Sample density as the function-estimate of population's distribution
Sampling properties of estimators of nucleotide diversity at discovered SNP sites
SNP sites are generally discovered by sequencing regions of the human genome in a limited number of individuals. This may leave SNP sites present in the region, but containing rare mutant nucleotides, undetected. Consequently, estimates of nucleotide diversity obtained from assays of detected SNP sites are biased. In this research we present a statistical model of the SNP discovery process, which is used to evaluate the extent of this bias. This model involves the symmetric Beta distribution of...
Scale space methods for analysis of type 2 diabetes patients' blood glucose values.
Seemingly unrelated regression models
The cross-covariance matrix of observation vectors in two linear statistical models need not be zero matrix. In such a case the problem is to find explicit expressions for the best linear unbiased estimators of both model parameters and estimators of variance components in the simplest structure of the covariance matrix. Univariate and multivariate forms of linear models are dealt with.
Segmentation of the Poisson and negative binomial rate models: a penalized estimator
We consider the segmentation problem of Poisson and negative binomial (i.e. overdispersed Poisson) rate distributions. In segmentation, an important issue remains the choice of the number of segments. To this end, we propose a penalized -likelihood estimator where the penalty function is constructed in a non-asymptotic context following the works of L. Birgé and P. Massart. The resulting estimator is proved to satisfy an oracle inequality. The performances of our criterion is assessed using simulated...
Selective lack-of-memory and its application
We say that a random variable X taking nonnegative integers has selective lack-of-memory (SLM) property with selector s if P(X ≥ n + s/X ≥ n) = P(X ≥ s) for n = 0,1,.... This property is characterized in an elementary manner by probabilities pₙ = P(X=n). An application in car insurance is presented.
Semantic evaluation of prognostic statements on the base of probabilistic parameters
Semi- and nonparametric ARCH processes.
Sensitivity studies of pollutant concentrations calculated by the UNI-DEM with respect to the input emissions
The influence of emission levels on the concentrations of four important air pollutants (ammonia, ozone, ammonium sulphate and ammonium nitrate) over three European cities (Milan, Manchester, and Edinburgh) with different geographical locations is considered. Sensitivity analysis of the output of the Unified Danish Eulerian Model according to emission levels is provided. The Sobol’ variance-based approach for global sensitivity analysis has been applied to compute the corresponding sensitivity measures....
Sequential monitoring for change in scale
We propose a sequential monitoring scheme for detecting a change in scale. We consider a stable historical period of length . The goal is to propose a test with asymptotically small probability of false alarm and power 1 as the length of the historical period tends to infinity. The asymptotic distribution under the null hypothesis and consistency under the alternative hypothesis is derived. A small simulation study illustrates the finite sample performance of the monitoring scheme.
Serveis estadístics. Preparant-se per al futur.
El objetivo de este análisis es mirar hacia adelante: cuáles son los retos a los que se enfrentan las agencias de estadística y cómo han de encararlos. Se analiza el contexto dentro del cual han de evolucionar los institutos de estadística: las principales fuerzas que modifican la economía y la sociedad, las medidas políticas nuevas que aparentemente requieren información estadística nueva o adicional y los cambios en la naturaleza de los gobiernos que tienen repercusiones significativas para los...
Setting Test Limits Under Prescribed Consumer Loss.
Sex, Age and Growth of the Spurdog (Squalus Acanthias Linnaeus, 1758) in the Southeastern Black Sea
Shape factor extremes for prolate spheroids
Microscopic prolate spheroids in a given volume of an opaque material are considered. The extremes of the shape factor of the spheroids are studied. The profiles of the spheroids are observed on a random planar section and based on these observations we want to estimate the distribution of the extremal shape factor of the spheroids. We show that under a tail uniformity condition the Maximum domain of attraction is stable. We discuss the normalising constants (n.c.) for the extremes of the spheroid...
Simple relations between some models of factor analysis
Some applications of time series models to financial data
Some Bivariate Models for Traffic Accidents
Some Diagnostic Tools in Robust Econometrics
Highly robust statistical and econometric methods have been developed not only as a diagnostic tool for standard methods, but they can be also used as self-standing methods for valid inference. Therefore the robust methods need to be equipped by their own diagnostic tools. This paper describes diagnostics for robust estimation of parameters in two econometric models derived from the linear regression. Both methods are special cases of the generalized method of moments estimator based on implicit...
Some Distribution-Free Small Samples Methods for Interval Estimation and Hypothesis Testing in Linear Shock Models
Some invariant test procedures for detection of structural changes
Regression and scale invariant -test procedures are developed for detection of structural changes in linear regression model. Their limit properties are studied under the null hypothesis.