Search
Now showing items 1-10 of 130
A NOTE ON ROTATABILITY
(University of Gothenburg, 1994-10-01)
The need of a measure of rotatability is discussed and exemplified through some examples. The examples also shows the difficulties with measuring rotatability. A graphical technique for exploring the variance function is ...
Early warnings for turns in business cycles and finance
(University of Gothenburg, 2003-06-01)
In many areas, it is important to detect turning points in time series early and without faults. Turns in business cycles and financial time series are discussed here.
A variety of approaches for analyzing the turns in ...
A comparison of conditioned versus unconditioned forecasts of the V AR(l) process
(University of Gothenburg, 2003-05-01)
The properties of a forecast usually depend upon whether the forecast is conditioned on the final period observation or not. In the case of unconditioned forecasts it is well known that the point predictions are unbiased. ...
INFERENCE PRINCIPLES FOR MULTIVARIATE SURVEILLANCE
(2011-03-29)
Multivariate surveillance is of interest in industrial production as it enables the monitoring of several components. Recently there has been an increased interest also in other areas such as detection of bioterrorism, ...
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 ...
Consequences of using the probability of a false alarm as the false alarm measure
(2007-11-26)
In systems for on-line detection of regime shifts, a process is continually observed. Based on the data available an alarm is given when there is enough evidence of a change. There is a risk of a false alarm and here two ...
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 ...
ABSTRACT BOOTSTRAP CONFIDENCE INTERVALS IN LINEAR MODELS
(University of Gothenburg, 1990-01-01)
A bootstrap method for generating confidence intervals in linear models is suggested. The method is motivated by an abstract nonobservable bootstrap sample of true residuals leading to an observable final result. This means ...
Introduction to financial surveillance
(2008-02-08)
Repeated measurement designs for models with self and mixed carryover effects
(University of Gothenburg, 1998-09-01)
We study the problem of design and analysis of two-period repeated measurement (crossover or changeover) designs based on two or more treatments. In our model we allow the appearance of two types of carryovers (residuals) ...