Now showing items 34-37 of 37

    • Statistical inference using Kronecker structured covariance 

      Volfovsky, Alexander (2013-11-14)
      We present results for testing and estimation in the context of separable covariance models. We concentrate on two types of data: relational data and cross-classified data. Relational data is frequently represented by a ...
    • Tests for Differences between Least Squares and Robust Regression Parameter Estimates and Related Topics 

      Maravina, Tatiana A. (2013-04-17)
      At the present time there is no well accepted test for comparing least squares and robust linear regression coefficient estimates. To fill this gap we propose and demonstrate the efficacy of two Wald-like statistical tests ...
    • Theory and Methods for Tensor Data 

      Gerard, David C.
      We present novel methods and new theory in the statistical analysis of tensor-valued data. A tensor is a multidimensional array. When data come in the form of a tensor, special methods and models are required to capture ...
    • The weighted likelihood bootstrap and an algorithm for prepivoting 

      Newton, Michael A. (Michael Abbott), 1964- (1991)
      The method of bootstrapping, which has transformed the theory and practice of frequentist statistical inference, is applicable within the Bayesian paradigm. Rather than simulating data that might have been observed, this ...