The business cycle behaviour of macroeconomic variables has long been of interest to economists, and attention has recently focused on two aspects of this behaviour - the 'stylized facts' of cyclical asymmetry and duration dependence. Cyclical asymmetry is where the economy behaves differently...

We consider a generalization of ridge regression and demonstrate advantages over ridge regression. We provide an empirical Bayes method for determining the ridge constants, using the Bayesian interpretation of ridge estimators, and show that this coincides with a method based on a generalization...

Balanced incomplete block design (BIBD) with repeated blocks is studied in detail. Methods of construction of BIB designs with repeated blocks are developed so as to distinguish the usual BIBD and BIBD with repeated blocks. One additional parameter, say d, is considered here, where d denotes the...

In this paper we illustrate the usefulness of influence functions for studying properties of various statistical estimators of mean rain rate using space-borne radar data. In Martin (1999), estimators using censoring, minimum chi-square, and least squares are compared in terms of asymptotic...

This paper provides a practical simulation-based Bayesian analysis of parameter-driven models for time series Poisson data with the AR(1) latent process. The posterior distribution is simulated by a Gibbs sampling algorithm. Full conditional posterior distributions of unknown variables in the...

Differences between plant varieties are based on phenotypic observations, which are both space and time consuming. Moreover, the phenotypic data result from the combined effects of genotype and environment. On the contrary, molecular data are easier to obtain and give a direct access to the...

Models for extreme values are usually based on detailed asymptotic argument, for which strong ergodic assumptions such as stationarity, or prescribed perturbations from stationarity, are required. In most applications of extreme value modelling such assumptions are not satisfied, but the type of...

In biology, medicine and anthropology, scientists try to reveal general patterns when comparing different sampling units such as biological taxa, diseases or cultures. A problem of such comparative data is that standard statistical procedures are often inappropriate due to possible...

Using Principal Component Analysis (PCA) in order to classify animal communities from transect counts is a widely used method. One problem with this approach is determining an appropriate cut-off point on the Principal Component (PC) axis to separate communities. We have developed a method using...

Transco is the main provider of gas transportation to domestic and commercial customers in mainland Britain. Gas arrives in Britain at a steady rate but is consumed with a distinct diurnal pattern. The safe and timely movement of gas from arrival at the beach in various places in Britain to...