AStA Advances in Statistical Analysis
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Asymptotic normal tests for integration in panels with cross-dependent units
AStA Advances in Statistical Analysis - Tập 95 - Trang 187-204 - 2011
The asymptotically normal, regression-based LM integration test is adapted for panels with correlated units. The N different units may be integrated of different (fractional) orders under the null hypothesis. The paper first reviews conditions under which the test statistic is asymptotically (as T→∞) normal in a single unit. Then we adopt the framework of seemingly unrelated regression [SUR] for c......
Calibrated imputation for multivariate categorical data
AStA Advances in Statistical Analysis - - 2023
Non-response is a major problem for anyone collecting and processing data. A commonly used technique to deal with missing data is imputation, where missing values are estimated and filled in into the dataset. Imputation can become challenging if the variable to be imputed has to comply with a known total. Even more challenging is the case where several variables in the same dataset need to be impu......
Local influence analysis for GMM estimation
AStA Advances in Statistical Analysis - Tập 106 Số 1 - Trang 1-23 - 2022
Robust nonparametric estimation of the intensity function of point data
AStA Advances in Statistical Analysis - Tập 92 - Trang 117-134 - 2008
Intensity functions—which describe the spatial distribution of the occurrences of point processes—are useful for risk assessment. This paper deals with the robust nonparametric estimation of the intensity function of space–time data from events such as earthquakes. The basic approach consists of smoothing the frequency histograms with the local polynomial regression (LPR) estimator. This method al......
Robert H. Shumway and David S. Stoffer: Time series analysis and its applications with R examples, 2nd edn.
AStA Advances in Statistical Analysis - Tập 92 - Trang 233-234 - 2008
Marginal-sum and maximum-likelihood estimation in a multiplicative tariff
AStA Advances in Statistical Analysis - Tập 93 - Trang 221-233 - 2008
It is well known that, for a multiplicative tariff with independent Poisson distributed claim numbers in the different tariff cells, the maximum-likelihood estimators of the parameters satisfy the marginal-sum equations. In the present paper we show that this is also true under the more general assumption that the claim numbers of the different cells arise from the decomposition of a collective mo......
EWMA charts: ARL considerations in case of changes in location and scale
AStA Advances in Statistical Analysis - Tập 98 - Trang 371-387 - 2013
Widely spread tools within the area of Statistical Process Control are control charts of various designs. Control chart applications are used to keep process parameters (e.g., mean
$$\mu $$
, standard deviation
......
Emergence of the wrapped Cauchy distribution in mixed directional data
AStA Advances in Statistical Analysis - Tập 105 - Trang 229-246 - 2020
Inferring the most appropriate distribution (or distributions) to describe observed directional data is important in many applications of circular statistics. In particular, animal movement paths are typically analysed and modelled by considering the distribution of step lengths and turning (or absolute) angles. Here we demonstrate that a single-wrapped Cauchy distribution can appear to fit direct......
KOALA: a new paradigm for election coverage
AStA Advances in Statistical Analysis - Tập 104 - Trang 101-115 - 2019
Common election poll reporting is often misleading as sample uncertainty is addressed insufficiently or not covered at all. Furthermore, main interest usually lies beyond the simple party shares. For a more comprehensive opinion poll and election coverage, we propose shifting the focus toward the reporting of survey-based probabilities for specific events of interest. We present such an approach f......
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