Outputs (3)

Fisher information under Gaussian quadrature models (2017)
Journal Article
Marques da Silva Júnior, A. H., Einbeck, J., & Craig, P. S. (2018). Fisher information under Gaussian quadrature models. Statistica Neerlandica, 72(2), 74-89. https://doi.org/10.1111/stan.12116

This paper develops formulae to compute the Fisher information matrix for the regression parameters of generalized linear models with Gaussian random effects. The Fisher information matrix relies on the estimation of the response variance under the m... Read More about Fisher information under Gaussian quadrature models.

Self–consistency–based tests for bivariate distributions (2017)
Journal Article
Einbeck, J., & Meintanis, S. (2017). Self–consistency–based tests for bivariate distributions. Journal of statistical theory and practice, 11(3), 478-492. https://doi.org/10.1080/15598608.2017.1318098

A novel family of tests based on the self–consistency property is developed. Our developments can be motivated by the well known fact that a two–dimensional spherically symmetric distribution X is self–consistent w.r.t. to the circle E||X||, that is... Read More about Self–consistency–based tests for bivariate distributions.

Mixture Models for Prediction from Time Series, with Application to Energy Use Data (2017)
Journal Article
Qarmalah, N. M., Einbeck, J., & Coolen, F. P. (2017). Mixture Models for Prediction from Time Series, with Application to Energy Use Data. Archives of data science. Series A, 2(1), 1-15. https://doi.org/10.5445/ksp/1000058749/07

This paper aims to use mixture models to produce predictions from time series data. Given data of the form (ti, yi), i = 1, . . . , T , we propose a mix- ture model localized at time point tT with the k-th component as yi = mk (ti) + εik with mixing... Read More about Mixture Models for Prediction from Time Series, with Application to Energy Use Data.