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  • Search: subject:"Marginal models"
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Year of publication
Subject
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Marginal models 8 marginal models 8 Conditional models 4 GARCH 4 Value-at-Risk 4 multiple time series 4 Bootstrap test 3 Estimation theory 3 Familial aggregation 3 Partial likelihood 3 Proportional hazards model 3 Quadratic exponential form 3 Schätztheorie 3 Second level nesting 3 Second-order methods 3 ARCH model 2 ARCH-Modell 2 Bootstrap approach 2 Bootstrap-Verfahren 2 Risikomaß 2 Risk measure 2 Statistical test 2 Statistischer Test 2 Time series analysis 2 Zeitreihenanalyse 2 bootstrap test 2 interaction 2 A-optimal designs 1 Aggregation 1 Approximate design 1 Cancer 1 Clayton models 1 Conditional inference 1 Covariate coefficient 1 Crossover design 1 D- 1 Dual consistency 1 G-optimal design 1 Generalized estimating equations 1 Krebskrankheit 1
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Online availability
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Free 8 Undetermined 8
Type of publication
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Article 8 Book / Working Paper 7 Other 1
Type of publication (narrower categories)
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Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 10 English 6
Author
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Ardia, David 5 Gatarek, Lukasz 5 Bonney, George E. 3 Hoogerheide, Lennart F. 3 Kötting, Joachim 3 Odai, Reginald N. O. 3 Urfer, Wolfgang 3 Schwabe, Rainer 2 Wong, Weng 2 Agresti, Alan 1 Ark, L. 1 Ato, Manuel 1 Cook, Richard J. 1 Croon, Marcel 1 He, W. 1 Hoogerheide, Lennart 1 Liu, Ivy 1 Rabadan, Rafael 1 Rodrigo, María 1 Sijtsma, Klaas 1 Suesse, Thomas 1 Wei, Wei 1 Yi, Grace Y. 1 hoogerheide, Lennart F. 1
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Institution
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Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Tinbergen Instituut 1
Published in...
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Computational Statistics & Data Analysis 2 Annals of the Institute of Statistical Mathematics 1 Cahiers de recherche 1 Discussion paper / Tinbergen Institute 1 Journal of risk 1 METRON 1 Metrika 1 Psychometrika 1 Quality & Quantity: International Journal of Methodology 1 Technical Report 1 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1 Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1
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Source
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RePEc 10 ECONIS (ZBW) 3 EconStor 2 BASE 1
Showing 1 - 10 of 16
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A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis
Ardia, David; Gatarek, Lukasz; Hoogerheide, Lennart F. - 2014
A novel simulation-based methodology is proposed to test the validity of a set of marginal time series models, where the dependence structure between the time series is taken 'directly' from the observed data. The procedure is useful when one wants to summarize the test results for several time...
Persistent link: https://www.econbiz.de/10010377229
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A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis
Ardia, David; Gatarek, Lukasz; Hoogerheide, Lennart F. - Tinbergen Instituut - 2014
A novel simulation-based methodology is proposed to test the validity of a set of marginal time series models, where the dependence structure between the time series is taken ‘directly’ from the observed data. The procedure is useful when one wants to summarize the test results for several...
Persistent link: https://www.econbiz.de/10011257126
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A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis
Ardia, David; Gatarek, Lukasz; hoogerheide, Lennart F. - Centre Interuniversitaire sur le Risque, les Politiques … - 2014
A novel simulation-based methodology is proposed to test the validity of a set of marginal time series models, where the dependence structure between the time series is taken ‘directly’ from the observed data. The procedure is useful when one wants to summarize the test results for several...
Persistent link: https://www.econbiz.de/10010752080
Saved in:
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A new bootstrap test for the validity of a set of marginal models for multiple dependent time series : an application to risk analysis
Ardia, David; Gatarek, Lukasz; Hoogerheide, Lennart F. - 2014
A novel simulation-based methodology is proposed to test the validity of a set of marginal time series models, where the dependence structure between the time series is taken "directly" from the observed data. The procedure is useful when one wants to summarize the test results for several time...
Persistent link: https://www.econbiz.de/10010250513
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A new bootstrap test for multiple assets joint risk testing
Ardia, David; Gatarek, Lukasz; Hoogerheide, Lennart - In: Journal of risk 19 (2016/2017) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10011710231
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Two Bayesian/frequentist challenges for categorical data analyses
Agresti, Alan - In: METRON 72 (2014) 2, pp. 125-132
We discuss two challenging scenarios for frequentist and/or Bayesian inference for categorical data. First, for parameter space regions described by order restrictions, frequentist methods are less straightforward than Bayesian methods, especially for interval estimation. Second, for marginal...
Persistent link: https://www.econbiz.de/10011000657
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Analysis of multivariate survival data with Clayton regression models under conditional and marginal formulations
He, W. - In: Computational Statistics & Data Analysis 74 (2014) C, pp. 52-63
The Clayton models, also called gamma frailty models, have been widely used for multivariate survival analysis. These models typically appear in either conditional or marginal formulations where covariates are incorporated through regression models. The two formulations provide us the...
Persistent link: https://www.econbiz.de/10010753542
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Robust Tests for Treatment Effects Based on Censored Recurrent Event Data Observed over Multiple Periods
Cook, Richard J.; Wei, Wei; Yi, Grace Y. - 2005
We derive semiparametric methods for estimating and testing treatment effects when censored recurrent event data are available over multiple periods. These methods are based on estimating functions motivated by a working “mixed-Poisson” assumption under which conditioning can eliminate...
Persistent link: https://www.econbiz.de/10009477133
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Mantel–Haenszel estimators of odds ratios for stratified dependent binomial data
Suesse, Thomas; Liu, Ivy - In: Computational Statistics & Data Analysis 56 (2012) 9, pp. 2705-2717
A standard approach to analyzing n binary matched pairs usually represented in n 2×2 tables is to apply a subject-specific model; for the simplest situation it is the so-called Rasch model. An alternative population-averaged approach is to apply a marginal model to the single 2×2 table formed...
Persistent link: https://www.econbiz.de/10011056512
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Application of the disposition model to breast cancer data
Odai, Reginald N. O.; Urfer, Wolfgang; Kötting, Joachim; … - 2003
In this paper, we have presented the second level nesting of Bonney's disposition model (Bonney, 1998) and examined the implications of higher level nesting of the disposition model in relation to the dimension of the parameter space. We have also compared the performance of the disposition...
Persistent link: https://www.econbiz.de/10010306269
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