Some t-tests for N-of-1 trials with serial correlation. [PDF]
PLoS ONE, 2020 N-of-1 trials allow inference between two treatments given to a single individual. Most often, clinical investigators analyze an individual's N-of-1 trial data with usual t-tests or simple nonparametric methods.
Jillian Tang, Reid D Landes
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Testing for Serial Correlation in Autoregressive Exogenous Models with Possible GARCH Errors [PDF]
Entropy, 2022 Autoregressive exogenous, hereafter ARX, models are widely adopted in time series-related domains as they can be regarded as the combination of an autoregressive process and a predictive regression.
Hanqing Li +3 more
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Spatial Autocorrelation Approaches to Testing Residuals from Least Squares Regression. [PDF]
PLoS ONE, 2016 In geo-statistics, the Durbin-Watson test is frequently employed to detect the presence of residual serial correlation from least squares regression analyses. However, the Durbin-Watson statistic is only suitable for ordered time or spatial series.
Yanguang Chen
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Serial Correlations of Partial Body Weight and Feed Intake in Crossbred Cattle [PDF]
AnimalsFeeding behavior in cattle affects feed efficiency, which is important for increasing the profitability of production while simultaneously reducing the environmental impact.
Georgette Pyoos +4 more
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Testing Dependence Among Serially Correlated Multi-category Variables [PDF]
SSRN Electronic Journal, 2006 The contingency table literature on tests for dependence among discrete multi-category variables assume that draws are independent, and there are no tests that account for serial dependencies − a problem that is particularly important in economics and ...
Pesaran, M. Hashem, Timmermann, Allan
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Accommodating Serial Correlation and Sequential Design Elements in Personalized Studies and Aggregated Personalized Studies [PDF]
Harvard Data Science Review, 2022 Nicholas Schork
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Re-Evaluating Sharpe Ratio in Hedge Fund Performance in Light of Liquidity Risk
Journal of Banking and Financial Economics, 2021 This paper demonstrates how the Sharpe Ratio can be modified by altering the measure of “total risk” in the denominator of the Sharpe Ratio (i.e., the standard deviation) to include liquidity risk, a major risk for investors in hedge funds that is ...
Richard Van Horne
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Homogeneity and Trend Analysis of Climatic Variables in Cap-Bon Region of Tunisia
Applied Sciences, 2023 As a semi-arid Mediterranean country, Tunisia is affected by the impacts of climate change, particularly the coastal regions like the Cap-Bon. Irregular rainfall, rising temperatures and the recurrence of extreme events are all indicators that affect ...
Basma Latrech +5 more
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On Tail Dependence and Multifractality
Mathematics, 2020 We study whether, and if yes then how, a varying auto-correlation structure in different parts of distributions is reflected in the multifractal properties of a dynamic process.
Krenar Avdulaj, Ladislav Kristoufek
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A unified perspective on some autocorrelation measures in different fields: A note
Open Mathematics, 2023 Using notions from linear algebraic graph theory, this article provides a unified perspective on some autocorrelation measures in different fields. They are as follows: (a) Orcutt’s first serial correlation coefficient, (b) Anderson’s first circular ...
Yamada Hiroshi
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