Jackknife bias‐corrected variance estimation for the generalized regression estimator
Canadian Journal of Statistics, EarlyView.Abstract Commonly used variance estimators for the generalized regression estimator (GREG) are based on Taylor linearization and jackknife. Traditionally, a jackknife GREG variance estimator is obtained by jackknifing GREG, which consists of computing GREG from each of several subsamples of the parent sample, and estimating the variance of the parent ...
Marius Stefan, J.N.K Rao
wiley +1 more source
Saddlepoint inference for rank-based k-sample tests in clustered survival trials. [PDF]
Sci RepNewer HA.
europepmc +1 more source
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
Entropy-Based Evidence Functions for Testing Dilation Order via Cumulative Entropies. [PDF]
Entropy (Basel)Alshehri MA.
europepmc +1 more source
Testing for threshold effects in regression models [PDF]
In this article, we develop a general method for testing threshold effects in regression models, using sup-likelihood-ratio (LR)-type statistics. Although the sup-LR-type test statistic has been considered in the literature, our method for establishing ...
Myung Hwan Seo +2 more
core
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 +3 more
wiley +1 more source
Metabolic Saliency as KL-Divergence Estimator: Information-Geometric Attribution of Systemic Stress in JSE Equity Network. [PDF]
Entropy (Basel)Moroke ND.
europepmc +1 more source
Bootstrapping long memory tests: some Monte Carlo results
We investigate the bootstrapped size and power properties of five long memory tests, including the modified R/S, KPSS and GPH tests. In small samples, the moving block bootstrap controls the empirical size of the tests.
M Izzeldin, A Murphy
core
Local GEL methods for conditional moment restrictions [PDF]
The principal purpose of this paper is to adapt to the conditional moment context the GEL unconditional moment methods described in Smith(1997, 2001) and Newey and Smith(2004).
Richard Smith
core
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