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A weighted multivariate signed-rank test is introduced for an analysis of multivariate clustered data. Observations in different clusters may then get different weights. The test provides a robust and efficient alternative to normal theory based methods. Asymptotic theory is developed to find...
Persistent link: https://www.econbiz.de/10005153071
The so-called independent component (IC) model states that the observed p-vectorX is generated via X=[Lambda]Z+[mu], where [mu] is a p-vector, [Lambda] is a full-rank matrix, and the centered random vector Z has independent marginals. We consider the problem of testing the null hypothesis on the...
Persistent link: https://www.econbiz.de/10005006423
Clustered data arise commonly in practice and it is often of interest to estimate the mean response parameters as well as the association parameters. However, most research has been directed to address the mean response parameters with the association parameters relegated to a nuisance role....
Persistent link: https://www.econbiz.de/10005221548
Apple's iPad and other forms of tablet are reportedly gaining increasing popularity within the academic premises. Most of the published research on this topic has highly admired the positive role and impact of iPads on teaching and learning practices, as if an exogenous technological induction...
Persistent link: https://www.econbiz.de/10012048657
The direct primary stands as one of the most significant and distinctive political reforms of the Progressive era in …' preferences. They begin by studying whether primary elections have achieved the goals set by progressive reformers when they were …. Anyone interested in US primary elections, US political history, or electoral institutions more generally should read this …
Persistent link: https://www.econbiz.de/10013285389
Persistent link: https://www.econbiz.de/10011671356
This paper studies the asymptotic behavior of the least squares estimators in segmented multiple regression. For a model with more than one partitioning variable, each of which has one or more change-points, we study the asymptotic properties of the estimated change-points and regression...
Persistent link: https://www.econbiz.de/10005199628
While the noncentral Wishart distribution is generally introduced as the distribution of the random symmetric matrix where Y1,...,Yn are independent Gaussian rows in with the same covariance, the present paper starts from a slightly more general definition, following the extension of the...
Persistent link: https://www.econbiz.de/10005199635
In this paper we consider robust parameter estimation based on a certain cross entropy and divergence. The robust estimate is defined as the minimizer of the empirically estimated cross entropy. It is shown that the robust estimate can be regarded as a kind of projection from the viewpoint of a...
Persistent link: https://www.econbiz.de/10005199754
Consider the problem of estimating the mean vector [theta] of a random variable X in , with a spherically symmetric density f(||x-[theta]||2), under loss ||[delta]-[theta]||2. We give an increasing sequence of bounds on the shrinkage constant of Stein-type estimators depending on properties of...
Persistent link: https://www.econbiz.de/10005199793