Results 51 to 60 of about 3,072 (181)
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes. [PDF]
The aim of this paper is to provide a new perspective on the nonparametric co-integration analysis for integrated processes of the second order. Our analysis focus on a pair of random matrices related to such integrated process.
Costantini, Mauro, Cerqueti, Roy
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Scandinavian Journal of Psychology, EarlyView.ABSTRACT Identifying the drivers of chronic stress is crucial for understanding its impact on mental health. Latent toxoplasmosis, a widespread parasitic infection, has been linked to various psychological changes. The Stress‐Coping Hypothesis proposes that at least some of these changes are consequences of chronic stress arising from the infection's ...
Jaroslav Flegr +2 more
wiley +1 more source
Local rank tests in a multivariate nonparametric relationship [PDF]
Consider a multivariate nonparametric model where the unknown vector of functions depends on two sets of explanatory variables. For a fixed level of one set of explanatory variables, we provide consistent statistical tests, called local rank tests, to ...
Natércia Fortuna
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Likelihood Estimation for Stochastic Differential Equations with Mixed Effects
Scandinavian Journal of Statistics, EarlyView.ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios +2 more
wiley +1 more source
Feasible Multivariate Nonparametric Estimation Using Weak Separability [PDF]
One of the main practical problems of nonparametric regression estimation is the curse of dimensionality. The curse of dimensionality arises because nonparametric regression estimates are dependent variable averages local to the point at which the ...
Joris Pinkse
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Bayesian Inference for Multivariate Monotone Densities
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian approach of imposing a prior that satisfies the monotonicity restriction, we place a prior on the step heights via binning and a Dirichlet distribution. The resulting posterior distribution
Kang Wang, Subhashis Ghosal
wiley +1 more source
new test for the parametric form of the variance function in nonparametric regression [PDF]
In the common nonparametric regression model the problem of testing for the parametric form of the conditional variance is considered. A stochastic process based on the difference between the empirical processes obtained from the standardized ...
Dette, Holger, van Keilegom, Ingrid
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Digital N‐of‐1 trials and their application in experimental physiology
Experimental Physiology, EarlyView.Abstract Traditionally, studies in experimental physiology have been conducted in small groups of human participants, animal models or cell lines. Identifying optimal study designs that achieve sufficient power for drawing proper statistical inferences to detect group level effects with small sample sizes has been challenging. Moreover, average effects
Stefan Konigorski +2 more
wiley +1 more source
Nonparametric tests of conditional treatment effects [PDF]
We develop a general class of nonparametric tests for treatment effects conditional on covariates. We consider a wide spectrum of null and alternative hypotheses regarding conditional treatment effects, including (i) the null hypothesis of the ...
Sokbae 'Simon' Lee, Yoon-Jae Whang
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Bootstrap tests for simple structures in nonparametric time series regression.
This paper concerns statistical tests for simple structures such as parametric models, lower order models and additivity in a general nonparametric autoregression setting.
Yao, Qiwei +2 more
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