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31.
Circular data are observations that are represented as points on a unit circle. Times of day and directions of wind are two such examples. In this work, we present a Bayesian approach to regress a circular variable on a linear predictor. The regression coefficients are assumed to have a nonparametric distribution with a Dirichlet process prior. The semiparametric Bayesian approach gives added flexibility to the model and is useful especially when the likelihood surface is ill behaved. Markov chain Monte Carlo techniques are used to fit the proposed model and to generate predictions. The method is illustrated using an environmental data set. 相似文献
32.
Self-exciting threshold autoregressive moving average (SETARMA) nonlinear time-series model is considered here. Sufficient conditions for invertibility and stationarity are derived. Parameter estimation algorithm is developed by employing real-coded genetic algorithm stochastic optimization procedure. A significant feature of the work done is that optimal out-of-sample forecasts up to three-step ahead and their forecast error variances are derived analytically. Relevant computer programs are written in statistical analysis system (SAS) and C. As an illustration, annual mackerel catch time-series data are considered. Forecast performance of the fitted model for hold-out data is evaluated by using Naive and Monte Carlo approaches. It is found that optimal out-of-sample forecast values are quite close to actual values and estimated variances are quite close to theoretical values. Superiority of the SETARMA model over the SETAR model for equal predictive ability through Diebold–Mariano test is also established. 相似文献
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34.
Arpita Ghosh Matthew Kessler Katelyn Heyrman Brett Opelt Matthew Carbonelli Nadya A. Fouad 《The Career development quarterly》2019,67(4):365-371
Student military veterans pursuing higher education present with unique career development needs. To better understand these needs, the authors conducted an exploratory study to examine career transition readiness, career adaptability, academic satisfaction, and satisfaction with life among 134 student military veterans (34 women, 100 men). Results indicated statistically significant positive correlations between satisfaction with life scores and scores on measures of career transition readiness and career adaptability. Regression results demonstrated that career transition readiness and career adaptability predicted satisfaction with life, but not academic satisfaction. The findings suggest a need to understand the complexity of student veterans’ career and academic development in both research and practice. 相似文献
35.
Samiran Ghosh 《Statistics and Computing》2011,21(3):451-462
Lasso proved to be an extremely successful technique for simultaneous estimation and variable selection. However lasso has
two major drawbacks. First, it does not enforce any grouping effect and secondly in some situation lasso solutions are inconsistent
for variable selection. To overcome this inconsistency adaptive lasso is proposed where adaptive weights are used for penalizing
different coefficients. Recently a doubly regularized technique namely elastic net is proposed which encourages grouping effect
i.e. either selection or omission of the correlated variables together. However elastic net is also inconsistent. In this
paper we study adaptive elastic net which does not have this drawback. In this article we specially focus on the grouped selection
property of adaptive elastic net along with its model selection complexity. We also shed some light on the bias-variance tradeoff
of different regularization methods including adaptive elastic net. An efficient algorithm was proposed in the line of LARS-EN,
which is then illustrated with simulated as well as real life data examples. 相似文献
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Finite mixture models have provided a reasonable tool to model various types of observed phenomena, specially those which are random in nature. In this article, a finite mixture of Weibull and Pareto (IV) distribution is considered and studied. Some structural properties of the resulting model are discussed including estimation of the model parameters via expectation maximization (EM) algorithm. A real-life data application exhibits the fact that in certain situations, this mixture model might be a better alternative than the rival popular models. 相似文献
38.
Subharati Ghosh Jung-Hwa Ha Manacy Pai Harper Essenfeld 《Journal of gerontological social work》2016,59(1):56-72
The study examined the effect of adult children’s disability on parents’ physical health in later life and the extent to which parents’ symptoms of alcoholism in mid-life moderates the link between children’s disability and later life parental health. Analyses are based on data from the Wisconsin Longitudinal Study. The analytic sample included parents of children with developmental disabilities (n = 145) or mental health problems (n = 200) and 2,432 parents of unaffected children. The results showed that the negative health consequences in later life of having a child with a developmental disability were greater for those who showed more symptoms of alcoholism in mid-life. However, symptoms of alcoholism in mid-life did not significantly moderate the impact of an adult child’s mental health problems on parents’ later life physical health. The findings suggest a potential area where gerontological social workers could intervene, given the negative impact of symptoms of alcoholism on the health of aging parents of children with a disability who may be significantly more susceptible to the negative health impacts of alcohol compared to their younger counterparts. 相似文献
39.
Digital video recorders (DVRs) are an emerging technology that is fundamentally changing the competitive landscape in industries that advertise on television. Perhaps the most familiar impact of DVR technology is that it enables consumers to avoid advertisements (ads) by fast forwarding through them. However, this “zipping” of ads is only one aspect of the impact of DVR technology. DVRs also collect a wealth of information at the consumer level that can be used by firms to target their ads more effectively. We examine how this targeting capability moderates the impact of ad avoidance in a competitive setting. Insights are provided on how best to manage this emerging technology in terms of the key managerial decisions of product pricing and advertising efforts, as well as its impact on profits in a competitive (duopoly) marketplace. 相似文献
40.
Basu Ayanendranath Ghosh Abhik Mandal Abhijit Martin Nirian Pardo Leandro 《Statistical Methods and Applications》2021,30(3):973-1005
Statistical Methods & Applications - We consider the problem of robust inference under the generalized linear model (GLM) with stochastic covariates. We derive the properties of the minimum... 相似文献