Wszystkie pola: ramos - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Variance components estimation in generalized orthogonal models
Autorzy:: Fernandes, Célia
Ramos, Paulo
Ferreira, Sandra
Mexia, João
Powiązania:: https://bibliotekanauki.pl/articles/729930.pdf
Data publikacji:: 2007
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: generalized orthogonal models
variance components
generalized cross nesting designs
Opis:: The model $y = ∑_{j=1}^w X_j β̲_j + e̲$ is generalized orthogonal if the orthogonal projection matrices on the range spaces of matrices $X_j$, j = 1, ..., w, commute. Unbiased estimators are obtained for the variance components of such models with cross-nesting.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2007, 27, 1-2; 99-115
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Algebraic structureof step nesting designs
Autorzy:: Fernandes, Célia
Ramos, Paulo
Mexia, João
Powiązania:: https://bibliotekanauki.pl/articles/729913.pdf
Data publikacji:: 2010
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: commutative Jordan algebras
cartesian product of commutative Jordan algebras
step nesting
variance components
UMVUE
Opis:: Step nesting designs may be very useful since they require fewer observations than the usual balanced nesting models. The number of treatments in balanced nesting design is the product of the number of levels in each factor. This number may be too large. As an alternative, in step nesting designs the number of treatments is the sum of the factor levels. Thus these models lead to a great economy and it is easy to carry out inference. To study the algebraic structure of step nesting designs we introduce the cartesian product of commutative Jordan algebras.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2010, 30, 2; 221-235
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Sample partitioning estimation for ergodic diffusions: application to Ornstein-Uhlenbeck diffusion
Autorzy:: Ramos, Luís
Powiązania:: https://bibliotekanauki.pl/articles/729918.pdf
Data publikacji:: 2010
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: ergodic diffusions
martingale estimating functions
transition and invariant densities
maximum likelihood estimators
Opis:: When a diffusion is ergodic its transition density converges to its invariant density, see Durrett (1998). This convergence enabled us to introduce a sample partitioning technique that gives in each sub-sample, maximum likelihood estimators. The averages of these being a natural choice as estimators. To compare our estimators with the optimal we obtained from martingale estimating functions, see Sørensen (1998), we used the Ornstein-Uhlenbeck process for which exact simulations can be carried out.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2010, 30, 1; 117-122
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 4.

Tytuł:: Algebraic structure for the crossing of balanced and stair nested designs
Autorzy:: Fernandes, Célia
Ramos, Paulo
Mexia, João
Powiązania:: https://bibliotekanauki.pl/articles/729814.pdf
Data publikacji:: 2014
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: balanced nested designs
stair nested designs
crossing
commutative Jordan algebras
variance components
inference
Opis:: Stair nesting allows us to work with fewer observations than the most usual form of nesting, the balanced nesting. In the case of stair nesting the amount of information for the different factors is more evenly distributed. This new design leads to greater economy, because we can work with fewer observations. In this work we present the algebraic structure of the cross of balanced nested and stair nested designs, using binary operations on commutative Jordan algebras. This new cross requires fewer observations than the usual cross balanced nested designs and it is easy to carry out inference.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 71-88
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

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