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  • Search: isPartOf:"Journal of Applied Statistics"
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Year of publication
Subject
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Nigeria 186 Cointegration 49 Exchange rate 48 Estimation 44 Schätzung 43 Volatility 41 Wechselkurs 38 Economic growth 37 Kointegration 36 Monetary policy 35 Inflation 34 Geldpolitik 33 Theorie 33 Theory 33 Wirtschaftswachstum 32 Volatilität 30 Börsenkurs 24 Share price 24 Time series analysis 23 Zeitreihenanalyse 23 ARCH model 22 ARCH-Modell 22 Aktienmarkt 20 Stock market 20 GARCH 19 Economic Growth 18 Estimation theory 17 Interest rate 17 Schätztheorie 17 VAR model 17 VAR-Modell 17 ARDL 16 Zins 15 Asymmetry 14 Forecasting model 14 Kaufkraftparität 14 Monetary Policy 14 Prognoseverfahren 14 Purchasing power parity 14 Structural break 14
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Online availability
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Undetermined 2,046 Free 428
Type of publication
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Article 2,474
Type of publication (narrower categories)
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Article 214 Article in journal 214 Aufsatz in Zeitschrift 214
Language
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Undetermined 2,046 English 428
Author
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Doguwa, Sani I. 26 Omotosho, Babatunde S. 26 Bawa, Sani 16 Atoi, Ngozi V. 14 Balamurali, S. 13 Bada, Abiodun S. 12 Bassey, Kufre J. 12 Yaya, OlaOluwa S. 12 Abdullahi, Ismaila S. 10 Mardia, K. V. 10 Olowofeso, Olorunsola E. 10 Tumala, Mohammed M. 10 Shukur, Ghazi 9 Chen, Chung-Ho 8 Essien, Sunday N. 8 Govindaraju, K. 8 Hutson, Alan 8 Koukouvinos, C. 8 Molenberghs, Geert 8 Yaaba, Baba N. 8 Achcar, Jorge Alberto 7 Aslam, Muhammad 7 Bolfarine, Heleno 7 Galea, Manuel 7 Ganjali, M. 7 Ghosh, D. K. 7 Guo, Jiin-Huarng 7 Huang, Yangxin 7 Ober, Pieter Bastiaan 7 Oh, Man-Suk 7 Adejo, Valli T. 6 Adeleke, Abiola O. 6 Ajibola, Isaiah O. 6 Ajibola, Olufemi I. 6 Alade, Sarah O. 6 Asemota, Omorogbe J. 6 Bakouch, Hassan S. 6 Chou, Chao-Yu 6 Dialsingh, Isaac 6 Dzaan, Kumafan S. 6
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Institution
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Central Bank of Nigeria / International Investment Statistics Office 1
Published in...
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Journal of Applied Statistics 2,046 CBN Journal of Applied Statistics 214 CBN journal of applied statistics 214
Source
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RePEc 2,046 ECONIS (ZBW) 214 EconStor 214
Showing 1,181 - 1,190 of 2,474
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Double generalized linear model for tissue culture proportion data: a Bayesian perspective
Vieira, Afrânio M.C.; Leandro, Roseli A.; Demétrio, … - In: Journal of Applied Statistics 38 (2011) 8, pp. 1717-1731
Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will...
Persistent link: https://www.econbiz.de/10009226431
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Normality testing: two new tests using L-moments
Harri, Ardian; Coble, Keith H. - In: Journal of Applied Statistics 38 (2011) 7, pp. 1369-1379
Establishing that there is no compelling evidence that some population is not normally distributed is fundamental to many statistical inferences, and numerous approaches to testing the null hypothesis of normality have been proposed. Fundamentally, the power of a test depends on which specific...
