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21.
In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns. 相似文献
22.
Recently, there has been a great interest in the analysis of longitudinal data in which the observation process is related to the longitudinal process. In literature, the observation process was commonly regarded as a recurrent event process. Sometimes some observation duration may occur and this process is referred to as a recurrent episode process. The medical cost related to hospitalization is an example. We propose a conditional modeling approach that takes into account both informative observation process and observation duration. We conducted simulation studies to assess the performance of the method and applied it to a dataset of medical costs. 相似文献
23.
ABSTRACTIn this article, we study the recursive kernel estimator of the conditional quantile of a scalar response variable Y given a random variable (rv) X taking values in a semi-metric space. Two estimators are considered. While the first one is given by inverting the double-kernel estimate of the conditional distribution function, the second estimator is obtained by using the robust approach. We establish the almost complete consistency of these estimates when the observations are sampled from a functional ergodic process. Finally, a simulation study is carried out to illustrate the finite sample performance of these estimators. 相似文献
24.
Neil Butler 《统计学通讯:理论与方法》2013,42(9):2325-2342
This paper demonstrates that well-known parameter estimation methods for Gaussian fields place different emphasis on the high and low frequency components of the data. As a consequence, the relative importance of the frequencies under the objective of the analysis should be taken into account when selecting an estimation method, in addition to other considerations such as statistical and computational efficiency. The paper also shows that when noise is added to the Gaussian field, maximum pseudolikelihood automatically sets the smoothing parameter of the model equal to one. A simulation study then indicates that generalised cross-validation is more robust than maximum likelihood un- der model misspecification in smoothing and image restoration problems. This has implications for Bayesian procedures since these use the same weightings of the frequencies as the likelihood. 相似文献
25.
《统计学通讯:理论与方法》2013,42(9):1835-1858
Abstract The efficacy and the asymptotic relative efficiency (ARE) of a weighted sum of Kendall's taus, a weighted sum of Spearman's rhos, a weighted sum of Pearson's r's, and a weighted sum of z-transformation of the Fisher–Yates correlation coefficients, in the presence of a blocking variable, are discussed. The method of selecting the weighting constants that maximize the efficacy of these four correlation coefficients is proposed. The estimate, test statistics and confidence interval of the four correlation coefficients with weights are also developed. To compare the small-sample properties of the four tests, a simulation study is performed. The theoretical and simulated results all prefer the weighted sum of the Pearson correlation coefficients with the optimal weights, as well as the weighted sum of z-transformation of the Fisher–Yates correlation coefficients with the optimal weights. 相似文献
26.
Koen Jochmans 《商业与经济统计学杂志》2013,31(4):705-713
ABSTRACTWe consider a statistical model for directed network formation that features both node-specific parameters that capture degree heterogeneity and common parameters that reflect homophily among nodes. The goal is to perform statistical inference on the homophily parameters while treating the node-specific parameters as fixed effects. Jointly estimating all parameters leads to incidental-parameter bias and incorrect inference. As an alternative, we develop an approach based on a sufficient statistic that separates inference on the homophily parameters from estimation of the fixed effects. The estimator is easy to compute and can be applied to both dense and sparse networks, and is shown to have desirable asymptotic properties under sequences of growing networks. We illustrate the improvements of this estimator over maximum likelihood and bias-corrected estimation in a series of numerical experiments. The technique is applied to explain the import and export patterns in a dense network of countries and to estimate a more sparse advice network among attorneys in a corporate law firm. 相似文献
27.
In this article, we develop regression models with cross‐classified responses. Conditional independence structures can be explored/exploited through the selective inclusion/exclusion of terms in a certain functional ANOVA decomposition, and the estimation is done nonparametrically via the penalized likelihood method. A cohort of computational and data analytical tools are presented, which include cross‐validation for smoothing parameter selection, Kullback–Leibler projection for model selection, and Bayesian confidence intervals for odds ratios. Random effects are introduced to model possible correlations such as those found in longitudinal and clustered data. Empirical performances of the methods are explored in simulation studies of limited scales, and a real data example is presented using some eyetracking data from linguistic studies. The techniques are implemented in a suite of R functions, whose usage is briefly described in the appendix. The Canadian Journal of Statistics 39: 591–609; 2011. © 2011 Statistical Society of Canada 相似文献
28.
H. Papageorgiou 《统计学通讯:理论与方法》2013,42(3):893-905
The method of MML estimation for a univariate normal (Tiku 1967, 1973) is extended to a bivariate normal population. Thus, a theoretical foundation is given to the robust correlation coefficient proposed by Tiku and Balakrishnan (1986). 相似文献
29.
30.
Accompanying rapid economic growth in China, there have been provincial disparities. This article presents and analyzes the evolution of Chinas provincial GDP per capita disparity between 1952 and 1998. First, an examination of some basic indicators of disparity is carried out, and a test for unconditional convergence is performed to explore the dispersion features. Then, a more comprehensive regression analysis, allowing insights into the evidence of conditional convergence and highlighting the main determinants of growth in two main periods of the recent history of China (i.e., prereform and postreform) is presented. Finally, a discussion and conclusion are provided. 相似文献