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排序方式: 共有1384条查询结果,搜索用时 31 毫秒
31.
Eunju Hwang 《Statistics》2017,51(4):844-861
This paper studies the stationary bootstrap applicability for realized covariations of high frequency asynchronous financial data. The stationary bootstrap method, which is characterized by a block-bootstrap with random block length, is applied to estimate the integrated covariations. The bootstrap realized covariance, bootstrap realized regression coefficient and bootstrap realized correlation coefficient are proposed, and the validity of the stationary bootstrapping for them is established both for large sample and for finite sample. Consistencies of bootstrap distributions are established, which provide us valid stationary bootstrap confidence intervals. The bootstrap confidence intervals do not require a consistent estimator of a nuisance parameter arising from nonsynchronous unequally spaced sampling while those based on a normal asymptotic theory require a consistent estimator. A Monte-Carlo comparison reveals that the proposed stationary bootstrap confidence intervals have better coverage probabilities than those based on normal approximation. 相似文献
32.
ABDOLLAH JALILIAN YONGTAO GUAN RASMUS WAAGEPETERSEN 《Scandinavian Journal of Statistics》2013,40(1):119-137
Abstract. Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive or log linear random intensity functions. We moreover consider a new and flexible class of pair correlation function models given in terms of normal variance mixture covariance functions. The proposed methodology is applied to point pattern data sets of locations of tropical rain forest trees. 相似文献
33.
M. Safiul Haq 《统计学通讯:理论与方法》2013,42(9):857-866
The location-scale model with equi-correlated responses is discussed. The structure of the location-scale model is utilised to genera-te the prediction distribution of a future response and that of a set of future responses. The method avoids the integration procedures usually involved in derivation of prediction distributions and yields results same as those obtained by the Bayes method with the vague prior distribution* Finally the re-suits have been specialised to cover the case of the normal intra-class model. 相似文献
34.
Yongshuai Chen 《统计学通讯:理论与方法》2020,49(17):4216-4233
AbstractThis paper is concerned with independence test in high-dimension. A new test statistic is proposed with two terms: one is based on the modified distance correlation statistic, the other is constructed to enhance the power under sparse alternatives. Asymptotic properties of the test statistic are discussed under some regular conditions. The finite-sample simulations exhibit its superiority over some existing procedures. Finally, a real data example illustrates the proposed test. 相似文献
35.
陈薇 《安徽农业大学学报(社会科学版)》2016,(1):49-52,124
外商直接投资(FDI)在拓宽国内资金需求渠道的同时,具有较强的技术溢出效应,迎合了装备制造业资本和技术密集的双重特征。当前,安徽省装备制造业处在资本密集型占主导的发展阶段,对 FDI的偏好性较强。研究表明,安徽省装备制造业与FDI间具有较强的相关性,FDI能够有效促进安徽省装备制造业发展,但安徽省装备制造业对FDI的吸引力较弱,且各具体行业对 FDI依赖程度存在较大差异。据此提出相应的建议,一方面,安徽省应注重装备制造业转型升级,提升行业整体竞争力;另一方面,要优化投资环境,增强安徽省装备制造业对FDI的引致能力。 相似文献
36.
This article considers testing serial correlation in partially linear additive errors-in-variables model. Based on the empirical likelihood based approach, a test statistic was proposed, and it was shown to follow asymptotically a chi-square distribution under the null hypothesis of no serial correlation. Finally, some simulation studies are conducted to illustrate the performance of the proposed method. 相似文献
37.
After initiation of treatment, HIV viral load has multiphasic changes, which indicates that the viral decay rate is a time-varying process. Mixed-effects models with different time-varying decay rate functions have been proposed in literature. However, there are two unresolved critical issues: (i) it is not clear which model is more appropriate for practical use, and (ii) the model random errors are commonly assumed to follow a normal distribution, which may be unrealistic and can obscure important features of within- and among-subject variations. Because asymmetry of HIV viral load data is still noticeable even after transformation, it is important to use a more general distribution family that enables the unrealistic normal assumption to be relaxed. We developed skew-elliptical (SE) Bayesian mixed-effects models by considering the model random errors to have an SE distribution. We compared the performance among five SE models that have different time-varying decay rate functions. For each model, we also contrasted the performance under different model random error assumptions such as normal, Student-t, skew-normal, or skew-t distribution. Two AIDS clinical trial datasets were used to illustrate the proposed models and methods. The results indicate that the model with a time-varying viral decay rate that has two exponential components is preferred. Among the four distribution assumptions, the skew-t and skew-normal models provided better fitting to the data than normal or Student-t model, suggesting that it is important to assume a model with a skewed distribution in order to achieve reasonable results when the data exhibit skewness. 相似文献
38.
Bo Zhang 《统计学通讯:模拟与计算》2016,45(4):1226-1239
In this article, we investigate the relationships among intraday serial correlation, jump-robust volatility, positive and negative jumps based on Shanghai composite index high frequency data. We implement variance ratio test to quantify intraday serial correlation. We also measure the continuous part of realized volatility using jump-robust MedRV estimator and disentangle positive and negative jumps using Realized Downside Risk Measure and Realized Upside Potential Measure proposed by Bi et al., (2013). We find that intraday serial correlation are positively correlated with jump-robust volatility and negatively correlated with negative jumps which confirm the LeBaron effect. 相似文献
39.
40.
The autoregressive Cauchy estimator uses the sign of the first lag as instrumental variable (IV); under independent and identically distributed (i.i.d.) errors, the resulting IV t-type statistic is known to have a standard normal limiting distribution in the unit root case. With unconditional heteroskedasticity, the ordinary least squares (OLS) t statistic is affected in the unit root case; but the paper shows that, by using some nonlinear transformation behaving asymptotically like the sign as instrument, limiting normality of the IV t-type statistic is maintained when the series to be tested has no deterministic trends. Neither estimation of the so-called variance profile nor bootstrap procedures are required to this end. The Cauchy unit root test has power in the same 1/T neighborhoods as the usual unit root tests, also for a wide range of magnitudes for the initial value. It is furthermore shown to be competitive with other, bootstrap-based, robust tests. When the series exhibit a linear trend, however, the null distribution of the Cauchy test for a unit root becomes nonstandard, reminiscent of the Dickey-Fuller distribution. In this case, inference robust to nonstationary volatility is obtained via the wild bootstrap. 相似文献