Research Report: Recent submissions
Now showing items 61-80 of 130
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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. ... -
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 ...