two data sets with repeated events. This method is often more convenient computationally than maximum likelihood estimation when handling such model complexities as random effects and measurement error, for example; and it can also serve as a basis for robust inference with less stringent assumptions on the data generating mechanism....
Trost, D.C., Ii, E.A.Overman, Ostroff, J.H., Xiong, W., March, P. (2010)
Computational & Mathematical Methods in Medicine
Similarity:
Laurie Davies, Ursula Gather, Dan Nordman, Henrike Weinert (2009)
ESAIM: Probability and Statistics
Similarity:
Even for a well-trained statistician the construction of a histogram for a given real-valued data set is a difficult problem. It is even more difficult to construct a fully automatic procedure which specifies the number and widths of the bins in a satisfactory manner for a wide range of data sets. In this paper we compare several histogram construction procedures by means of a simulation study. The study includes plug-in methods, cross-validation, penalized maximum likelihood and the...
Robert Haining (1987)
Mathématiques et Sciences Humaines
Similarity:
Catherine Laredo, Agnès Grimaud (2007)
Journal de la société française de statistique
Similarity:
Modelling pollen dispersal is essential to make predictions of cross-pollination rates in various environmental conditions between plants of a cultivated species. An important tool for studying this problem is the “individual pollen dispersal function” or “kernel dispersal”. Various models for airborne pollen dispersal are developed. These models are based on assumptions about wind directionality, gravity, settling velocity and may integrate other biological or external parameters. Some...
Friston, Karl, Stephan, Klaas, Li, Baojuan, Daunizeau, Jean (2010)
Mathematical Problems in Engineering
Similarity:
Edilberto Cepeda-Cuervo, Vicente Nunez-Anton (2007)
SORT
Similarity:
We consider the joint modelling of the mean and covariance structures for the general antedependence model, estimating their parameters and the innovation variances in a longitudinal data context. We propose a new and computationally efficient classic estimation method based on the Fisher scoring algorithm to obtain the maximum likelihood estimates of the parameters. In addition, we also propose a new and innovative Bayesian methodology based on the Gibbs sampling, properly adapted for...