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81.
Hassan S. Bakouch Muhammad Nauman Khan Tassaddaq Hussain Christophe Chesneau 《Journal of applied statistics》2019,46(5):874-892
Development and application of probability models in data analysis are of major importance for all sciences. Therefore, we introduce a new model called a power log-Dagum distribution defined on the entire real line. The model contains many new sub-models: power logistic, linear log-Dagum, linear logistic and log-Dagum distributions among them. Some properties of the model including three different estimation procedures are justified. The model exhibits various shapes for the density and hazard rate functions. Moreover, the estimation procedures are compared using simulation studies. Finally, the model with others are fitted to three data sets, and it shows a better fit than the compared distributions defined on the real line. 相似文献
82.
Gerda Claeskens Christophe Croux Johan Van Kerckhoven 《Australian & New Zealand Journal of Statistics》2007,49(4):359-379
In order to make predictions of future values of a time series, one needs to specify a forecasting model. A popular choice is an autoregressive time‐series model, for which the order of the model is chosen by an information criterion. We propose an extension of the focused information criterion (FIC) for model‐order selection, with emphasis on a high predictive accuracy (i.e. the mean squared forecast error is low). We obtain theoretical results and illustrate by means of a simulation study and some real data examples that the FIC is a valid alternative to the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) for selection of a prediction model. We also illustrate the possibility of using the FIC for purposes other than forecasting, and explore its use in an extended model. 相似文献
83.
In a first step, we present the symbolic evolution of financial market that illustrates the growing “consumer-oriented” dimension of finance. We introduce then the technological evolution of finance, that derives from the growing computerization of finance. The third part of the paper shows that this double evolution in finance allows us to consider the financial market as a “hyper-market”. The financial market is then presented as a result of what Baudrillard calls a “hyper-reality”. In the last section, we show that this hyper-reality allows a plurality of theoretical interpretations of the financial reality. 相似文献
84.
Christophe Andrieu Arnaud Doucet 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2002,64(4):827-836
Summary. Solving Bayesian estimation problems where the posterior distribution evolves over time through the accumulation of data has many applications for dynamic models. A large number of algorithms based on particle filtering methods, also known as sequential Monte Carlo algorithms, have recently been proposed to solve these problems. We propose a special particle filtering method which uses random mixtures of normal distributions to represent the posterior distributions of partially observed Gaussian state space models. This algorithm is based on a marginalization idea for improving efficiency and can lead to substantial gains over standard algorithms. It differs from previous algorithms which were only applicable to conditionally linear Gaussian state space models. Computer simulations are carried out to evaluate the performance of the proposed algorithm for dynamic tobit and probit models. 相似文献
85.
This work deals with conditional quantiles estimation when several functional covariates are involved, via a support vector machines nonparametric methodology. We establish weak consistency of this estimator. To fit the additive components, we use an ordinary backfitting procedure combined with an iterative reweighted least-squares procedure to solve the penalised minimisation problem. This procedure makes it possible to derive a split sample method for choosing the hyper-parameters of the model. The performances of the proposed technique, in terms of forecast accuracy, are evaluated through simulation and a real dataset study. 相似文献
86.
Steffen Fieuws Geert Verbeke Filip Boen Christophe Delecluse 《Journal of the Royal Statistical Society. Series C, Applied statistics》2006,55(4):449-460
Summary. Questionnaires that are used to measure the effect of an intervention often consist of different sets of items, each set possibly measuring another concept. Mixed models with set-specific random effects are a flexible tool to model the different sets of items jointly. However, computational problems typically arise as the number of sets increases. This is especially true when the random-effects distribution cannot be integrated out analytically, as with mixed models for binary data. A pairwise modelling strategy, in which all possible bivariate mixed models are fitted and where inference follows from pseudolikelihood theory, has been proposed as a solution. This approach has been applied to assess the effect of physical activity on psychocognitive functioning, the latter measured by a battery of questionnaires. 相似文献
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89.
Ideally, corporations are directed by boards whose directors provide valuable human capital that match the firms’ strategy. We investigate how directors’ human capital (international experience, industrial know-how, CEO experience, and financial know-how) affects firm performance including the firm’s strategy (diversification and internationalization) and how human capital is related to acquisition strategies (non-diversifying and international acquisitions). Our sample consists of 560 firm-year observations in Switzerland. We find empirical evidence that directors’ human capital affects firm performance and that this relationship depends on the firm’s strategy. Furthermore, human capital is also correlated with acquisition strategy. The study shows that focusing on board independence and compliance issues may be unrewarding in board research and practice. 相似文献
90.
Hassan S. Bakouch Meitner Cadena Christophe Chesneau 《Journal of applied statistics》2021,48(16):3002
In this paper, we develop a new general class of skew distributions with flexibility properties on the tails. Moreover, such class can provide heavy and light tails. Some of its mathematical properties are studied, including the quantile function, the moments, the moment generating function and the mean of deviations. New skew distributions are derived and used to construct new models capturing asymmetry inherent to data. The estimation of the class parameters is investigated by the method of maximum likelihood and the performance of the estimators is assessed by a simulation study. Applications of the proposed distribution are explored for two climate data sets. The first data set concerns the annual heat wave index and the second data set involves temperature and precipitation measures from the meteorological station located at Schiphol, Netherlands. Data fitting results show that our models perform better than the competitors. 相似文献