Advances and challenges in parametric and semi-parametric analysis for correlated data : Proceedings of the 2015 International Symposium in Statistics /: Proceedings of the 2015 International Symposium in Statistics. (2016)

• Record Type: Book
• Further Information: Note: Brajendra C. Sutradhar, editor.
• Editors: Sutradhar, Brajendra Chandra, 1952-
• Other Names: International Symposium in Statistics (ISS) on Advances in Parametric and Semi-parametric Analysis of Multivariate, Time Series, Spatial-Temporal, and Familial-Longitudinal Data
• Contents: Preface -- Acknowledgments -- Contents -- List of Contributors -- Part I Elliptical t Distribution Theory -- Advances and Challenges in Inferences for Elliptically Contoured t Distributions -- 1 Introduction -- Case 1. Inference for Normal Models Using t Distribution -- Case 2. Independent t Models -- Case 3. Uncorrelated but Dependent t Models -- 2 Exact Versus Asymptotic Sampling Distribution Theory -- 2.1 Distribution Theory for Independent t Sample -- 2.1.1 Asymptotic Properties -- 2.1.2 Exact Sampling Distribution Theory Challenge -- 2.2 Distribution Theory for Uncorrelated but Dependent t Sample -- 2.2.1 Marginal Distribution -- 2.2.2 Distribution of Linear Combination of Elliptical t Variables -- 2.2.3 Distribution of the Sample Covariance Matrix Under Elliptical Distribution and Its Special Form Under Elliptical t Distribution -- 3 Parameter Estimation Difficulty Using Uncorrelated t Sample -- 3.1 Likelihood Estimator of Mean (So (B and Covariance Matrix (SV (B Under Elliptical Model (38) -- 3.1.1 MLE is Consistent for (So (B Under ECD t Model -- 3.1.2 MLE is Inconsistent for (SV (B Under ECD t Model -- 3.2 MLE Does Not Exist -- 3.2.1 Moment Estimator of (Sp (B, Say M Is Not Consistent for (Sp (B -- 4 Estimation of Parameters for Clustered (Familial or Longitudinal) Regression Models with t Data -- 4.1 Elliptical t Model for Uncorrelated Clustered (Familial) Responses -- 4.1.1 Consistent Estimator of (SV (B -- 4.1.2 Consistent Estimator of the Kurtosis Parameter (Sm (B -- 4.1.3 Consistent Estimator of the Kurtosis Parameter (Sb (B -- 4.2 Elliptical t Model for Correlated Clustered (Familial) Responses -- 4.2.1 Estimation of the Regression Effects (Sb (B -- 4.2.2 Estimation of the Kurtosis Parameter (Sm (B -- 4.2.3 Estimation of the Variance Component Parameter (Sv (B2 (Sd (B -- 4.3 Longitudinal Elliptical t Model with Correlated Repeated Observations -- 4.3.1 GLS Estimation for (Sb (B. 4.3.2 Moment Estimation for Kurtosis Parameter (Sm (B -- 4.3.3 Moment Estimation for Lag Autocorrelation -- 4.3.4 Moment Estimation for (SV (B=( (Sv (Buv) : p p -- 5 Testing for Linear Regression in Uncorrelated t Models -- 5.1 Classical F-Statistic Is Null Robust -- 5.2 Classical F-Statistic Is Not Non-null Robust -- 5.2.1 Power Computation -- 6 Concluding Remarks -- References -- Longitudinal Mixed Models with t Random Effects for Repeated Count and Binary Data -- 1 Introduction -- 1.1 Conditional and Unconditional (Normality Based) Correlation Structures for Repeated Count Data -- 1.2 Conditional and Unconditional (Normality Based) Correlation Structures for Repeated Binary Data -- 1.3 Plan of the Paper Under the Proposed t Random Effects with Unknown Degrees of Freedom (Sp (B -- 2 Poisson Mixed Model with t (Sp (B Random Effects -- 2.1 Basic Properties of the Poisson Mixed Model: Unconditional Mean and Variance -- 2.2 Correlation Properties of the Poisson Mixed Model: Unconditional Covariances -- 3 GQL Estimation for the Parameters of the Poisson Mixed Model -- 3.1 GQL Estimation for the Regression Effects (Sb (B -- 