Persistent link: https://www.econbiz.de/10009226438
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Semiparametric analysis of transformation models with doubly censored data
Shen, Pao-Sheng - In: Journal of Applied Statistics 38 (2011) 4, pp. 675-682
Double censoring arises when <italic>T</italic> represents an outcome variable that can only be accurately measured within a certain range, [<italic>L, U</italic>], where <italic>L</italic> and <italic>U</italic> are the left- and right-censoring variables, respectively. In this note, using Martingale arguments of Chen <italic>et al.</italic> [3], we propose an estimator...
Persistent link: https://www.econbiz.de/10009226440
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Weighted bagging: a modification of AdaBoost from the perspective of importance sampling
Yu, Qingzhao - In: Journal of Applied Statistics 38 (2011) 3, pp. 451-463
We motivate the success of AdaBoost (ADA) in classification problems by appealing to an importance sampling perspective. Based on this insight, we propose the Weighted Bagging (WB) algorithm, a regularization method that naturally extends ADA to solve both classification and regression problems....
Persistent link: https://www.econbiz.de/10009226441
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Capturing the re-admission process: focus on time window
Demir, Eren; Chaussalet, Thierry - In: Journal of Applied Statistics 38 (2011) 5, pp. 951-960
In the majority of studies on patient re-admissions, a re-admission is deemed to have occurred if a patient is admitted within a time window of the previous discharge date. However, these time windows have rarely been objectively justified. We capture the re-admission process from the community...
Persistent link: https://www.econbiz.de/10009226457
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Robustness of the EWMA and the combined <italic>X¯</italic>--EWMA control charts with variable sampling intervals to non-normality
Lin, Yu-Chang; Chou, Chao-Yu - In: Journal of Applied Statistics 38 (2011) 3, pp. 553-570
The exponentially weighted moving average (EWMA) control charts with variable sampling intervals (VSIs) have been shown to be substantially quicker than the fixed sampling intervals (FSI) EWMA control charts in detecting process mean shifts. The usual assumption for designing a control chart is...
Persistent link: https://www.econbiz.de/10009226460
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Elliptical safety region plots for <italic>C</italic> <sub> <italic>pk</italic> </sub>
Albing, Malin; Vännman, Kerstin - In: Journal of Applied Statistics 38 (2011) 6, pp. 1169-1187
The process capability index <italic>C</italic> <sub> <italic>pk</italic> </sub> is widely used when measuring the capability of a manufacturing process. A process is defined to be capable if the capability index exceeds a stated threshold value, e.g. <italic>C</italic> <sub> <italic>pk</italic> </sub>4/3. This inequality can be expressed graphically using a process capability plot,...
Persistent link: https://www.econbiz.de/10009226464
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Measuring effect size: a robust heteroscedastic approach for two or more groups
Wilcox, Rand R.; Tian, Tian S. - In: Journal of Applied Statistics 38 (2011) 7, pp. 1359-1368
Motivated by involvement in an intervention study, the paper proposes a robust, heteroscedastic generalization of what is popularly known as Cohen's d. The approach has the additional advantage of being readily extended to situations where the goal is to compare more than two groups. The method...
Persistent link: https://www.econbiz.de/10009226470
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Bayesian--frequentist hybrid model with application to the analysis of gene copy number changes
Yuan, Ao; Chen, Guanjie; Xiong, Juan; He, Wenqing; Jin, Wen - In: Journal of Applied Statistics 38 (2011) 5, pp. 987-1005
Gene copy number (GCN) changes are common characteristics of many genetic diseases. Comparative genomic hybridization (CGH) is a new technology widely used today to screen the GCN changes in mutant cells with high resolution genome-wide. Statistical methods for analyzing such CGH data have been...
Persistent link: https://www.econbiz.de/10009226471
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Testing for qualitative interaction of multiple sources of informative dropout in longitudinal data
Crawford, Sara B.; Hanfelt, John J. - In: Journal of Applied Statistics 38 (2011) 6, pp. 1249-1264
Longitudinal studies suffer from patient dropout. The dropout process may be informative if there exists an association between dropout patterns and the rate of change in the response over time. Multiple patterns are plausible in that different causes of dropout might contribute to different...
Persistent link: https://www.econbiz.de/10009226475
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