Download or read book Improving Fractional Integration Tests with Bootstrap Distribution written by and published by . This book was released on 2000 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Improving Fractional Integration Tests with Bootstrap Distributions written by Michael K. Andersson and published by . This book was released on 2000 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Improving Fractional Integration Fets with Bootstrap Distributions written by Michael K. Andersson and published by . This book was released on 2000 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Bootstrap Inference in Time Series Econometrics written by Mikael Gredenhoff and published by Stockholm School of Economics Efi Economic Research Institut. This book was released on 1998 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Bootstrap Testing for Fractional Integration written by Michael K. Andersson and published by . This book was released on 1997 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Robust Testing for Fractional Integration Using the Bootstrap written by Michael K. Andersson and published by . This book was released on 1998 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistica written by and published by . This book was released on 2003 with total page 762 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Computationally Efficient Bootstrap equivalent Test for ANOVA in Skewed Populations with a Large Number of Factor Levels written by Richard Opoku-Nsiah and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in technology easily collect a large amount of data in scientific research such as agricultural screening and micro-array experiments. We are particularly interested in data from one-way and crossed two-way designs that have a large number of treatment combinations but small replications with heteroscedastic variances. In this framework, several test statistics have been proposed in the literature. Even though the form of these proposed test statistics may be different, they all use limiting normal or chi-square distribution to conduct their tests. Such approximation approaches the true distribution very slowly when the sample size ni is small while the number of levels of treatments a gets large. A strategy to obtain better accuracy in the classical large sample size setting is to use the bootstrap procedure with studentized statistic. Unfortunately, the available bootstrap method fails when the number of treatment level combinations is large while the number of replications is small. The Fisher and Hall (1990) asymptotic pivotal statistic under large sample size setting is no longer pivotal under small sample size setting with large number of treatment levels. In the first part of this dissertation, we start with describing suitable bootstrap statistics and procedures for hypothesis tests in one- and two-way ANOVA with a large number of levels and small sample sizes. We prove that the theoretical type I error-rate of Akritas and Papadatos (2004) and Wang and Akritas (2006) test statistics and their corresponding bootstrap versions have accuracy of order O(1/√a). We then modify their statistics to obtain asymptotically pivotal statistics in our current framework. We prove that the theoretical type I error-rate of the bootstrap version of the pivotal statistics is accurate up to order O(1/√a). In the second part of the dissertation, we propose a new test statistic in one-way ANOVA which is asymptotically pivotal in the current setting. We improve the accuracy of approximation of the distribution of the test statistic by deriving asymptotic expansion of the statistic under the current framework and define a new test rejection region through Cornish-Fisher expansion of quantiles. The type I error-rate of the new test has a faster convergence rate and is accurate up to order O(1/√a). Simulation studies show that our tests performs better in terms of type I error-rate but comparable power with that of Akritas and Papadatos (2004) in the large a small ni setting. The connection between our asymptotic expansions and bootstrap distribution in the large a small ni setting is discussed. Our proposed test based on asymptotic expansion and Cornish-Fisher expansion of quantiles have both the advantage of higher accuracy and computational efficiency due to no resampling is needed.
Download or read book Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models with an Application to Price Dynamics in Commodity Spot and Futures Markets written by Giuseppe Cavalierea and published by . This book was released on 2013 with total page 47 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistical and Econometric Methods for Transportation Data Analysis written by Simon Washington and published by CRC Press. This book was released on 2020-01-30 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book's website (with databases and other support materials) can be accessed here. Praise for the Second Edition: The second edition introduces an especially broad set of statistical methods ... As a lecturer in both transportation and marketing research, I find this book an excellent textbook for advanced undergraduate, Master’s and Ph.D. students, covering topics from simple descriptive statistics to complex Bayesian models. ... It is one of the few books that cover an extensive set of statistical methods needed for data analysis in transportation. The book offers a wealth of examples from the transportation field. —The American Statistician Statistical and Econometric Methods for Transportation Data Analysis, Third Edition offers an expansion over the first and second editions in response to the recent methodological advancements in the fields of econometrics and statistics and to provide an increasing range of examples and corresponding data sets. It describes and illustrates some of the statistical and econometric tools commonly used in transportation data analysis. It provides a wide breadth of examples and case studies, covering applications in various aspects of transportation planning, engineering, safety, and economics. Ample analytical rigor is provided in each chapter so that fundamental concepts and principles are clear and numerous references are provided for those seeking additional technical details and applications. New to the Third Edition Updated references and improved examples throughout. New sections on random parameters linear regression and ordered probability models including the hierarchical ordered probit model. A new section on random parameters models with heterogeneity in the means and variances of parameter estimates. Multiple new sections on correlated random parameters and correlated grouped random parameters in probit, logit and hazard-based models. A new section discussing the practical aspects of random parameters model estimation. A new chapter on Latent Class Models. A new chapter on Bivariate and Multivariate Dependent Variable Models. Statistical and Econometric Methods for Transportation Data Analysis, Third Edition can serve as a textbook for advanced undergraduate, Masters, and Ph.D. students in transportation-related disciplines including engineering, economics, urban and regional planning, and sociology. The book also serves as a technical reference for researchers and practitioners wishing to examine and understand a broad range of statistical and econometric tools required to study transportation problems.
