Research Report: Recent submissions
Now showing items 41-60 of 130
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On monotonicity and early warnings with applications in economics
(University of Gothenburg, 1999-01-01)In this report a method for monitoring time series with cycles is presented. It is a nonparametric approach for detecting the turning point of the cycles. Time series of business indicators often exhibit cycles that can ... -
The surveillance of several processes with different change points
(University of Gothenburg, 1999-02-01)A statistical surveillance situation which involves the simultaneous surveillance of several processes is treated. Some recently suggested multivariate methods are discussed together with a new method based on the likelihood ... -
Monotonicity aspects on seasonal adjustment
(University of Gothenburg, 1999-03-01)Monotonicity is an important property in time series analysis. It is often of interest to know if the seasonal adjustment method used has altered the monotonicity or changed the time of turning points in a time series that ... -
Monotonicity restrictions used in a system of early warnings applied to monthly economic data
(University of Gothenburg, 1999-04-01)When making political decisions, the ability to make correct predictions about the behaviour of the business cycle in the future is important. The ability to forecast business cycles determines the success of, for example, ... -
Testing for cointegrating relations - A bootstrap approach
(University of Gothenburg, 1999-05-01)Using Monte Carlo methods together with the Bootstrap critical values, we have studied the properties of two tests (Trace and L-max), derived by Johansen (1988) for testing for cointegration in V AR systems. Regarding the ... -
The effect of non-normal error terms on the properties of systemwise RESET test
(University of Gothenburg, 1999-06-01)The small sample properties of the systemwise RESET test for functional misspecification is investigated using normal and non-normal error terms. When using normally distributed or less heavy tailed error terms, we find ... -
Some power aspects of methods for detecting different shifts in the mean
(University of Gothenburg, 1999-07-01)We study, by means of simulations, the performance of the Shewhart method, the Cusum method, the Shiryaev-Roberts method and the likelihood ratio method in the case when the true shift differs from the shift for which the ... -
On statistics and scientific thinking
(University of Gothenburg, 1999-08-01)Scientific thinking could in a wider scope be regarded as the process resulting in scientific knowledge. Such a definition is however at the same time to narrow and to wide since you could easily find projects ruled by the ... -
Trend-free repeated measurement designs
(University of Gothenburg, 1999-09-01)The existence and non-existence of trend-free repeated measurement designs are investigated. Two families of efficient / optimal trend-free repeated measurement designs have been identified and methods of construction of ... -
The impact of season and climate on growth during early childhood in different socio-economic groups in Lahore, Pakistan
(University of Gothenburg, 1999-10-01)Aim. The aim of this study was to analyse the impact of season and climate on early child growth in four socio-economically different groups living in Lahore, Pakistan. Methods. A prospective cohort study was conducted ... -
Longitudinal methods for analysis of the influence of breastfeeding on early child health in Pakistan
(University of Gothenburg, 1999-11-01)Statistical methods for analysing aspects of early child health in Lahore, Pakistan are discussed. We construct generalised linear mixed models with a binomial response variable and both fixed and random explaining effects. ... -
Longitudinal methods for analysis of early child health in Pakistan
(University of Gothenburg, 1999-12-01)Statistical methods to analyse some aspects on early child health in Lahore, Pakistan are discussed. The aim of this thesis is to choose, examine and use statistical methods suitable to analyse different aspects of early ... -
Characterization of methods for surveillance by optimality
(University of Gothenburg, 1999-12-02)Different criteria of optimality are discussed. The shortcomings of some criteria of optimality are demonstrated by their implications. The correspondences between some criteria of optimality and some methods are examined. ... -
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 ...