A Note on Modelling Cross-Correlations: Hyperbolic Secant Regression
نویسندگان
چکیده
منابع مشابه
A note on modelling cross correlations: hyperbolic secant regression
The problem of determining if a bivariate normal correlation changes with respect to time or some other covariate is considered. It is assumed that the means and standard deviations of the normal random variables can be consistently estimated from the entire data run, and do not need to be re-estimated for each covariate value. A new estimator of a bivariate normal correlation is given that has...
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The shape of a probability distribution is often summarized by the distribution’s skewness and kurtosis. Starting from a symmetric “parent” density f on the real line, we can modify its shape (i.e. introduce skewness and in-/decrease kurtosis) if f is appropriately weighted. In particular, every density w on the interval (0, 1) is a specific weighting function. Within this work, we follow up a ...
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The shape of a probability distribution is often summarized by the distribution’s skewness and kurtosis. Starting from a symmetric ”parent” density f on the real line, we can modify its shape (i.e. introduce skewness and in-/decrease kurtosis) if f is appropriately weighted. In particular, every density w on the interval (0, 1) is a specific weighting function. Within this work, we follow up a ...
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Natural exponential families of distributions have probability mass functions of the form [exp(Ox)]#(dx) where # is a given measure, and 0 > 0 is a parameter. When we compute the mean and the variance, and force the variance to be a quadratic function of the mean as 0 is varied, the number of families becomes severely restricted. Morris (1982) showed that there are in fact only six natural expo...
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ژورنال
عنوان ژورنال: Biometrika
سال: 1994
ISSN: 0006-3444
DOI: 10.2307/2336970