uu.seUppsala universitets publikasjoner
Endre søk
Begrens søket
1 - 7 of 7
RefereraExporteraLink til resultatlisten
Permanent link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
Treff pr side
  • 5
  • 10
  • 20
  • 50
  • 100
  • 250
Sortering
  • Standard (Relevans)
  • Forfatter A-Ø
  • Forfatter Ø-A
  • Tittel A-Ø
  • Tittel Ø-A
  • Type publikasjon A-Ø
  • Type publikasjon Ø-A
  • Eldste først
  • Nyeste først
  • Skapad (Eldste først)
  • Skapad (Nyeste først)
  • Senast uppdaterad (Eldste først)
  • Senast uppdaterad (Nyeste først)
  • Disputationsdatum (tidligste først)
  • Disputationsdatum (siste først)
  • Standard (Relevans)
  • Forfatter A-Ø
  • Forfatter Ø-A
  • Tittel A-Ø
  • Tittel Ø-A
  • Type publikasjon A-Ø
  • Type publikasjon Ø-A
  • Eldste først
  • Nyeste først
  • Skapad (Eldste først)
  • Skapad (Nyeste først)
  • Senast uppdaterad (Eldste først)
  • Senast uppdaterad (Nyeste først)
  • Disputationsdatum (tidligste først)
  • Disputationsdatum (siste først)
Merk
Maxantalet träffar du kan exportera från sökgränssnittet är 250. Vid större uttag använd dig av utsökningar.
  • 1.
    Amiri, Saeid
    et al.
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Matematisk statistik.
    Zwanzig, Silvelyn
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Matematisk statistik.
    An Improvement of the Nonparametric Bootstrap Test for the Comparison of the Coefficient of Variations2010Inngår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 39, nr 9, s. 1726-1734Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    In this article, we propose a new test for examining the equality of the coefficient of variation between two different populations. The proposed test is based on the nonparametric bootstrap method. It appears to yield several appreciable advantages over the current tests. The quick and easy implementation of the test can be considered as advantages of the proposed test. The test is examined by the Monte Carlo simulations, and also evaluated using various numerical studies.

  • 2.
    Angelov, Nikolay
    et al.
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Nationalekonomiska institutionen.
    Larsson, Rolf
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Institutionen för informationsvetenskap, Statistik.
    Testing for unit root against stationarity using the likelihood ratio test2007Inngår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 36, nr 2, s. 391-412Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    In a first order autoregressive model with drift, we derive the likelihood ratio test for a unit root against the stationary alternative. We also derive the test in a state space model with trend. Finite sample and asymptotic critical values are obtained by Monte Carlo simulations. A simulation study investigates the power performance of the likelihood ratio test and we also examine how a bias correction of the test affects the results.

  • 3.
    Karlsson, Andreas
    Uppsala universitet, Medicinska och farmaceutiska vetenskapsområdet, Medicinska och farmaceutiska vetenskapsområdet, centrumbildningar mm, Centrum för klinisk forskning, Västerås.
    Nonlinear quantile regression estimation of longitudinal data2008Inngår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 37, nr 1, s. 114-131Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    This article examines a weighted version of the quantile regression estimator as defined by Koenker and Bassett (1978), adjusted to the case of nonlinear longitudinal data. Using a four-parameter logistic growth function and error terms following an AR(1) model, different weights are used and compared in a simulation study. The findings indicate that the nonlinear quantile regression estimator is performing well, especially for the median regression case, that the differences between the weights are small, and that the estimator performs better when the correlation in the AR(1) model increases. A comparison is also made with the corresponding mean regression estimator, which is found to be less robust. Finally, the estimator is applied to a data set with growth patterns of two genotypes of soybean, which gives some insights into how the quantile regressions provide a more complete picture of the data than the mean regression.

  • 4.
    Lyhagen, Johan
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Institutionen för informationsvetenskap.
    A method to generate multivariate data with the desired moments2008Inngår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 37, nr 10, s. 2063-2075Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    We show how it is possible to generate multivariate data which has moments arbitrary close to the desired ones. They are generated as linear combinations of variables with known theoretical moments. It is shown how to derive the weights of the linear combinations in both the univariate and the multivariate setting. The use in bootstrapping is discussed and the method is exemplified with a Monte Carlo simulation where the importance of the ability of generating data with control of higher moments is shown.

  • 5. Mishchenko, Kateryna
    et al.
    Neytcheva, Maya
    Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Institutionen för informationsteknologi, Avdelningen för teknisk databehandling. Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Institutionen för informationsteknologi, Tillämpad beräkningsvetenskap.
    New algorithms for evaluating the log-likelihood function derivatives in the AI-REML method2009Inngår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 38, s. 1348-1364Artikkel i tidsskrift (Fagfellevurdert)
  • 6.
    Pingel, Ronnie
    et al.
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    Waernbaum, Ingeborg
    Umeå universitet, Samhällsvetenskapliga fakulteten, Handelshögskolan vid Umeå universitet, Statistik; Institutet för arbetsmarknads- och utbildningspolitisk utvärdering, IFAU.
    Correlation and Efficiency of Propensity Score-based Estimators for Average Causal Effects2017Inngår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 46, nr 5, s. 3458-3478Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    Propensity score based-estimators are commonly used to estimate causal effects in evaluationresearch. To reduce bias in observational studies researchers might be tempted to include many, perhaps correlated, covariates when estimating the propensity score model. Taking into account that the propensity score is estimated, this study investigates how the efficiency of matching, inverse probability weighting and doubly robust estimators change under the case of correlated covariates. Propositions regarding the large sample variances under certain assumptions on the data generating process are given. The propositions are supplemented by several numerical large sample and finite sample results from a wide range of models. The results show that the covariate correlations may increase or decrease the variances of the estimators. There are several factors that influence how correlation affects the variance of the estimators, including the choice of estimator, the strength of the confounding towards outcome and treatment, and whether a constant or non-constant causal effect is present.

  • 7.
    Solberger, Martin
    Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
    A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors2016Inngår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 45, nr 6, s. 2032-2050Artikkel i tidsskrift (Fagfellevurdert)
    Abstract [en]

    We consider an exact factor model with unobservable common stochastic trends imposed by non-stationary factors, and study, by simulation, the power of the likelihood ratio test for unit roots in the idiosyncratic components. The power of the test is compared with the analogous Lagrange multiplier test and the Fisher-type test proposed by Bai and Ng (A PANIC attack on unit roots and cointegration, Econometrica, 72, 1127–1177, 2004). The results suggest that the benefit of the likelihood ratio test is in panels with a small cross-section.

1 - 7 of 7
RefereraExporteraLink til resultatlisten
Permanent link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf