School of Business, Economics and Law / Handelshögskolan: Recent submissions
Now showing items 821-840 of 1831
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ON SOME PREDICTION METHODS FOR CATEGORICAL DATA
(University of Gothenburg, 1991-01-01)Good prediction methods are important in many fields where qualitative variables are involved. The criterion of a good prediction method, used in this paper, is the average mean squared error. This criterion is used to ... -
ON TESTS OF EQUIVALENCE
(University of Gothenburg, 1990-02-01)We will study here a general method for constructing equivalence tests for problems with onedimensional or multidimensional parameter. In the biometric field, the equivalence tests have been studied by many authors under ... -
ABSTRACT BOOTSTRAP CONFIDENCE INTERVALS IN LINEAR MODELS
(University of Gothenburg, 1990-01-01)A bootstrap method for generating confidence intervals in linear models is suggested. The method is motivated by an abstract nonobservable bootstrap sample of true residuals leading to an observable final result. This means ... -
TESTING THE APPROXIMATE AGREEMENT WITH A HYPOTHESIS
(University of Gothenburg, 1986-05-01)When statistical tests are applied it is often known beforehand that the hypotheses would be rejected with sufficiently narge sample sizes. This happens whenever hypotheses is not exactly true but only approximately true. ... -
A TIPPETT-ADAPTIVE METHOD OF COMBINING INDEPENDENT STATISTICAL TESTS.
(University of Gothenburg, 1986-03-01)A new procedure is proposed in order to combine the information of P-values obtained from several independent tests in order to test an overall hypothesis. The test statistic of this new procedure is of the same type as ... -
PARAMETRIC AND NONPARAMETRIC TESTS FOR BXOEQUIVALENCE TRIALS
(University of Gothenburg, 1986-02-01)In pharmacology, comparison of bioavailability is an important problem. A new formulation of a drug is compared with a standard formulation in human subjects. When the extent of absorption is studied the areas under the ... -
MULTIPLE COMPARISON TESTS BASED ON THE BOOTSTRAP
(University of Gothenburg, 1986-01-01)A multiple test procedure for pairwise comparisons based on the bootstrap is presented. It is a stagewise test without any distributional assumptions. It is also very general according to the number and types of hypotheses ... -
NONPARAMETRIC REGRESSION WlITH SIMPLE CURVE CHARACTERISTICS
(University of Gothenburg, 1985-04-01)The character of nonparametric statistical methods is that they are constructed for very general situations, without the specific narrow assumptions, which appear in the common parametric methods. Isotonic regression is a ... -
ANALYS AV KATEGORISKA DATA - En metodstudie i anslutning till statsvetenskaplig forskning.
(University of Gothenburg, 1983-02-01)Inriktningen av denna rapport har praglats av forfattarens erfarenheter fran arbetet med urvalsplaner for delundersokningarna avseende medborgare, politiker och tjansteman inom forskningsprogrammet 1979-1981 for utvardering ... -
HOUSEHOLD MARKET AND NON-MARKET ACTIVITIES - DESIGN ISSUES FOR A PILOT STUDY
(University of Gothenburg, 1982-02-01)The design of a pilot survey of households is the subject of this paper. A few methods to collect data about consumption expenditures and time-use are to be compared. Among the design issues are the allocation of the ... -
Minimax Optimality of CUSUM for an Autoregressive Model
(University of Gothenburg, 2011-02-11)Different change point models for AR(1) processes are reviewed. For some models, the change is in the distribution conditional on earlier observations. For others the change is in the unconditional distribution. Some models ... -
Methods and evaluations for surveillance in industry, business, finance, and public health
(University of Gothenburg, 2011-02-10)n overview on surveillance in different areas is given. Even though methods have been developed under different scientific cultures, the statistical concepts can be the same. When the statistical problems are the same, ... -
On multivariate control charts
(University of Gothenburg, 2011-02-10)Industrial production requires multivariate control charts to enable monitoring of several components. Recently there has been an increased interest also in other areas such as detection of bioterrorism, spatial surveillance ... -
Statistical surveillance of cyclical processes with application to turns in business cycles
(University of Gothenburg, 2002-08-01)On-line monitoring of cyclical processes is studied. An important application is early prediction of the next turn in business cycles by an alarm for a turn in a leading index. Three likelihood based methods for detection ... -
Testing for non-normality in multivariate regression with nonspherical disturbances
(University of Gothenburg, 2002-09-01)Statistical diagnostic testing is often associated with erratic conclusions due to the fact that a test against one certain specification may be highly sensitive to another specification. This paper concerns assessing ... -
Testing for multivariate heteroscedasticity
(University of Gothenburg, 2003-01-01)In this paper we propose a testing technique for multivariate heteroscedasticity, which is expressed as a test of linear restrictions in a multivariate regression model. Four test statistics with known asymptotical null ... -
Testing for multivariate autocorrelation
(University of Gothenburg, 2003-02-01)This paper concerns the problem of assessing autocorrelation of multivariate (i.e. system wise) models. It is well known that systemwise diagnostic tests for autocorrelation often suffers from poor small sample properties ... -
Detection of intra-uterine growth restriction
(University of Gothenburg, 2003-03-01)A new methodology for on-line detection of intrauterine growth restriction (IUGR) is proposed where traditional methods for statistical surveillance are applied. Here, deficient growth rate is used to detect IUGR instead ... -
Similarities and differences between statistical surveillance and certain decision rules in finance
(University of Gothenburg, 2003-04-01)this paper we consider prospective decision rules that aim at extracting early signals about what decision to make, e.g. sell an asset. The decision rules are based on prospective monitoring of a statistic in order to ... -
A comparison of conditioned versus unconditioned forecasts of the V AR(l) process
(University of Gothenburg, 2003-05-01)The properties of a forecast usually depend upon whether the forecast is conditioned on the final period observation or not. In the case of unconditioned forecasts it is well known that the point predictions are unbiased. ...