Similar Search Results

Simultaneous estimation of hunting pressure harvest and hunter success rates using WinBUGS

White, Gentry; Sun, Dongchu - 2006

The use of hierarchical Bayesian spatial models in the analysis of ecological data is increasingly prevalent. The implementation of these models has been heretofore limited to specifically written software that required extensive programming knowledge to create. The advent of WinBUGS provides...

Persistent link: https://www.econbiz.de/10009448172

Nonparametric Quasi-likelihood in Longitudinal Data Analysis

Jiang, Xiaoping - 2004

This dissertation proposes a nonparametric quasi-likelihood approach to estimate regression coefficients in the class of generalized linear regression models for longitudinal data analysis, where the covariance matrices of the longitudinal data are totally unknown but are smooth functions of...

Persistent link: https://www.econbiz.de/10009450572

Business cycle estimation with high-pass and band-pass local polynomial regression

Álvarez, Luis J.

Incluye bibliografía ; Los filtros construidos a partir de métodos de regresión polinómica local (LPR) han sido utilizados en la literatura para estimar el ciclo económico. En este trabajo se proporciona una interpretación en el dominio de frecuencias del filtro de contraste obtenido como...

Persistent link: https://www.econbiz.de/10012530540

Forecasting time-varying value-at-risk

Cecchinato, Nedda - 2010

In this thesis we are interested in financial risk and the instrument we want to use is Value-at-Risk (VaR). VaR is the maximum loss over a given period of time at a given confidence level. Many definitions of VaR exist and some will be introduced throughout this thesis. There two main ways to...

Persistent link: https://www.econbiz.de/10009437788

Limits to Certainty in QoS Pricing and Bandwidth

Camp, L. Jean; Gideon, Carolyn - 2002

This paper explores the relationship between certainty of bandwidth and certainty of pricefor Internet services over a … statistically shared network. Both are important policyobjectives. Certainty of bandwidth is necessary if the Internet is to serve … price is important for universal service. More specifically, weillustrate that certainty of bandwidth and certainty of price …

Persistent link: https://www.econbiz.de/10009432839

Methods for estimating a conditional distribution function

Hall, Peter; Wolff, Rodney C.; Yao, Qiwei - 1999

Motivated by the problem of setting prediction intervals in time series analysis, we suggest two new methods for conditional distribution estimation. The first method is based on locally fitting a logistic model and is in the spirit of recent work on locally parametric techniques in density...

Persistent link: https://www.econbiz.de/10009437734

Nonparametric conditional inference for regression coefficients with application to configural polysampling

Ho, YHS; Lee, SMS - 2008

We consider inference procedures, conditional on an observed ancillary statistic, for regression coefficients under a linear regression setup where the unknown error distribution is specified nonparametrically. We establish conditional asymptotic normality of the regression coefficient...

Persistent link: https://www.econbiz.de/10009471396

Iterated smoothed bootstrap confidence intervals for population quantiles

Ho, YHS; Lee, SMS - 2005

This paper investigates the effects of smoothed bootstrap itera-tions on coverage probabilities of smoothed bootstrap and bootstrap-t confidence intervals for population quantiles, and establishes the opti-mal kernel bandwidths at various stages of the smoothing procedures. The conventional...

Persistent link: https://www.econbiz.de/10009471434

A nonparametric/parametric analysis of the Universal Soil Loss Equation.

Sonneveld, B.G.J.S.; Nearing, M.A. - 2003

Due to its modest data demands and transparent model structure, the Universal Soil Loss Equation (USLE) remains the most popular tool for water erosion hazard assessment. However, the model has several shortcomings, two of which are likely to have prominent implications for the model results....

Persistent link: https://www.econbiz.de/10009429549

Adaptive weighting for flexible estimation in nonparametric regression models.

Nosedal-Sanchez, Alvaro - 2011

We propose a new method to find spatially adaptive smoothing splines. This new method breaks down the interval [0, 1] into p disjoint sub-intervals. Then we define p functional components in [0, 1], which have two importantfeatures. First, the purpose of each of these p components is to estimate...

Persistent link: https://www.econbiz.de/10009429662