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    CSDA
    2010
    172views more  CSDA 2010»
    Testing for two components in a switching regression model
    13 years 5 months ago
    Testing for two components in a switching regression model
    Download  www.uni-marburg.de
    We consider switching regression models with independent or Markov-dependent regime. Based on the modified likelihood ratio test (LRT) statistic by Chen, Chen and Kalbfleisch (200...
    Jörn Dannemann, Hajo Holzmann
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    CSDA
    2010
    194views more  CSDA 2010»
    A clipped latent variable model for spatially correlated ordered categorical data
    13 years 5 months ago
    A clipped latent variable model for spatially correlated ordered categorical data
    Download  www.stat.colostate.edu
    We propose a model for a point-referenced spatially correlated ordered categorical response and methodology for estimation of model parameters. Models and methods for spatially co...
    Megan Dailey Higgs, Jennifer A. Hoeting
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    CSDA
    2010
    165views more  CSDA 2010»
    A two-component Weibull mixture to model early and late mortality in a Bayesian framework
    13 years 5 months ago
    A two-component Weibull mixture to model early and late mortality in a Bayesian framework
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    A two component parametric mixture is proposed to model survival after an invasive treatment, when patients may experience different hazards regimes: a risk of early mortality dir...
    Alessio Farcomeni, Alessandra Nardi
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    CSDA
    2010
    122views more  CSDA 2010»
    Nonparametric density estimation for positive time series
    13 years 5 months ago
    Nonparametric density estimation for positive time series
    Download  www.dms.umontreal.ca
    The Gaussian kernel density estimator is known to have substantial problems for bounded random variables with high density at the boundaries. For i.i.d. data several solutions hav...
    Taoufik Bouezmarni, Jeroen V. K. Rombouts
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    CSDA
    2010
    157views more  CSDA 2010»
    Robust estimation of constrained covariance matrices for confirmatory factor analysis
    13 years 5 months ago
    Robust estimation of constrained covariance matrices for confirmatory factor analysis
    Download  www.hec.unige.ch
    Confirmatory factor analysis (CFA) is a data anylsis procedure that is widely used in social and behavioral sciences in general and other applied sciences that deal with large qua...
    E. Dupuis Lozeron, M. P. Victoria-Feser
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