Search

Peter Goos2,3. 1SAS Institute, SAS Campus Drive, Cary, NC 27513, United States of America.2Faculty of Applied Economics & StatUa Center for Statistics, Universiteit Antwerpen,. ... 17. Short biographies. Dr. Bradley Jones is a Principal Research Fellow

Peter Goos2,3. 1Southampton Statistical Sciences Research Institute,. University of Southampton, Southampton SO17 1BJ, United Kingdom.2Faculty of Applied Economics, Universiteit Antwerpen,. ... City Campus - Prinsstraat 13, 2000 Antwerpen,

Domenico PerrottaEuropean Commission, Joint Research Centre, Ispra, Italy†,. Anthony C. AtkinsonThe London School of Economics‡. ... These residuals, which form the maximum likelihood tests for the outlyingness ofindividual observations, are.

Anthony C. Atkinson, Department of Statistics,. London School of Economics, London WC2A 2AE, UK,Atanu Biswas, Applied Statistics Unit,. ... Edward Arnold, London. Neyman, J. S. (1959). Optimal asymptotic tests of composite statisticalhypotheses.

Anthony C. Atkinson, Department of Statistics,London School of Economics, London WC2A 2AE, UK and. ... T)T. We then test the significance ofδ. In general,δ can be a vector ofsparameters.

τ)(called quantilogram by these authors) in order to test for directional predictability. ... lag k, Hong[1999] introduced the generalized spectrum defined as the covariance Cov(eix1Yt,eix2Ytk), and thisapproach was used by Chung and Hong [2007] to test

In testing for the presence of outliers we again used a test of Bonferronisedsizeα. ... We consider nulldistributions and the resulting size of tests in the next section.

13] and Thall and Cook [5], and. This type ofutility functions is similar to what in engineering and economics is called thedesirability function [18].

an ethical objective and is expected to have low power for tests of treatment effects,. ... Beggs AW. On the convergence of reinforcement learning. Journal of Economic Theory 2005;.

Towards a General Theory of Extremes for Observables of Chaotic Dynamical Systems. Valerio Lucarini, Davide Faranda,† and Jeroen WoutersInstitute of Meteorology, Klimacampus, University of Hamburg, Grindelberg 5, 20144, Hamburg, Germany. Tobias