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Testing Additive Separability of Error Term in Nonparametric Structural Models
Additive Separability Hypotheses Testing Nonparametric Structural Equation
2016/1/20
This paper considers testing additive error structure in nonparametric structural models, against the alternative hypothesis that the random error term enters the nonparametric model non-additively.We...
IMPROVED SEMI-PARAMETRIC TIME SERIES MODELS OF AIR POLLUTION AND MORTALITY
Semiparametric regression time series Particulate Matter (PM) Generalized Additive Model Generalized Linear Model Mean Squared Error Bandwidth Selection
2015/8/21
In 2002, methodological issues around time series analyses of air pollution and health attracted the attention of the scientific community, policy makers, the press, and the diverse stakeholders conce...
Review of: Mixed Effects Models and Extensions in Ecology with R
Mixed Effects Models Extensions in Ecology R
2013/6/14
This is a review of the book "Mixed Effects Models and Extensions in Ecology with R" by Zuur, Ieno, Walker, Saveliev and Smith (2009, Springer). I was asked to review this book for The American Statis...
Factored expectation propagation for input-output FHMM models in systems biology
input output factored hidden Markov models approximate inference variational inference expectation propagation systems biology microarray data
2013/6/14
We consider the problem of joint modelling of metabolic signals and gene expression in systems biology applications. We propose an approach based on input-output factorial hidden Markov models and pro...
On non-stationary threshold autoregressive models
explosive TAR(1) model least-squares estimator unit root TAR(1) model
2011/7/19
In this paper we study the limiting distributions of the least-squares estimators for the non-stationary first-order threshold autoregressive (TAR(1)) model. It is proved that the limiting behaviors o...