Download or read book Unit Root Tests in Time Series Volume 2 written by K. Patterson and published by Springer. This book was released on 2012-07-05 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult even for the specialist. This book provides a way into the techniques of unit root testing, explaining the pitfalls and nonstandard cases, using practical examples and simulation analysis.
Download or read book Pattern Recognition and Artificial Intelligence Towards an Integration written by L.N. Kanal and published by Elsevier. This book was released on 2014-06-28 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume brings together the results of research into the methodology and applications of pattern recognition, with particular emphasis given to the incorporation of artificial intelligence methodologies into pattern recognition systems.The first part of this volume covers image analysis and processing software, systems and algorithms. Pattern analysis and classifier design are dealt with in part two, while the last part deals with model based and expert systems, including uncertainty calculus methods in pattern analysis and object recognition. A number of specific application areas are considered, including such diverse topics as fingerprinting, astronomy, molecular biology and pathology.
Download or read book Neural Information Processing written by Chi-Sing Leung and published by Springer. This book was released on 2009-12-15 with total page 927 pages. Available in PDF, EPUB and Kindle. Book excerpt: th This two-volume set constitutes the Proceedings of the 16 International Conference on Neural Information Processing (ICONIP 2009), held in Bangkok, Thailand, during December 1–5, 2009. ICONIP is a world-renowned international conference that is held annually in the Asia-Pacific region. This prestigious event is sponsored by the Asia Pacific Neural Network Assembly (APNNA), and it has provided an annual forum for international researchers to exchange the latest ideas and advances in neural networks and related discipline. The School of Information Technology (SIT) at King Mongkut’s University of Technology Thonburi (KMUTT), Bangkok, Thailand was the proud host of ICONIP 2009. The conference theme was “Challenges and Trends of Neural Information Processing,” with an aim to discuss the past, present, and future challenges and trends in the field of neural information processing. ICONIP 2009 accepted 145 regular session papers and 53 special session papers from a total of 466 submissions received on the Springer Online Conference Service (OCS) system. The authors of accepted papers alone covered 36 countries and - gions worldwide and there are over 500 authors in these proceedings. The technical sessions were divided into 23 topical categories, including 9 special sessions.
Download or read book Contributions To Information Integration Theory written by Norman H. Anderson and published by Psychology Press. This book was released on 2014-01-02 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of information integration provides a unified, general approach to the three disciplines of cognitive, social, and developmental psychology. Each of these volumes illustrates how the concepts and methods of this experimentally-grounded theory may be productively applied to core problems in one of these three disciplines.
Download or read book Nonlinear Financial Econometrics Markov Switching Models Persistence and Nonlinear Cointegration written by Greg N. Gregoriou and published by Springer. This book was released on 2010-12-08 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.
Download or read book Financial Management and Risk Analysis Strategies for Business Sustainability written by Enríquez-Díaz, Joaquín and published by IGI Global. This book was released on 2021-04-02 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: In light of the Sustainable Development Goals, sustainability is a factor to consider for understanding the changes that are coming in the business world and in different areas of management. Companies must reorient their business objectives towards sustainable and responsible production for the environment and society. In this context of change, it is important to open the debate and obtain more thorough knowledge on how companies should change their leaderships strategies and carry out their financial planning, as well as analyze the risk of their clients and innovative projects that respect the environment. Financial Management and Risk Analysis Strategies for Business Sustainability proposes a series of practical and theoretical perspectives on how the business world has to evolve to adapt to the new situation the world has reached due to undeniable climate change forcing businesses to redefine their productive processes and internal organization. Topics highlighted include financial management procedures, corporate social responsibility, risk analysis, financial literacy, and innovation in sustainability and sustainable development. This book is a useful reference source for managers, executives, engineers, business professionals, financial analysts, researchers, academicians, and students in the areas of management, human resources, accounting and finance, taxation, environmental economics, and some engineering areas.
Download or read book Medical Statistics from A to Z written by Brian S. Everitt and published by Cambridge University Press. This book was released on 2021-03-18 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: Succinctly explains statistical terms encountered in medicine using non-technical language, giving advice on common pitfalls in techniques.
