Showing 1 - 10 of 81
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
shares, notably increases in Services and Primary sector shares and a decrease in the share of Manufacturing, this has not …
Persistent link: https://www.econbiz.de/10012115486
Persistent link: https://www.econbiz.de/10011778212
This paper analyses the benefits from female education (who gains and in what ways) and the constraints (direct and opportunity costs, reflecting economics and tradition). It then outlines promising approaches for increasing female education. The demand for female education can be strengthened...
Persistent link: https://www.econbiz.de/10010945480
The objectives, content, pedagogy and assessment of science education at various stages are examined.
Persistent link: https://www.econbiz.de/10010945571
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