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CSDA
2010
122views more  CSDA 2010»
13 years 11 months ago
A comparison of design and model selection methods for supersaturated experiments
Various design and model selection methods are available for supersaturated designs having more factors than runs but little research is available on their comparison and evaluati...
Christopher J. Marley, David C. Woods
CSDA
2010
108views more  CSDA 2010»
13 years 11 months ago
Assessing when a sample is mostly normal
The use of trimming procedures constitutes a natural approach to robustifying statistical methods. This is the case of goodness-of-fit tests based on a distance, which can be modi...
Pedro C. Alvarez-Esteban, Eustasio del Barrio, Jua...
CSDA
2010
80views more  CSDA 2010»
13 years 11 months ago
Exact maximum likelihood estimation for non-stationary periodic time series models
Irma Hindrayanto, Siem Jan Koopman, Marius Ooms
CSDA
2010
91views more  CSDA 2010»
13 years 11 months ago
Default Bayesian model determination methods for generalised linear mixed models
In this paper, we consider a default strategy for fully Bayesian model determination for GLMMs. We address the two key issues of default prior specification and computation. In pa...
Antony M. Overstall, Jonathan J. Forster
CSDA
2010
87views more  CSDA 2010»
13 years 11 months ago
Semiparametric indirect utility and consumer demand
In this paper, we specify the indirect utility function as a partially linear model, where utility is nonparametric in expenditure and parametric (with fixed- or varying-coefficie...
Krishna Pendakur, Michael Scholz, Stefan Sperlich
CSDA
2010
80views more  CSDA 2010»
13 years 11 months ago
Early stopping in L2Boosting
Yuan-Chin Ivan Chang, Yufen Huang, Yu-Pai Huang
CSDA
2010
119views more  CSDA 2010»
13 years 11 months ago
Fast robust estimation of prediction error based on resampling
Robust estimators of the prediction error of a linear model are proposed. The estimators are based on the resampling techniques cross-validation and bootstrap. The robustness of t...
Jafar A. Khan, Stefan Van Aelst, Ruben H. Zamar
CSDA
2010
157views more  CSDA 2010»
13 years 11 months ago
Robust estimation of constrained covariance matrices for confirmatory factor analysis
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
CSDA
2010
67views more  CSDA 2010»
13 years 11 months ago
Factor-GMM estimation with large sets of possibly weak instruments
This paper analyses the use of factor analysis for instrumental variable estimation when the number of instruments tends to infinity. We consider cases where the unobserved factor...
George Kapetanios, Massimiliano Marcellino
CSDA
2010
98views more  CSDA 2010»
13 years 11 months ago
Design-based estimation for geometric quantiles with application to outlier detection
Geometric quantiles are investigated using data collected from a complex survey. Geometric quantiles are an extension of univariate quantiles in a multivariate set-up that uses th...
Mohamed Chaouch, Camelia Goga