Research Report: Recent submissions
Visas titlar 81-100 av 130
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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. ... -
Early warnings for turns in business cycles and finance
(University of Gothenburg, 2003-06-01)In many areas, it is important to detect turning points in time series early and without faults. Turns in business cycles and financial time series are discussed here. A variety of approaches for analyzing the turns in ... -
ON THE PROBLEM OF OPTIMAL INFERENCE IN THE SIMPLE ERROR COMPONENT MODEL FOR PANEL DATA
(University of Gothenburg, 1991-02-01)For data consisting of cross sections of units observed over time, the Error Component Regression (ECR) model, with random intercept and constant slope, may sometimes be adequate. While most interest has been focused on ... -
Aspects on the controi of false alarms in statistical surveillance and the impact on the return of financial decision systems
(2004-02-01)Systems for on-line detection of regime shifts are important, e.g. for making timely financial transactions. For daily data, it means that we make a new decision each day, based on the data available, and when there is ... -
Monitoring macroeconomic volatility
(2004-01-01)In this paper we develop testing procedures for monitoring the stability of the variance of a time series. While the traditional approach to testing for structural change is retrospective, applying a single test to a ... -
A monitoring system for detecting starts and declines of influenza epidemics
(2003-12-01)The aim is to detect an influenza outbreak as soon as possible. Data are weekly reports of number of patients showing influenza-like symptoms. At each additional observation we decide whether a change has occurred or ... -
Statistical measures for evaluation of methods for syndromic surveillance
(2003-11-01)Introduction In syndromic surveillance there is a need for continual observation of one or more time series, with the goal of detecting an important change in the underlying process as soon as possible after it has ... -
Graphical evaluation of statistical surveillance
(2003-10-01)A computer program which simultaneously gives graphical information on important characteristics of statistical surveillance methods is presented. Surveillance, that is continual observation of a time series with the goal ...