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Các bài báo tiêu biểu
Exponent of Cross-sectional Dependence for Residuals
Tập 81 - Trang 46-102 - 2019
In this paper, we focus on estimating the degree of cross-sectional dependence in the error terms of a classical panel data regression model. For this purpose we propose an estimator of the exponent of cross-sectional dependence denoted by α, which is based on the number of non-zero pair-wise cross correlations of these errors. We prove that our estimator$, \tilde {\alpha }$, is consistent and der......
An Alternate Approach to Pseudo-Likelihood Model Selection in the Generalized Linear Mixed Modeling Framework
Tập 80 Số 1 - Trang 98-122 - 2018
Inter-Class Orthogonal Main Effect Plans for Asymmetrical Experiments
Tập 81 - Trang 93-122 - 2019
In this paper we construct ‘inter-class orthogonal’ main effect plans (MEPs) for asymmetrical experiments. In such a plan, the factors are partitioned into classes so that any two factors from different classes are orthogonal. We have also defined the concept of “partial orthogonality” between a pair of factors. In many of our plans, partial orthogonality has been achieved when (total) orthogonali......
On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data
Tập 76 - Trang 49-81 - 2013
Motivated by the analysis of glomerular time series extracted from calcium-imaging data, asymptotic theory for piecewise polynomial and spline regression with partially free knots and residuals exhibiting three types of dependence structures (long memory, short memory and anti-persistence) is considered. Unified formulas based on fractional calculus are derived for subordinated residual processes ......