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To model multivariate, possibly heavy-tailed data, we compare the multivariate normal model (N) with two versions of the multivariate Student model: the independent multivariate Student (IT) and the uncorrelated multivariate Student (UT). After recalling some facts about these distributions and...
Persistent link: https://www.econbiz.de/10012611170
GEOX is a computer package of Splus and Matlab routines implementing interactive graphics methods for exploring spatial data. We analyse a large data basis from the regional public health insurance agency concerning physicians' activity in the Midi-Pyrénées region. We evaluate in particular...
Persistent link: https://www.econbiz.de/10011314519
This paper proposes a nonparametric test of the non-convexity of a smooth regression function based on least squares or hybrid splines. By a simple formulation of the convexity hypothesis in the class of all polynomial cubic splines, we build a test which has an asymptotic size equal to the...
Persistent link: https://www.econbiz.de/10010309920