Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10005172779
Multivariate outlier identification requires the choice of reliable cut-off points for the robust distances that measure the discrepancy from the fit provided by high-breakdown estimators of location and scatter. Multiplicity issues affect the identification of the appropriate cut-off points. It...
Persistent link: https://www.econbiz.de/10008864192
Robust distances are mainly used for the purpose of detecting multivariate outliers. The precise definition of cut-off values for formal outlier testing assumes that the “good” part of the data comes from a multivariate normal population. Robust distances also provide valuable information on...
Persistent link: https://www.econbiz.de/10011056579
A two-component parametric mixture is proposed to model survival after an invasive treatment, when patients may experience different hazards regimes: a risk of early mortality directly related to the treatment and/or the treated condition, and a risk of late death influenced by several exogenous...
Persistent link: https://www.econbiz.de/10008484582
The Reversible Jump algorithm is one of the most widely used Markov chain Monte Carlo algorithms for Bayesian estimation and model selection. A generalized multiple-try version of this algorithm is proposed. The algorithm is based on drawing several proposals at each step and randomly choosing...
Persistent link: https://www.econbiz.de/10010730223
A class of Item Response Theory (IRT) models for binary and ordinal polytomous items is illustrated and an R package for dealing with these models, named MultiLCIRT, is described. The models at issue extend traditional IRT models allowing for multidimensionality and discreteness of latent...
Persistent link: https://www.econbiz.de/10010871332
Given a random sample of observations, mixtures of normal densities are often used to estimate the unknown continuous distribution from which the data come. The use of this semi-parametric framework is proposed for testing symmetry about an unknown value. More precisely, it is shown how the null...
Persistent link: https://www.econbiz.de/10010871403
A three-step approach is proposed to estimate latent Markov (LM) models for longitudinal data with and without covariates. The approach is based on a preliminary clustering of sample units on the basis of time-specific responses only, and is particularly useful when a large number of response...
Persistent link: https://www.econbiz.de/10011117700
Persistent link: https://www.econbiz.de/10005118306