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CSDA
2008
67views more  CSDA 2008»
13 years 10 months ago
How useful are approximations to mean and variance of the index of dissimilarity?
Sociologists, demographers, and economists often use the index of dissimilarity, D, to describe the extent of racial, ethnic, spatial, or areal dissimilarity (or segregation) of d...
Madhuri S. Mulekar, John C. Knutson, Jyoti A. Cham...
CSDA
2008
77views more  CSDA 2008»
13 years 10 months ago
Maximizing equity market sector predictability in a Bayesian time-varying parameter model
A large body of evidence has emerged in recent studies confirming that macroeconomic factors play an important role in determining investor risk premia and the ultimate path of eq...
Lorne D. Johnson, Georgios Sakoulis
CSDA
2008
108views more  CSDA 2008»
13 years 10 months ago
The random Tukey depth
The computation of the Tukey depth, also called halfspace depth, is very demanding, even in low dimensional spaces, because it requires that all possible one-dimensional projectio...
J. A. Cuesta-Albertos, A. Nieto-Reyes
CSDA
2008
110views more  CSDA 2008»
13 years 10 months ago
Bootstrap confidence intervals for principal response curves
The principal response curve (PRC) model is of use to analyse multivariate data resulting from experiments involving repeated sampling in time. The time-dependent treatment effect...
Marieke E. Timmerman, Cajo J. F. ter Braak
CSDA
2008
79views more  CSDA 2008»
13 years 10 months ago
Varying-coefficient single-index model
Abstract. To study the relationship between the levels of chemical pollutants and the number of daily total hospital admissions for respiratory diseases and to find the effect of t...
Heung Wong, Wai-Cheung Ip, Riquan Zhang