| 1. |
- Antoch, Jaromír, et al.
(författare)
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Recursive robust regression computational aspects and comparison
- 1995
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Ingår i: Computational Statistics & Data Analysis. - 0167-9473 .- 1872-7352. ; 19:2, s. 115-128
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Tidskriftsartikel (refereegranskat)abstract
- The main objective of this paper is to show how algorithms for classical robust regression can be modified for recursive evaluation. It is shown that such a modification can be utilized to increase the algorithmic efficiency for convex object functions. However, for the non-convex ones it is demonstrated that recursion gives little help to find the optimal solution.
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| 2. |
- Oke, Thimothy, et al.
(författare)
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Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation
- 1999
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Ingår i: Computational Statistics & Data Analysis. - 0167-9473 .- 1872-7352. ; 30:4, s. 457-469
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Tidskriftsartikel (refereegranskat)abstract
- In the augmented Dickey-Fuller (ADF) regression one usually decides on the level of the "augmentation" prior to the performing of unit root test. This is a purely data-dependent method that uses either some information criteria or some sequential test of significance on parameter estimates. Contrary to earlier beliefs, our analyses reveal that the presence and/or absence of a drift and a time trend in the data generating process has a remarkable effect on the behaviour of the subsequent tests for unit root.
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| 3. |
- Lindgren, Anna
(författare)
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Quantile regression with censored data using generalized L1minimization
- 1997
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Ingår i: Computational Statistics & Data Analysis. - 0167-9473. ; 23:4, s. 509-524
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Tidskriftsartikel (refereegranskat)abstract
- We propose a way to estimate a parametric quantile function when the dependent variable, e.g. the survival time, is censored. We discuss one way to do this, transforming the problem of finding the p-quantile for the true, uncensored, survival times into a problem of finding the q-quantile for the observed, censored, times. The q-value involves the distribution of the censoring times, which is unknown. The estimation of the quantile function is done using the asymmetric L1 technique with weights involving local Kaplan-Meier estimates of the distribution of the censoring limit.
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| 4. |
- Carling, K, et al.
(författare)
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An experimental comparison of gradient methods in econometric duration analysis
- 1998
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Ingår i: COMPUTATIONAL STATISTICS & DATA ANALYSIS. - : ELSEVIER SCIENCE BV. - 0167-9473. ; 27:1, s. 83-97
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Tidskriftsartikel (refereegranskat)abstract
- Empirical duration analysis calls for numerical methods to search for a maximum of a non-linear likelihood function. The NEWTON method is probably a common choice. Yet, it might also be an unwise choice, as we demonstrate fitting a large empirical data s
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| 5. |
- Carling, K
(författare)
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Testing for independence in a competing risks model
- 1996
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Ingår i: COMPUTATIONAL STATISTICS & DATA ANALYSIS. - : ELSEVIER SCIENCE BV. - 0167-9473. ; 22:5, s. 527-535
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Tidskriftsartikel (refereegranskat)abstract
- This paper examines the performance of the conventional likelihood ratio test when testing for independence between failure times in a competing risks framework. The dependence between failure times arises by stochastically related unobserved components.
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