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Outliers, structural shifts and heavy-tailed distributions in state space time series models
(Pakistan Journal of Statistics, 2002-12)
In this work a general method is developed for handling outliers, structural shifts and heavy-tailed distributions in linear state space time series models. The basic tool we use for dealing with outliers and structural ...
On the Characterization of l(p)-Compressible Ergodic Sequences
(IEEE-INST Electrical Electronics Engineers, 2015)
This work offers a necessary and sufficient condition for a stationary and ergodic process to be l(p)-compressible in the sense proposed by Amini, Unser and Marvasti ["Compressibility of deterministic and random infinity ...
Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
(SPRINGER, 2010)
We present simple matrix formulae for corrected score statistics in symmetric nonlinear regression models. The corrected score statistics follow more closely a chi (2) distribution than the classical score statistic. Our ...
Likelihood-based inference for linear mixed-effects models using the generalized hyperbolic distribution
(John Wiley and Sons Inc, 2023)
In this paper, we develop statistical methodology for the analysis of data under nonnormal distributions, in the context of mixed effects models. Although the multivariate normal distribution is useful in many cases, it ...