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Regression analysis of multivariate panel count data with an informative observation process

Zhang, Haixiang; Zhao, Hui; Sun, Jianguo; Wang, Dehui; … - In: Journal of Multivariate Analysis 119 (2013) C, pp. 71-80

Multivariate panel count data arise in event history studies on recurrent events if there exist several related events and study subjects can be examined or observed only at discrete time points instead of over continuous periods. In these situations, a complicated issue that may arise is that...

Persistent link: https://www.econbiz.de/10010678849

Generalized multivariate Birnbaum–Saunders distributions and related inferential issues

Kundu, Debasis; Balakrishnan, N.; Jamalizadeh, Ahad - In: Journal of Multivariate Analysis 116 (2013) C, pp. 230-244

Birnbaum and Saunders introduced in 1969 a two-parameter lifetime distribution which has been used quite successfully to model a wide variety of univariate positively skewed data. Diaz-Garcia and Leiva-Sanchez [8] proposed a generalized Birnbaum–Saunders distribution by using an elliptically...

Persistent link: https://www.econbiz.de/10011042008

On the Durbin–Wagle randomization device and some of its applications

Szkutnik, Zbigniew - In: Journal of Multivariate Analysis 109 (2012) C, pp. 103-108

Validity of Wagle’s multivariate extension of the Durbin randomization device is directly proved and some vague points of the original paper are clarified. The device is then used in a non-standard way to obtain asymptotic distributions of some functions of the multivariate Gaussian sample...

Persistent link: https://www.econbiz.de/10010576494

Common Principal Components for Dependent Random Vectors

Neuenschwander, Beat E.; Flury, Bernard D. - In: Journal of Multivariate Analysis 75 (2000) 2, pp. 163-183

Let the kp-variate random vector X be partitioned into k subvectors Xi of dimension p each, and let the covariance matrix [Psi] of X be partitioned analogously into submatrices [Psi]ij. The common principal component (CPC) model for dependent random vectors assumes the existence of an orthogonal...

Persistent link: https://www.econbiz.de/10005221668

Efficient algorithm for estimating the parameters of a chirp signal

Lahiri, Ananya; Kundu, Debasis; Mitra, Amit - In: Journal of Multivariate Analysis 108 (2012) C, pp. 15-27

Chirp signals play an important role in the statistical signal processing. Recently Kundu and Nandi (2008) [8] derived the asymptotic properties of the least squares estimators of the unknown parameters of the chirp signals model in the presence of stationary noise. Unfortunately they did not...

Persistent link: https://www.econbiz.de/10010572286

Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models

Härdle, Wolfgang Karl; Ritov, Ya’acov; Wang, Weining - In: Journal of Multivariate Analysis 134 (2015) C, pp. 129-145

This study considers the theoretical bootstrap “coupling” techniques for nonparametric robust smoothers and quantile … regression, and we verify the bootstrap improvement. To handle the curse of dimensionality, a variant of “coupling” bootstrap … bootstrap method can be used in many situations such as constructing confidence intervals and bands. We demonstrate the …

Persistent link: https://www.econbiz.de/10011189579

Bootstrap confidence bands and partial linear quantile regression

Song, Song; Ritov, Ya’acov; Härdle, Wolfgang K. - In: Journal of Multivariate Analysis 107 (2012) C, pp. 244-262

In this paper bootstrap confidence bands are constructed for nonparametric quantile estimates of regression functions … bootstrap approximation provides an improvement. The case of multidimensional and discrete regressor variables is dealt with …

Persistent link: https://www.econbiz.de/10011041950

A direct bootstrapping technique and its application to a novel goodness of fit test

Radulovic, Dragan - In: Journal of Multivariate Analysis 107 (2012) C, pp. 181-199

statistics Hn and its bootstrap version Hn∗, without stipulating the existence of weak limits. As one possible application we …

Persistent link: https://www.econbiz.de/10011041981

Empirical and sequential empirical copula processes under serial dependence

Bücher, Axel; Volgushev, Stanislav - In: Journal of Multivariate Analysis 119 (2013) C, pp. 61-70

analysis of copula processes and appropriate bootstrap approximations in the setting of sequentially dependent data. One …

Persistent link: https://www.econbiz.de/10011041995

Binary response models with M-phase case-control data

Chiang, Chin-Tsang; Huang, Ming-Yueh; Bai, Ren-Hong - In: Journal of Multivariate Analysis 116 (2013) C, pp. 332-348

In this study, a more general single-index regression model was presented to characterize the relationship between a dichotomous response and covariates of interest. With M-phase (M≥2) case-control data supplemented by information on a response and certain covariates, we propose a pseudo...

Persistent link: https://www.econbiz.de/10011042005