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Coverage of generalized confidence intervals

Roy, Anindya; Bose, Arup - In: Journal of Multivariate Analysis 100 (2009) 7, pp. 1384-1397

Generalized confidence intervals provide confidence intervals for complicated parametric functions in many common practical problems. They do not have exact frequentist coverage in general, but often provide coverage close to the nominal value and have the correct asymptotic coverage. However,...

Persistent link: https://www.econbiz.de/10005006412

Theory and Methods - Bayesian Estimation of the Spectral Density of a Time Series

Choudhuri, Nidhan; Ghosal, Subhashis; Roy, Anindya - In: Journal of the American Statistical Association : JASA 99 (2004) 468, pp. 1050-1059

Persistent link: https://www.econbiz.de/10006608220

Effect of tapering on accuracy of forecasts made with stable estimators of vector autoregressive processes

Zhou, Yanyan; Roy, Anindya - In: International journal of forecasting 22 (2006) 1, pp. 169-180

Persistent link: https://www.econbiz.de/10006955675

Nonparametric Bayesian Methods for Benchmark Dose Estimation

Guha, Nilabja; Roy, Anindya; Kopylev, Leonid; Fox, John; … - In: Risk analysis : an international journal 33 (2013) 9, pp. 1608-1619

Persistent link: https://www.econbiz.de/10010179745

MinkowskiWeyl Priors for Models With Parameter Constraints: An Analysis of the BioCycle Study

Danaher, Michelle R.; Roy, Anindya; Chen, Zhen; … - In: Journal of the American Statistical Association : JASA 107 (2012) 500, pp. 1395-1409

Persistent link: https://www.econbiz.de/10010059188

Estimation for Autoregressive Time Series With a Root Near 1

Roy, Anindya; Fuller, Wayne A. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 482-493

Persistent link: https://www.econbiz.de/10008216776

Predicting False Discovery Proportion Under Dependence

Ghosal, Subhashis; Roy, Anindya - In: Journal of the American Statistical Association : JASA 106 (2011) 495, pp. 1208-1219

Persistent link: https://www.econbiz.de/10009797130

Fitting Autoregressive Trend Stationary Models with Finite Samples

Falk, Barry L. - Department of Economics, Iowa State University - 1999

Persistent link: https://www.econbiz.de/10008557317

Threshold-Autoregressive, Median-Unbiased, and Cointegration Tests of Purchasing Power Parity

Falk, Barry L.; Enders, Walter - Department of Economics, Iowa State University - 1998

Persistent link: https://www.econbiz.de/10008557328

Fads Versus Fundamentals in Farmland Prices

Falk, Barry L.; Lee, Bong-Soo - Department of Economics, Iowa State University - 1998

Presents a study on the decomposition of farmland prices in the United States. Theoretical background; Results; Discussion on the results.

Persistent link: https://www.econbiz.de/10005433370