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Generalized method of least squares collocation

Ludmila Kubáčková, Lubomír Kubáček (1982)

Aplikace matematiky

Two general solutions of the collocation problem of physical geodesy are given. Their mutual equivalency and equivalency of them to the classical solution in the regular case are proved. The regularity means the non-singularity of the covariance matrix of those random variables by outcomes of which the measured values of the gravitational field are generated.

Goodness-of-fit tests for parametric regression models based on empirical characteristic functions

Marie Hušková, Simon G. Meintanis (2009)

Kybernetika

Test procedures are constructed for testing the goodness-of-fit in parametric regression models. The test statistic is in the form of an L2 distance between the empirical characteristic function of the residuals in a parametric regression fit and the corresponding empirical characteristic function of the residuals in a non-parametric regression fit. The asymptotic null distribution as well as the behavior of the test statistic under contiguous alternatives is investigated. Theoretical results are...

Graphical display in outlier diagnostics; adequacy and robustness.

Nethal K. Jajo (2005)

SORT

Outlier robust diagnostics (graphically) using Robustly Studentized Robust Residuals (RSRR) and Partial Robustly Studentized Robust Residuals (PRSRR) are established. One problem with some robust residual plots is that the residuals retain information from certain predicated values (Velilla, 1998). The RSRR and PRSRR techniques are unaffected by this complication and as a result they provide more interpretable results.

Graphics card as a cheap supercomputer

Přikryl, Jan (2013)

Programs and Algorithms of Numerical Mathematics

The current powerful graphics cards, providing stunning real-time visual effects for computer-based entertainment, have to accommodate powerful hardware components that are able to deliver the photo-realistic simulation to the end-user. Given the vast computing power of the graphics hardware, its producers very often offer a programming interface that makes it possible to use the computational resources of the graphics processors (GPU) to more general purposes. This step gave birth to the so-called...

High-dimensional gaussian model selection on a gaussian design

Nicolas Verzelen (2010)

Annales de l'I.H.P. Probabilités et statistiques

We consider the problem of estimating the conditional mean of a real gaussian variable Y=∑i=1pθiXi+ɛ where the vector of the covariates (Xi)1≤i≤p follows a joint gaussian distribution. This issue often occurs when one aims at estimating the graph or the distribution of a gaussian graphical model. We introduce a general model selection procedure which is based on the minimization of a penalized least squares type criterion. It handles a variety of problems such as ordered and complete variable selection,...

How the design of an experiment influences the nonsensitiveness regions in models with variance components

Lubomír Kubáček, Ludmila Kubáčková, Eva Tesaříková, Jaroslav Marek (1998)

Applications of Mathematics

Nonsensitiveness regions for estimators of linear functions, for confidence ellipsoids, for the level of a test of a linear hypothesis on parameters and for the value of the power function are investigated in a linear model with variance components. The influence of the design of an experiment on the nonsensitiveness regions mentioned is numerically demonstrated and discussed on an example.

How to deal with regression models with a weak nonlinearity

Eva Tesaríková, Lubomír Kubáček (2001)

Discussiones Mathematicae Probability and Statistics

If a nonlinear regression model is linearized in a non-sufficient small neighbourhood of the actual parameter, then all statistical inferences may be deteriorated. Some criteria how to recognize this are already developed. The aim of the paper is to demonstrate the behaviour of the program for utilization of these criteria.

Improving both domain and total area estimation by composition.

Alex Costa, Albert Satorra, Eva Ventura (2004)

SORT

In this article we propose small area estimators for both the small and large area parameters. When the objective is to estimate parameters at both levels, optimality is achieved by a sample design that combines fixed and proportional allocation. In such a design, one fraction of the sample is distributed proportionally among the small areas and the rest is evenly distributed. Simulation is used to assess the performance of the direct estimator and two composite small area estimators, for a range...

Improving small area estimation by combining surveys: new perspectives in regional statistics.

Alex Costa, Albert Satorra, Eva Ventura (2006)

SORT

A national survey designed for estimating a specific population quantity is sometimes used for estimation of this quantity also for a small area, such as a province. Budget constraints do not allow a greater sample size for the small area, and so other means of improving estimation have to be devised. We investigate such methods and assess them by a Monte Carlo study. We explore how a complementary survey can be exploited in small area estimation. We use the context of the Spanish Labour Force Survey...

Inference for random effects in prime basis factorials using commutative Jordan algebras

Vera M. Jesus, Paulo Canas Rodrigues, João Tiago Mexia (2007)

Discussiones Mathematicae Probability and Statistics

Commutative Jordan algebras are used to drive an highly tractable framework for balanced factorial designs with a prime number p of levels for their factors. Both fixed effects and random effects models are treated. Sufficient complete statistics are obtained and used to derive UMVUE for the relevant parameters. Confidence regions are obtained and it is shown how to use duality for hypothesis testing.

Inference in linear models with inequality constrained parameters

Henning Knautz (2000)

Discussiones Mathematicae Probability and Statistics

In many econometric applications there is prior information available for some or all parameters of the underlying model which can be formulated in form of inequality constraints. Procedures which incorporate this prior information promise to lead to improved inference. However careful application seems to be necessary. In this paper we will review some methods proposed in the literature. Among these there are inequality constrained least squares (ICLS), constrained maximum likelihood (CML) and...

Inference on the location parameter of exponential populations

Maria de Fátima Brilhante, Sandra Mendonça, Dinis Duarte Pestana, Maria Luísa Rocha (2009)

Discussiones Mathematicae Probability and Statistics

Studentization and analysis of variance are simple in Gaussian families because X̅ and S² are independent random variables. We exploit the independence of the spacings in exponential populations with location λ and scale δ to develop simple ways of dealing with inference on the location parameter, namely by developing an analysis of scale in the homocedastic independent k-sample problem.

Influence diagnostics in exponentiated-Weibull regression models with censored data.

Edwin M. M. Ortega, Vicente G. Cancho, Heleno Bolfarine (2006)

SORT

Diagnostic methods have been an important tool in regression analysis to detect anomalies, such as departures from the error assumptions and the presence of outliers and influential observations with the fitted models. The literature provides plenty of approaches for detecting outlying or influential observations in data sets. In this paper, we follow the local influence approach (Cook 1986) in detecting influential observations with exponentiated-Weibull regression models. The relevance of the...

Insensitivity region for variance components in general linear model

Hana Boháčová (2008)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

In linear regression models the estimator of variance components needs a suitable choice of a starting point for an iterative procedure for a determination of the estimate. The aim of this paper is to find a criterion for a decision whether a linear regression model enables to determine the estimate reasonably and whether it is possible to do so when using the given data.

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