The income or expenditure-related data sets are often nonlinear, heteroscedastic, skewed even after the transformation, and contain numerous outliers. We propose a class of robust nonlinear models that treat outlying observations effectively without removing them. For this purpose, case-specific parameters and a related penalty are employed to detect and modify the outliers systematically. We show how the existing nonlinear models such as smoothing splines and generalized additive models can be robustified by the case-specific parameters. Next, we extend the proposed methods to the heterogeneous models by incorporating unequal weights. The details of estimating the weights are provided. Two real data sets and simulated data sets show the potential of the proposed methods when the nature of the data is nonlinear with outlying observations. 相似文献
The normal hematological values in various phases of the rat life provide a valuable guide to researchers and could be useful for experimental works. However, database information available on the literature are incomplete. Aim: This study aimed to present normal hematological parameters of young and aged rats.
Methods: Male and female rats were distributed into seven experimental groups with 1, 2, 3, 6, 12, 18, and 24 months of age. Blood samples taken from the tails were analyzed. Normal hematological values were determined for each age group.
Results: Rats showed a progressive weight gain with advancing age, predominantly after 3 months of life. With advancing age, differences were found on hematological parameters: some of them showed a progressive rise with age and others did not. Hemoglobin levels and hematocrit did not change while the number of circulating red blood cells suffered slight increase.
Conclusion: The present study determined the normal values for absolute and relative hematological parameters in Wistar rats from 2 to 24 months for male and female rats. The results can be used in studies of effects of aging, feeding, and medications on growing and aging rats. 相似文献
The least absolute shrinkage and selection operator (LASSO) can be formulated as a random effects model with an associated variance parameter that can be estimated with other components of variance. In this paper, estimation of the variance parameters is performed by means of an approximation to the marginal likelihood of the observed outcomes. The approximation is based on an alternative but equivalent formulation of the LASSO random effects model. Predictions can be made using point summaries of the predictive distribution of the random effects given the data with the parameters set to their estimated values. The standard LASSO method uses the mode of this distribution as the predictor. It is not the only choice, and a number of other possibilities are defined and empirically assessed in this article. The predictive mode is competitive with the predictive mean (best predictor), but no single predictor performs best across in all situations. Inference for the LASSO random effects is performed using predictive probability statements, which are more appropriate under the random effects formulation than tests of hypothesis. 相似文献
This paper analyses direct and indirect forms of dependence in the probability of scoring in a handball match, taking into account the mutual influence of both playing teams. Non-identical distribution (i.d.) and non-stationarity, which are commonly observed in sport games, are studied through the specification of time-varying parameters.
The model accounts for the binary character of the dependent variable, and for unobserved heterogeneity. The parameter dynamics is specified by a first-order auto-regressive process.
Data from the Handball World Championships 2001–2005 show that the dynamics of handball violate both independence and i.d., in some cases having a non-stationary behaviour. 相似文献
In this paper some Archimedean copula functions for bivariate financial returns are studied. The choice of this family is due to their ability to capture the tail dependence, which is an association measure we can detect in many bivariate financial time-series. A time-varying version of these copulae is also investigated. Finally, the Value-at-Risk is computed and its performance is compared across different copula specifications. 相似文献