Browsing Research Report by Title
Now showing items 48-67 of 130
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Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression
(2003-08-01)Two small-sample tests for random coefficients in linear regression are derived from the Maximum Likelihood Ratio. The first test has previously been proposed for testing equality of fixed effects, but is here shown to be ... -
Methods and evaluations for surveillance in industry, business, finance, and public health
(University of Gothenburg, 2011-02-10)n overview on surveillance in different areas is given. Even though methods have been developed under different scientific cultures, the statistical concepts can be the same. When the statistical problems are the same, ... -
Minimax Optimality of CUSUM for an Autoregressive Model
(University of Gothenburg, 2011-02-11)Different change point models for AR(1) processes are reviewed. For some models, the change is in the distribution conditional on earlier observations. For others the change is in the unconditional distribution. Some models ... -
Modeling influenza incidence for the purpose of on-line monitoring
(2007-11-27)We describe and discuss statistical models of Swedish influenza data, with special focus on aspects which are important in on-line monitoring. Earlier suggested statistical models are reviewed and the possibility of using ... -
Modelling the spatial patterns of influenza incidence in Sweden
(University of Gothenburg, 2010)Information about the spatial spread of epidemics can be useful for many purposes. The spatial aspect of Swedish influenza data was analyzed with the main aim of finding patterns that could be useful for statistical ... -
Monitoring a Freshwater Fishpopulation: Statistical Surveillance of Biodiversity
(University of Gothenburg, 1997-02-01)Statistical surveillance are methods for repeated analysis of stochastic processes, aiming to detect a change in the underlying distribution. Such methods are widely used for industrial, medical, economical and other ... -
Monitoring macroeconomic volatility
(2004-01-01)In this paper we develop testing procedures for monitoring the stability of the variance of a time series. While the traditional approach to testing for structural change is retrospective, applying a single test to a ... -
Monotonicity aspects on seasonal adjustment
(University of Gothenburg, 1999-03-01)Monotonicity is an important property in time series analysis. It is often of interest to know if the seasonal adjustment method used has altered the monotonicity or changed the time of turning points in a time series that ... -
Monotonicity restrictions used in a system of early warnings applied to monthly economic data
(University of Gothenburg, 1999-04-01)When making political decisions, the ability to make correct predictions about the behaviour of the business cycle in the future is important. The ability to forecast business cycles determines the success of, for example, ... -
MULTIPLE COMPARISON TESTS BASED ON THE BOOTSTRAP
(University of Gothenburg, 1986-01-01)A multiple test procedure for pairwise comparisons based on the bootstrap is presented. It is a stagewise test without any distributional assumptions. It is also very general according to the number and types of hypotheses ... -
Multitype spatial point patterns with hierarchical interactions
(University of Gothenburg, 1998-01-01)Multitype spatial point patterns with hierarchical interactions are considered. Here hierarchical interaction means directionality: Points on a higher level of hierarchy affect the locations of points on the lower levels, ... -
Multivariate based causality tests of twin deficits in the US
(University of Gothenburg, 2000-01-01)This paper provides an alternative methodology for testing the causality direction between Twin deficits in the US. Rao' s multivariate F -test combined with bootstraps simulation technique has appealing properties, ... -
Multivariate outbreak detection
(University of Gothenburg, 2010)On-line monitoring is needed to detect outbreaks of diseases like influenza. Surveillance is also needed for other kinds of outbreaks, in the sense of an increasing expected value after a constant period. Information on ... -
NONPARAMETRIC REGRESSION WlITH SIMPLE CURVE CHARACTERISTICS
(University of Gothenburg, 1985-04-01)The character of nonparametric statistical methods is that they are constructed for very general situations, without the specific narrow assumptions, which appear in the common parametric methods. Isotonic regression is a ... -
On assessing multivariate normality
(University of Gothenburg, 2001-01-01)Statistical analysis frequently relies on the assumption of normality. Though normality may often be relaxed in view of inferences of for example population expectations, it can be crucial in other aspects such as diagnostic ... -
On curve estimation under order restrictions
(2008-02-04)Robust regression is of interest in many problems where assumptions of a parametric function may be inadequate. In this thesis, we study regression problems where the assumptions concern only whether the curve is increasing ... -
On monitoring of environmental and other autoregressive processes
(University of Gothenburg, 1998-05-01)Statistical surveillance is used for monitoring a sequence of data arriving step by step. These techniques have been applied in many places in society and lately the interest and need for rational methods to be used on ... -
On monotonicity and early warnings with applications in economics
(University of Gothenburg, 1999-01-01)In this report a method for monitoring time series with cycles is presented. It is a nonparametric approach for detecting the turning point of the cycles. Time series of business indicators often exhibit cycles that can ... -
On multivariate control charts
(University of Gothenburg, 2011-02-10)Industrial production requires multivariate control charts to enable monitoring of several components. Recently there has been an increased interest also in other areas such as detection of bioterrorism, spatial surveillance ... -
ON PERFORMANCE OF METHODS FOR STATISTICAL SURVEILLANCE
(University of Gothenburg, 1994-07-01)Statistical surveillance is used to detect a change in a process. It might for example be a change of the level of a characteristic of an economic time series or a change of heart rate in intensive care. An alarm is triggered ...