Results 211 to 220 of about 72,390 (316)

Testing for Restricted Stochastic Dominance: Some Further Results

Extensions are presented to the results of Davidson and Duclos (2007), whereby the null hypothesis of restricted stochastic non dominance can be tested by both asymptotic and bootstrap tests, the latter having considerably better properties as regards ...
Russell Davidson
core  

Non‐negative Gaussian estimation of variance components in random effects models

Canadian Journal of Statistics, EarlyView.
Abstract When used to estimate variance components (VCs), confidence intervals (CIs) can be truncated at zero, have a point estimate not in the quoted CI, be empty with positive probability, or be all‐inclusive. This is because they have conflicting dual roles, since they are considered to cover the parameter with a specified probability while also ...
André Plante, Michael Plante
wiley   +1 more source

Integrating preliminary test and Stein-type techniques to improve estimation in the time-dependent Cox model. [PDF]

PLoS One
Ramezani R, Rabiei MR, Arashi M.
europepmc   +1 more source

A partial envelope approach for modelling multivariate spatial‐temporal data

Canadian Journal of Statistics, EarlyView.
Abstract In the new era of big data, modelling multivariate spatial‐temporal data is a challenging task due to both the high dimensionality of the features and complex associations among the responses across different locations and time points.
Reisa Widjaja, Wenbo Wu, Victor De Oliveira, Keying Ye   +3 more
wiley   +1 more source

Strict stationarity testing and estimation of explosive ARCH models

This paper studies the asymptotic properties of the quasi-maximum likelihood estimator of ARCH(1) models without strict stationarity constraints, and considers applications to testing problems.
Francq, Christian, Zakoian, Jean-Michel
core  

Stability analysis of nonlinear algebraic-differential equations with 2-delays and numerical methods. [PDF]

PLoS One
Liao H, Li Q, Xia X, Tang D.
europepmc   +1 more source

Nonlinear permuted Granger causality

Canadian Journal of Statistics, EarlyView.
Abstract Granger causality is an established, contentious method that seeks causal temporal connections via association and precedence. While not true causal inference, it assists in mapping networks of information flow that may warrant further study.
Noah D. Gade, Jordan Rodu
wiley   +1 more source

Threshold dynamics for a stage-structured model with non-local impulsive birth in a heterogeneous environment. [PDF]

J Math Biol
Zhang Y, Yi T, Xiao Y.
europepmc   +1 more source

The Benjamin–Ono Equation in the Zero‐Dispersion Limit for Rational Initial Data: Generation of Dispersive Shock Waves

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT The leading‐order asymptotic behavior of the solution of the Cauchy initial‐value problem for the Benjamin–Ono equation in L2(R)$L^2(\mathbb {R})$ is obtained explicitly for generic rational initial data u0$u_0$. An explicit asymptotic wave profile uZD(t,x;ε)$u^\mathrm{ZD}(t,x;\epsilon)$ is given, in terms of the branches of the multivalued ...
Elliot Blackstone, Louise Gassot, Patrick Gérard, Peter D. Miller   +3 more
wiley   +1 more source