Showing 61 - 70 of 106
In this work we shall consider two classes of weakly second-order periodically correlated and strongly second-order periodically correlated processes with values in separable Hilbert spaces. The periodogram for these processes is introduced and its statistical properties are studied. In...
Persistent link: https://www.econbiz.de/10008521128
This paper addresses issues related to public private partnerships that can enable delivery of comprehensive health care to rural communities.
Persistent link: https://www.econbiz.de/10008543084
The objective of the paper is to i) understand and document the morbidity profile, ii) examine utilisation of health services, and iii) estimate approximate expenses on health care by the rural households. [WP No. 8]
Persistent link: https://www.econbiz.de/10008543131
Sequential tests that are generalizations of Page's CUSUM tests are proposed for detecting an abrupt change in any parameter, or in any collection of parameters of an autoregressive time series model. These tests accommodate nuisance parameters. They are based on large sample approximations to...
Persistent link: https://www.econbiz.de/10005006431
For a class of multivariate skew normal distributions, the noncentral skew chi-square distribution is studied. The necessary and sufficient conditions under which a sequence of quadratic forms is generalized noncentral skew chi-square distributed random variables are obtained. Several examples...
Persistent link: https://www.econbiz.de/10005006440
We study the distributions of the LASSO, SCAD, and thresholding estimators, in finite samples and in the large-sample limit. The asymptotic distributions are derived for both the case where the estimators are tuned to perform consistent model selection and for the case where the estimators are...
Persistent link: https://www.econbiz.de/10005006479
The purpose of this paper is, in multivariate linear regression model (Part I) and GMANOVA model (Part II), to investigate the effect of nonnormality upon the nonnull distributions of some multivariate test statistics under normality. It is shown that whatever the underlying distributions, the...
Persistent link: https://www.econbiz.de/10005006528
Tracking the correct directions of monotonicity in multi-dimensional modeling plays an important role in interpreting functional associations. In the presence of multiple predictors, we provide empirical evidence that the observed monotone directions via parametric, nonparametric or...
Persistent link: https://www.econbiz.de/10005006535
This paper examines asymptotic distributions of the canonical correlations between and with q<=p, based on a sample of size of N=n+1. The asymptotic distributions of the canonical correlations have been studied extensively when the dimensions q and p are fixed and the sample size N tends toward infinity. However, these approximations worsen when q or p is large in comparison to N. To overcome this weakness, this paper first derives asymptotic distributions of the canonical correlations under a high-dimensional framework such that q is fixed, m=n-p-->[infinity] and c=p/n--c0[set membership, variant][0,1), assuming that and have a joint (q+p)-variate normal distribution. An extended Fisher's z-transformation is proposed. Then, the asymptotic...</=p,>
Persistent link: https://www.econbiz.de/10005006563
This paper studies case deletion diagnostics for multilevel models. Using subset deletion, diagnostic measures for identifying influential units at any level are developed for both fixed and random parameters. Two approximate update formulae are derived. The first formula uses one-step...
Persistent link: https://www.econbiz.de/10005006568