Search Results - subject:"covariance function"

Bootstrap based model checks with missing binary response data

Dikta, Gerhard; Subramanian, Sundarraman; Winkler, Thorsten - In: Statistics & Probability Letters 83 (2013) 1, pp. 219-226

Dikta, Kvesic, and Schmidt proposed a model-based resampling scheme to approximate critical values of tests for model checking involving binary response data. Their approach is inapplicable when the binary response variable is not always observed, however. We propose a missingness adjusted...

Persistent link: https://www.econbiz.de/10010593918

Exponential inequality for negatively associated random variables

Nooghabi, H.; Azarnoosh, H. - In: Statistical Papers 50 (2009) 2, pp. 419-428

Persistent link: https://www.econbiz.de/10005184537

Varying-time random effects models for longitudinal data: unmixing and temporal interpolation of remote-sensing data

Cardot, Herve; Maisongrande, Philippe; Faivre, Robert - In: Journal of Applied Statistics 35 (2008) 8, pp. 827-846

Remote sensing is a helpful tool for crop monitoring or vegetation-growth estimation at a country or regional scale. However, satellite images generally have to cope with a compromise between the time frequency of observations and their resolution (i.e. pixel size). When concerned with high...

Persistent link: https://www.econbiz.de/10005492159

Nonstationary multivariate process modeling through spatially varying coregionalization

Gelfand, Alan; Schmidt, Alexandra; Banerjee, Sudipto; … - In: TEST: An Official Journal of the Spanish Society of … 13 (2004) 2, pp. 263-312

Persistent link: https://www.econbiz.de/10005390584

Bartlett-type formulas for complex multivariate time series of mixed spectra

Li, Ta-Hsin - In: Statistics & Probability Letters 28 (1996) 3, pp. 259-268

Asymptotic normality is established for the sample covariances and correlations of complex-valued multivariate time series with mixed spectra. Expressions for the asymptotic covariances are given that extend the classical results of Bartlett.

Persistent link: https://www.econbiz.de/10005314055

The Efficiency of One Long Run Versus Independent Replications in Steady-State Simulation

Whitt, Ward - In: Management Science 37 (1991) 6, pp. 645-666

one long run increases if the amount deleted increases or if the covariance function decreases more quickly (assuming it … state, one long run tends to be efficient when the covariance function decays rapidly compared to the rate the process … covariance function in detail, and use it as a basis for approximations. We also consider the M/G/\infty queueing model and …

Persistent link: https://www.econbiz.de/10009204153