Department of Economics / Institutionen för nationalekonomi med statistik: Recent submissions

Now showing items 421-440 of 1135

    • EXACT PROPERTIES OF McNEMAR'S TEST IN SMALL SAMPLES 

      Jonsson, Robert (University of Gothenburg, 1993-02-01)
      The exact distribution of McNemar's test statistic is used to determine critical pOints for two-sided tests of equality of marginal proportions in the correlated 2x2 table. The result is a conservative unconditional test ...
    • RESAMPLING PROCEDURES IN LINEAR MODELS 

      Gellerstedt, Martin (University of Gothenburg, 1993-03-01)
      We will study here different resampling procedures for creating confidence sets in linear models. A special technique called abstract resampling makes it possible to use the true residuals and the true model for resampling. ...
    • Statistical surveillance of business cycles 

      Frisén, Marianne (University of Gothenburg, 1994-01-01)
      Methods for timely detection of turning-points in business cycles are discussed from a statistical point of view. The theory on optimal surveillance is used to characterize different approaches advocated in literature. ...
    • CHARACTERIZATION OF METHODS FOR SURVEILLANCE BY OPTIMALITY 

      Frisén, Marianne (University of Gothenburg, 1994-02-01)
      Different criteria of optimality are discussed. The shortcomings of some earlier criteria of optimality are demonstrated by their implications. The correspondences between some criteria of optimality and some methods are ...
    • VISUAL EVALUATIONS OF STATISTICAL SURVEILLANCE 

      Frisén, Marianne; Cassel, Claes (University of Gothenburg, 1994-03-01)
      A computer program which simultaneously gives visual information on important characteristics is presented. Surveillance, that is continual observation of a time series with the goal of timely detection of possible important ...
    • A COMPARISON OF TWO DESIGNS FOR ESTIMATING A SECOND ORDER SURFACE WITH A KNOWN MAXIMUM 

      Ekman, Claes (University of Gothenburg, 1994-04-01)
      Two level fractional factorial designs with a star are often used when working with lower polynomial models. In this paper an alternative design is discussed and compared with the fractional factorial design. We are working ...
    • COMPARING POWER AND MULTIPLE SIGNIFICANCE LEVEL FOR STEP UP AND STEP DOWN MULTIPLE TEST PROCEDURES FOR CORRELATED ESTIMATES 

      Palaszewski, Bo (University of Gothenburg, 1994-05-01)
      We consider hypothesis testing problems arising in e.g. the context of comparing k treatments with a control. The case of equi-correlated estimates is mainly discussed, although also unequal correlated estimates (e.g. ...
    • CONSTANT PREDICTIVE VALUE OF AN ALARM 

      Åkermo, Göran (University of Gothenburg, 1994-06-01)
      One main purpose of statistical surveillance is to detect a change in a process, often expressed as a shift from one level to another. When a sequence of decisions is made, measures, like the number of decisions that have ...
    • ON PERFORMANCE OF METHODS FOR STATISTICAL SURVEILLANCE 

      Åkermo, Göran (University of Gothenburg, 1994-07-01)
      Statistical surveillance is used to detect a change in a process. It might for example be a change of the level of a characteristic of an economic time series or a change of heart rate in intensive care. An alarm is triggered ...
    • SATURATED DESIGNS FOR SECOND ORDER MODELS 

      Ekman, Claes (University of Gothenburg, 1994-09-01)
      Construction of saturated designs for different types of second order models are discussed. Also a comparison between two types of saturated designs for the full second order model is presented.
    • A NOTE ON ROTATABILITY 

      Ekman, Claes (University of Gothenburg, 1994-10-01)
      The need of a measure of rotatability is discussed and exemplified through some examples. The examples also shows the difficulties with measuring rotatability. A graphical technique for exploring the variance function is ...
    • SURVEILLANCE OF RARE EVENTS. ON EVALUATION OF THE SETS METHOD 

      Arnkelsdóttir, Hrafnhildur (University of Gothenburg, 1995-01-01)
      Continual surveillance aiming to detect an increased frequency of some rare event is of interest in several different situations in quality control, medicine, economics and other fields. Examples are continual surveillance ...
    • DETECTION OF GRADUAL CHANGES. STATISTICAL METHODS IN POST MARKETING SURVEILLANCE 

      Sveréus, Alecka (University of Gothenburg, 1995-02-01)
      Surveillance can be viewed as continual observation in time where the goal is to detect a change in the underlying process as soon as possible after it has occurred. In many applications, such as post marketing surveillance, ...
    • ON SECOND ORDER SURFACES ESTIMATION AND ROTABlLITY 

      Ekman, Claes (University of Gothenburg, 1995-03-01)
      The design of an experiment is an important component when collecting data to gain a deeper understanding of a problem. It is from the data collected that inferential statements concerning some phenomenon have to be made; ...
    • SEQUENTIAL ANALYSIS OF SIMPLE HYPOTHESES WHEN USING PLAY-THE-WINNER ALLOCATION 

      Ekman, Anna (University of Gothenburg, 1996-01-01)
      Play-the-winner allocations aim to place more subjects on the better treatment. The subjects enter the study sequentially. In this paper, a method for analyzing a dichotomous response, when using the randomized play-the-winner ...
    • Some principles for surveillance adopted for multivariate processes with a common change point 

      Wessman, Peter (University of Gothenburg, 1996-02-01)
      The surveillance of multivariate processes has received growing attention during the last decade. Several generalizations of well-known methods such as Shew hart , CUSUM and EWMA charts have been proposed. Many of these ...
    • Evaluations of likelihood ratio methods for surveillance 

      Frisén, Marianne; Wessman, Peter (University of Gothenburg, 1996-03-01)
      Methods based on likelihood ratios are known to have several optimality properties. When control charts are used in practice, knowledge about several characteristics of the method is important for the judgement of which ...
    • Evaluation of univariate surveillance procedures for some multivariate problems 

      Wessman, Peter (University of Gothenburg, 1996-04-01)
      The continual surveillance to detect changes has so far received large attention in the area of industrial quality control, where the monitoring of manufacturing processes to detect decreases in quality play an important ...
    • Outlying observations and their influence on maximum pseudo-likelihood estimates of Gibbs point processes 

      Särkkä, Aila (University of Gothenburg, 1996-05-01)
      Maximum pseudo-likelihood estimation method is an attractive method to estimate interaction parameters of Gibbs point processes. A drawback of the method is that it tends to overestimate interaction if there is strong ...
    • Sequential probability ratio tests when using randomized play-the-winner allocation 

      Ekman, Anna (University of Gothenburg, 1997-01-01)
      In many clinical experiments there is a conflict between ethical demands to provide the best possible medical care for the patients and the statisticians desire to obtain an efficient experiment. Play-the-winner allocations ...