Strongly consistent estimation in dependent errors-in-variables
Structural breaks in dependent, heteroscedastic, and extremal panel data
New statistical procedures for a change in means problem within a very general panel data structure are proposed. Unlike classical inference tools used for the changepoint problem in the panel data framework, we allow for mutually dependent panels, unequal variances across the panels, and possibly an extremely short follow up period. Two competitive ratio type test statistics are introduced and their asymptotic properties are derived for a large number of available panels. The proposed tests are...
Student's -test for Gaussian scale mixtures.
Study of a least-squares-based algorithm for autoregressive signals subject to white noise.
Subjective Bayesian Multivariate Stratified Sampling From Finite Populations.
Subset selection of the largest location parameter based on -estimates
The problem of selecting a subset of polulations containing the population with the largest location parameter is considered. As a generalization of selection rules based on sample means and on sample medians, a rule based on -estimates of location is proposed. This rule is strongly monotone and minimax, the risk being the expected subset size, provided the underlying density has monotone likelihood ratio. The problem of fulfilling the -condition is solved explicitly only asymptotically, under...
Sufficiency and Unbiased Estimation.
Sufficient conditions for the asymptotic efficiency of estimates
Suffizienz bei Verschiebungsvarianten Schätzproblemen.
Suitability of linearization of nonlinear problems not only in biology and medicine
Biology and medicine are not the only fields that present problems unsolvable through a linear models approach. One way to overcome this obstacle is to use nonlinear methods, even though these are not as thoroughly explored. Another possibility is to linearize and transform the originally nonlinear task to make it accessible to linear methods. In this aricle I investigate an easy and quick criterion to verify suitability of linearization of nonlinear problems via Taylor series expansion so that...
Sumas acumuladas conjuntas. Tablas.
Las Tablas de la Longitud de Ráfaga Media (LRM) para los Gráficos de Control por Sumas Acumuladas (SUMAC) sólo se habían deducido para el control de la media de un proceso distribuido normalmente, si bien también puede salir fuera de control por la variabilidad. Este trabajo describe cómo seleccionar los parámetros de un esquema SUMAC, para la media y desviación tipo muestrales, según la situación bajo control especificada conjuntamente por la media m0 y la desviación tipo σ0, y el estado fuera...
Sur les vitesses exponentielles de décroissance des erreurs des tests de rapport de vraisemblances
Sur l'estimateur des moindres carrés généralisé d'un modèle ARMAX. Application à l'identification des modèles ARMA
Systematic estimation and prediction for processes with bounded sum