AStA Advances in Statistical Analysis
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Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
AStA Advances in Statistical Analysis - Tập 97 - Trang 317-347 - 2013
In this paper, we consider the estimation and inference of the parameters and
the nonparametric part in partially linear quantile regression models with
responses that are missing at random. First, we extend the normal approximation
(NA)-based methods of Sun (2005) to the missing data case. However, the
asymptotic covariance matrices of NA-based methods are difficult to estimate,
which complicates...
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...
A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes
AStA Advances in Statistical Analysis - Tập 104 - Trang 261-283 - 2020
Quantile regression models are typically used for modeling non-Gaussian
outcomes, and such models allow quantile-specific inference. While there exists
a vast literature on conditional quantile regression (where the model parameters
are estimated precisely for one prefixed quantile level), relatively less work
has been reported on joint quantile regression. The challenge in joint quantile
regressi...
Assessment of agricultural sustainability in European Union countries: a group-based multivariate trajectory approach
AStA Advances in Statistical Analysis - Tập 106 - Trang 673-703 - 2022
Sustainability of agriculture is difficult to measure and assess because it is a
multidimensional concept that involves economic, social and environmental
aspects and is subjected to temporal evolution and geographical differences.
Existing studies assessing agricultural sustainability in the European Union
(EU) are affected by several shortcomings that limit their relevance for policy
makers. Spe...
Bias correction for the regression-based LM fractional integration test
AStA Advances in Statistical Analysis - Tập 92 - Trang 91-99 - 2008
This paper examines the finite-sample behavior of the Lagrange Multiplier (LM)
test for fractional integration proposed by Breitung and Hassler (J. Econom.
110:167–185, 2002). We find by extensive Monte Carlo simulations that size
distortions can be quite large in small samples. These are caused by a
finite-sample bias towards the alternative. Analytic expressions for this bias
are derived, based ...
Assessment of vague and noninformative priors for Bayesian estimation of the realized random effects in random-effects meta-analysis
AStA Advances in Statistical Analysis - Tập 102 - Trang 1-20 - 2016
Random-effects meta-analysis has become a well-established tool applied in many
areas, for example, when combining the results of several clinical studies on a
treatment effect. Typically, the inference aims at the common mean and the
amount of heterogeneity. In some applications, the laboratory effects are of
interest, for example, when assessing uncertainties quoted by laboratories
participating...
Inferential procedures based on the integrated empirical characteristic function
AStA Advances in Statistical Analysis - Tập 103 - Trang 357-386 - 2018
We introduce the novel notion of the integrated characteristic function and its
empirical counterpart. Some basic properties of these new objects are mentioned
and in turn utilized in order to construct new procedures for testing goodness
of fit to parametric distributions, for testing symmetry and homogeneity, and
for testing independence. Asymptotic results are obtained, while corresponding
Mont...
Sequential monitoring of minimum variance portfolio
AStA Advances in Statistical Analysis - Tập 91 - Trang 39-55 - 2007
This paper evaluates the economic effect of monitoring the minimum variance
portfolio weights, which depend solely on the covariance matrix of returns. The
investor decides whether the portfolio composition providing the smallest
portfolio variance remains optimal at the beginning of every new investment
period. For this purpose changes in the optimal weights are sequentially
detected by means of ...
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...
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