3.1.1 Asymptotic Properties of the GQL Estimator of (Sb (B -- 3.2 GQL Estimation for the Scale and Shape Parameters -- 3.2.1 Computation of (S] (Bi(CI) (S] (B*i( (Sb (B, (Snd (B, (Sp (B) -- 3.2.2 Asymptotic Properties of the GQL Estimator GQL=[ (Sd (B, GQL, GQL]': 2 1 -- 3.3 Moment Estimation of Correlation Index Parameter (Su (B -- 4 Binary Dynamic Mixed Logit Model with t (Sp (B Random Effects -- 4.1 Basic Properties of the Binary Mixed Model: Unconditional Mean and Variance -- 4.2 Computation of Unconditional Covariances for BDML Model with t (Sp (B Random Effects -- 5 GQL Estimation for the Parameters of the BDML Model with t (Sp (B Random Effects -- 5.1 Computation Higher Order Moments to Construct (S] (Bi in (84) -- 5.2 Asymptotic Normality and Consistency of GQL -- 6 Discussion -- References. Part II Spatial and/or Time Series Volatility Models with Applications -- Zero-Inflated Spatial Models: Application and Interpretation -- 1 Introduction -- 2 Zero-Inflation Models -- 3 Case Study: Pine Weevil Infestations -- 4 Model Specification -- 5 Model Implementation -- 6 Results -- 7 Discussion -- References -- Inferences in Stochastic Volatility Models: A New Simpler Way -- 1 Introduction -- 2 GMM Versus QML Estimation for Volatility Models -- 2.1 Existing GMM Estimation and Complexity -- 2.2 QML Estimation -- 3 Proposed Estimation -- 3.1 Unbiased Moment Equations -- 3.1.1 Algorithm -- 3.2 Remarks on Large Sample Moment Estimation -- 3.3 A GQL (Generalized Quasi-Likelihood) Approximation -- 3.4 A Modified QML Approach -- 4 Estimation Performance: A Simulations BasedEmpirical Study -- 4.1 Simulation Design -- 4.2 Relative Performance of the MM and QML Approaches -- 4.3 Further Simulations for the MM Versus Approximate GQL (AGQL) Approach -- 5 Asymptotic Properties of the MM Estimators -- 5.1 Asymptotic Variance of the Estimator of (Sd (B1 -- 5.2 Asymptotic Variance of the Estimator of (Sv (B2 (Sj (B -- 6 Understanding Volatility Through Kurtosis of the Data -- 7 Volatility in US-Dollar and Swiss-Franc Exchange Rate: A Numerical Illustration -- 8 Concluding Remarks -- References -- Part III Longitudinal Multinomial Models in Parametric and Semi-parametric Setups -- A Generalization of the Familial Longitudinal Binary Model to the Multinomial Setup -- 1 Introduction -- 2 Proposed Familial Longitudinal Multinomial Model -- 2.1 Basic Properties of the Model -- 3 Likelihood Estimation for the MDML Model Parameters -- 3.1 Construction of the Likelihood Function -- 3.2 Likelihood Estimating Equations -- 3.2.1 Likelihood Estimating Equation for (Sb (B -- 3.2.2 Likelihood Estimating Equation for (Sd (BM -- 3.2.3 Likelihood Estimating Equation for (Svx (B.
• Publisher Details: Switzerland : Springer
• Publication Date: 2016
• Extent: 1 online resource (xix, 256 pages), illustrations (some color)
• Subjects: 519.5; Statistics; Mathematical statistics -- Congresses; MATHEMATICS / Applied; MATHEMATICS / Probability & Statistics / General; Mathematical statistics; Computers -- Mathematical & Statistical Software; Mathematical & statistical software; Mathematical statistics; Mathematics -- Probability & Statistics -- General; Probability & statistics; Conference papers and proceedings; Electronic books
• Languages: English
• ISBNs: 9783319312606; 3319312588; 9783319312583
• Related ISBNs: 331931260X; 9783319312583
• Notes: Note: Includes bibliographical references at the end of each chapters and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed June 28, 2016).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
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