Goodness of fit procedures for the multivariate linear model based on spherical harmonics.

Quiroz, A.J.; Tapia, J.M.

Displaying similar documents to “Goodness of fit procedures for the multivariate linear model based on spherical harmonics.”

The robustness against dependence of nonparametric tests for the two-sample location problem

Przemysław Grzegorzewski (1995)

Applicationes Mathematicae

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Nonparametric tests for the two-sample location problem are investigated. It is shown that the supremum of the size of any test can be arbitrarily close to 1. None of these tests is most robust against dependence.

Multivariate negative binomial distributions generated by multivariate exponential distributions

Bolesław Kopociński (1999)

Applicationes Mathematicae

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We define a multivariate negative binomial distribution (MVNB) as a bivariate Poisson distribution function mixed with a multivariate exponential (MVE) distribution. We focus on the class of MVNB distributions generated by Marshall-Olkin MVE distributions. For simplicity of notation we analyze in detail the class of bivariate (BVNB) distributions. In applications the standard data from [2] and [7] and data concerning parasites of birds from [4] are used.

The extreme value Birnbaum-Saunders model, its moments and an application in biometry

M. Ivette Gomes, Marta Ferreira, Víctor Leiva (2012)

Biometrical Letters

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The Birnbaum-Saunders (BS) model is a life distribution that has been widely studied and applied. Recently, a new version of the BS distribution based on extreme value theory has been introduced, named the extreme value Birnbaum-Saunders (EVBS) distribution. In this article we provide some further details on the EVBS models that can be useful as a supplement to the existing results. We use these models to analyse real survival time data for patients treated with alkylating agents for...

A statistical comparison of three goodness-of-fit criteria used in modelling distances.

Love, Robert F., Üster, Halit (2001)

Journal of Applied Mathematics and Decision Sciences

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Robust estimation in capital asset pricing model.

Wong, Wing-Keung, Bian, Guorui (2000)

Journal of Applied Mathematics and Decision Sciences

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Asymptotic distributions οf linear combinations of order statistics

Małgorzata Bogdan (1994)

Applicationes Mathematicae

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We study the asymptotic distributions of linear combinations of order statistics (L-statistics) which can be expressed as differentiable statistical functionals and we obtain Berry-Esseen type bounds and the Edgeworth series for the distribution functions of L-statistics. We also analyze certain saddlepoint approximations for the distribution functions of L-statistics.

Records and concomitants.

Ahsanullah, M. (2009)

Bulletin of the Malaysian Mathematical Sciences Society. Second Series

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Minimax Prediction for the Multinomial and Multivariate Hypergeometric Distributions

Alicja Jokiel-Rokita (1998)

Applicationes Mathematicae

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A problem of minimax prediction for the multinomial and multivariate hypergeometric distribution is considered. A class of minimax predictors is determined for estimating linear combinations of the unknown parameter and the random variable having the multinomial or the multivariate hypergeometric distribution.

Estimation and prediction in regression models with random explanatory variables

Nguyen Bac-Van

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The regression model X(t),Y(t);t=1,...,n with random explanatory variable X is transformed by prescribing a partition $S_{1}, . . ., S_{k}$ of the given domain S of X-values and specifying $X (1), . . ., X (n) \cap S_{i} = X_{i 1}, . . ., X_{i α (i)}, i = 1, . . ., k .$ Through the conditioning $α (i) = a (i), i = 1, . . ., k, X_{i 1}, . . ., X_{i α (i)}; i = 1, . . ., k = x_{11}, . . ., x_{k a (k)}$ the initial model with i.i.d. pairs (X(t),Y(t)),t=1,...,n, becomes a conditional fixed-design $(x_{11}, . . ., x_{k a (k)})$ model $Y_{i j}, i = 1, . . ., k; j = 1, . . ., a (i)$ where the response variables $Y_{i j}$ are independent and distributed according to the mixed conditional distribution $Q (\cdot, x_{i j})$ of Y given X at the observed value $x_{i j}$ .Afterwards, we investigate the case $(Q) E (Y^{'} | x) = \sum_{i = 1}^{k} b_{i} (x) θ_{i} I_{S_{i}} (x), (Q) D (Y | x) = \sum_{i = 1}^{k} d_{i} (x) Σ_{i} I_{S_{i}} (x)$ which...

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.

Selection of variables in Discrete Discriminant Analysis

Anabela Marques, Ana Sousa Ferreira, Margarida G.M.S. Cardoso (2013)

Biometrical Letters

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In Discrete Discriminant Analysis one often has to deal with dimensionality problems. In fact, even a moderate number of explanatory variables leads to an enormous number of possible states (outcomes) when compared to the number of objects under study, as occurs particularly in the social sciences, humanities and health-related elds. As a consequence, classi cation or discriminant models may exhibit poor performance due to the large number of parameters to be estimated. In the present...

On some Mixture Distributions

Nakhi, Y. Ben, Kalla, S.L. (2004)

Fractional Calculus and Applied Analysis

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The aim of this paper is to establish some mixture distributions that arise in stochastic processes. Some basic functions associated with the probability mass function of the mixture distributions, such as k-th moments, characteristic function and factorial moments are computed. Further we obtain a three-term recurrence relation for each established mixture distribution.