School of Business, Economics and Law / Handelshögskolan: Recent submissions
Now showing items 801-820 of 1831
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Multivariate based causality tests of twin deficits in the US
(University of Gothenburg, 2000-01-01)This paper provides an alternative methodology for testing the causality direction between Twin deficits in the US. Rao' s multivariate F -test combined with bootstraps simulation technique has appealing properties, ... -
Aspects on tolerance limit estimation - some common approaches and flexible modeling
(University of Gothenburg, 2000-02-01)In a dose finding study the aim is to attain a safe and efficient drug therapy in a certain population. By a dose finding study we generally refer to a study where the dosage is successively adjusted after analyzing the ... -
Statistical test of the existence of a turning point
(University of Gothenburg, 2000-03-01)A method for testing monotonicity versus unimodality is presented. One specification of the problem is treated in detail. It is also discussed how transformations and combinations can be used to get solutions for other ... -
Some aspects of wavelet anal ysis in time series
(University of Gothenburg, 2000-04-01)The first paper describes an alternative approach for testing the existence of trend among time series. The test method has been constructed using wavelet analysis which have the ability to decompose a time series into low ... -
Surveillance of spatio-temporal patterns - Change of interaction in an Ising dynamic model
(University of Gothenburg, 2000-05-01)Surveillance to detect changes of spatial patterns is of interest in many areas such as environmental control and regional analysis. A model which possesses both spatial and time dependence is the Markov chain Markov field. ... -
Detection of environmental catastrophes
(University of Gothenburg, 2000-06-01)For on-line detection of environmental catastrophes spatial as well as temporal effects are crucial. Observations of some substance are made at different locations in space at discrete times. Mainly two spatial features ... -
Statistical surveillance - Exponentially weighted moving average methods and public health monitoring
(University of Gothenburg, 2001-07-01)The need for statistical surveillance has been noticed in many different areas and examples of applications include the detection of an increased incidence of a disease, the detection of an increased radiation level and ... -
Evaluations of some exponentially weighted moving average methods
(University of Gothenburg, 2001-06-01)Several versions of the EWMA (Exponentially Weighted Moving Average) method for monitoring a process with the aim of detecting a shift in the mean are studied both for the onesided and the two-sided case. The effects of ... -
Likelihood based methods for detection of turning points in business cycles - A comparative study
(University of Gothenburg, 2001-05-01)Methods for on-line monitoring of business cycles are compared with respect to the ability of early prediction of the next tum by an alarm for a tum in a leading index. Three likelihood-based methods for turning point ... -
On seasonal filters and monotonicity
(University of Gothenburg, 2001-04-01)Seasonal adjustment is important in for example economic time series where the variation can be due to both seasonal and cyclical movements. In a situation where we want to detect a turning point of a cyclical process ... -
Turning point detection using non-parametric statistical surveillance
(University of Gothenburg, 2001-03-01)Turning point detection is important in many areas. One application is forecasting the time of the next tum in the business cycle, by detection of a tum in leading economic indicators. Another application is detection of ... -
Statistical issues in public health monitoring - A review and discussion
(University of Gothenburg, 2001-02-01)A review of methods, suggested in the literature, for sequential detection of changes in public health surveillance data is presented. Many authors have noticed the need for prospective methods and there has been an increased ... -
On assessing multivariate normality
(University of Gothenburg, 2001-01-01)Statistical analysis frequently relies on the assumption of normality. Though normality may often be relaxed in view of inferences of for example population expectations, it can be crucial in other aspects such as diagnostic ... -
Optimal surveillance Based on exponentially weighted moving averages
(University of Gothenburg, 2002-01-01)Statistical surveillance is used to detect an important change in a process as soon as possible after it has occurred, with control of false alarms. The EWMA, exponentially weighted moving average, method for surveillance ... -
Statistical surveillance. Optimality and methods.
(University of Gothenburg, 2002-02-01)Different criteria of optimality are used in different subcultures of statistical surveillance. One aim with this review is to bridge the gap between the different areas. The shortcomings of some criteria of optimality are ... -
Bayes prediction of binary outcomes based on correlated discrete predictors.
(University of Gothenburg, 2002-03-01)An approach based on Bayes theorem is proposed for predicting the binary outcomes X = 0, 1, given that a vector of predictors Z has taken the value z. It is assumed that Z can be decomposed into 9 independent vectors given ... -
Prediction of work resumption among men and women with lower back- and neck pain in a Swedish population
(University of Gothenburg, 2002-04-01)An approach based on Bayes theorem is used to predict the binary outcome of work resumption X, where X = 1 if no work resumption and X = 0 otherwise, given a vector of discrete predictors Z for men and women with lower ... -
Prediction of work resumption in theory and practice
(University of Gothenburg, 2002-05-01)In Sweden, the number oflong-term sick-listed has increased by about 30% per year during the period 1997-2001, and the cost for health insurance is 108 billion SEK in the state budget (2002). Thus, the prediction of work ... -
Detection of turning points in business cycles
(University of Gothenburg, 2002-06-01)Methods for on-line monitoring of business cycles are compared with respect to the ability of early prediction of the next turn by an alarm for a turn in a leading index. Three likelihood based methods for turning point ... -
Some statistical aspects on methods for detection of turning points in business cycles
(University of Gothenburg, 2002-07-01)Statistical and practical aspects on methods for on-line turning point detection in business cycles are discussed. When a method is used on a real data set, there are a number of special data problems to be considered. ...