| 1. |
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| 2. |
- Alkhamisi, Mahdi A., et al.
(author)
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Developing Ridge Parameters for SUR Model
- 2008
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In: Communication in Statistics, Theory and Methods. - 0361-0926 .- 1532-415X. ; 37:4, s. 544-564
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Journal article (pop. science, debate, etc.)
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| 3. |
- Andersson, Eva M., 1968
(author)
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Hotelling's T2 Method in Multivariate On-Line Surveillance: On the Delay of an Alarm
- 2009
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In: Communications in Statistics - Theory and Methods. - : Informa UK Limited. - 0361-0926 .- 1532-415X. ; 38:16 & 17, s. 2625-2633
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Journal article (peer-reviewed)abstract
- A system for detecting changes in an on-going process is needed in many situations. On-line monitoring (surveillance) is used in early detection of disease outbreaks, of patients at risk, and of financial instability. By continually monitoring one or several indicators, we can, early, detect a change in the processes of interest. There are several suggested methods for multivariate surveillance, one of which is the Hotelling's T2. Since one aim in surveillance is quick detection of a change, it is important to use evaluation measures that reflect the timeliness of an alarm. One suggested measure is the expected delay of an alarm, in relation to the time of change (τ) in the process. Here we investigate a delay measure for the bivariate situation. Generally, the measure depends on both change times (i.e. τ1 and τ2). We show that, for a bivariate situation using the T2 method, the delay only depends on τ1 and τ2 through the distance τ1-τ2.
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| 4. |
- Bruce, Daniel
(author)
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Some properties for a simplified Cox binary model
- 2008
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In: Communications in Statistics - Theory and Methods. - : Informa UK Limited. - 0361-0926 .- 1532-415X. ; 37:16, s. 2606-2616
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Journal article (peer-reviewed)abstract
- This article proposes a simplification of the model for dependent binary variables presented in Cox and Snell (1989). The new model referred to as the simplified Cox model is developed for identically distributed and dependent binary variables. Properties of the model are presented, including expressions for the log-likelihood function and the Fisher information. Under mutual independence, a general expression for the restrictions of the parameters are derived. The simplified Cox model is illustrated using a data set from a clinical trial.
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| 5. |
- Forkman, Johannes
(author)
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Estimator and Tests for Common Coefficients of Variation in Normal Distributions
- 2009
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In: Communications in Statistics - Theory and Methods. - : Informa UK Limited. - 0361-0926 .- 1532-415X. ; 38, s. 233-251
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Journal article (peer-reviewed)abstract
- Inference for the coefficient of variation in normal distributions is considered. An explicit estimator of a coefficient of variation that is shared by several populations with normal distributions is proposed. Methods for making confidence intervals and statistical tests, based on McKay's approximation for the coefficient of variation, are provided. Exact expressions for the first two moments of McKay's approximation are given. An approximate F-test for equality of a coefficient of variation that is shared by several normal distributions and a coefficient of variation that is shared by several other normal distributions is introduced.
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| 6. |
- Holgersson, Thomas
(author)
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Robust Testing for Skewness
- 2006
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In: Communications in Statistics - Theory and Methods. - 0361-0926 .- 1532-415X. ; 36:3, s. 485-498
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Journal article (peer-reviewed)
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| 7. |
- Holgersson, Thomas
(author)
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Robust Testing for Skewness
- 2006
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In: Communications in Statistics - Theory and Methods. - : Taylor & Francis. - 0361-0926 .- 1532-415X. ; 36:3, s. 485-498
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Journal article (peer-reviewed)abstract
- Statistical analysis frequently involves the problem of assessing distributional properties. This article concerns the problem of testing for skewness of random variables. It is argued that the classical skewness test is not very useful for this purpose, and another approach is suggested that is easy to implement and is also robust to heteroscedasticity. The size, power, and robustness properties of the proposed test is evaluated and compared to the classical skewness test by means of Monte Carlo simulations.
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| 8. |
- Holm, Sture, 1936, et al.
(author)
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A step-down test for effects in unreplicated factorial designs
- 2005
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In: Communications in Statistics - Theory and Methods. - : Informa UK Limited. - 0361-0926 .- 1532-415X. ; 34:2, s. 405-416
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Journal article (peer-reviewed)abstract
- In textbooks it is often suggested that estimates of effects obtained in two-level factorial experiments should be illustrated by a half-normal plot. The effects corresponding to the estimates with biggest absolute values and deviating from a straight line on the plot should be selected as important. We make a formal statistical procedure in this spirit by using a suitable mathematical construction, which can be illustrated in the graph. Thus we may find effects which are significant with a chosen multiple level of significance. This means that there is a given small risk of declaring significant any factor effects, which are in fact void, independent of how many and which effects are possibly missing. There is some mathematics behind the method, but its use is very practical and simple.
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| 9. |
- Pettersson, Kjell, 1948
(author)
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On Unimodal Regression in the Exponential Family
- 2009
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In: Communications in Statistics - Theory and Methods. - : Informa UK Limited. - 0361-0926 .- 1532-415X. ; 38:9, s. 1526-1538
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Journal article (peer-reviewed)abstract
- In this article, we discuss statistical methods for curve-estimation under the assumption of unimodality for variables with distributions belonging to the two-parameter exponential family with known or constant dispersion parameter. An important special case is a one-parameter distribution. We suggest a nonparametric method based on monotonicity properties. The method is applied to Swedish data on laboratory verified diagnoses of influenza and data on inflation from an episode of hyperinflation in Bulgaria.
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| 10. |
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