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A weighted multivariate signed-rank test is introduced for an analysis of multivariate clustered data. Observations in different clusters may then get different weights. The test provides a robust and efficient alternative to normal theory based methods. Asymptotic theory is developed to find...
Persistent link: https://www.econbiz.de/10005153071
The so-called independent component (IC) model states that the observed p-vectorX is generated via X=[Lambda]Z+[mu], where [mu] is a p-vector, [Lambda] is a full-rank matrix, and the centered random vector Z has independent marginals. We consider the problem of testing the null hypothesis on the...
Persistent link: https://www.econbiz.de/10005006423
Clustered data arise commonly in practice and it is often of interest to estimate the mean response parameters as well as the association parameters. However, most research has been directed to address the mean response parameters with the association parameters relegated to a nuisance role....
Persistent link: https://www.econbiz.de/10005221548
expanding educational opportunities from primary school through university to the past four decades. More over, international …
Persistent link: https://www.econbiz.de/10005789250
shares, notably increases in Services and Primary sector shares and a decrease in the share of Manufacturing, this has not …
Persistent link: https://www.econbiz.de/10012115486
The speech mainly gives insights into aspects like what is globalisation, urban growth in the next 30 years, new challenges of Globalisation for Cities, the poor that emerges along with the cities, the demographic changes that are going to take place, urban financing and governance [Plenary...
Persistent link: https://www.econbiz.de/10005487560
In this paper a numerical method to compute principal component geodesics for Kendall's planar shape spaces-which are essentially complex projective spaces-is presented. Underlying is the notion of principal component analysis based on geodesics for non-Euclidean manifolds as proposed in an...
Persistent link: https://www.econbiz.de/10005093738
The penalized profile sampler for semiparametric inference is an extension of the profile sampler method [B.L. Lee, M.R. Kosorok, J.P. Fine, The profile sampler, Journal of the American Statistical Association 100 (2005) 960-969] obtained by profiling a penalized log-likelihood. The idea is to...
Persistent link: https://www.econbiz.de/10005093808
A nearly unstable sequence of stationary spatial autoregressive processes is investigated, when the sum of the absolute values of the autoregressive coefficients tends to one. It is shown that after an appropriate normalization the least squares estimator for these coefficients has a normal...
Persistent link: https://www.econbiz.de/10005093858
In this paper, we define two restricted estimators for the regression parameters in a multiple linear regression model with measurement errors when prior information for the parameters is available. We then construct two sets of improved estimators which include the preliminary test estimator,...
Persistent link: https://www.econbiz.de/10005106965