We propose a decomposition of posterior variance somewhat in the spirit of an ANOVA decomposition. Terms in this decomposition come in pairs. Given a single parametric model, for instance, one term describes uncertainty arising because the parameter value is unknown while the other describes uncertainty propagated via uncertainty about which prior distribution is appropriate for the parameter. ...

We explore the inand outof sample robustness of tests for consumer choice inconsistencies based on parameter restrictions in parametric models, with a focus on tests proposed by Ketcham, Kuminoff and Powers (KKP). We start by arguing that their non-parametric alternatives are inherently conservative with respect to detecting mistakes. We then show that our parametric model is robust to KKP’s su...

survival analysis is a set of methods used for analysis of the data which exist until the occurrence of an event. this study aimed to compare the results of the use of the semi-parametric cox model with parametric models to determine the factors influencing the length of stay of patients in the inpatient units of women hospital in tehran, iran. in this historical cohort study all 3421 charts of...

Most existing works on specification testing assume that we have direct observations from the model of interest. We study specification testing for Markov models based on contaminated observations. The evolving model dynamics of the unobservable Markov chain is implicitly coded into the conditional distribution of the observed process. To test whether the underlying Markov chain follows a param...

Recent results in coupled or temporal graphical models offer schemes for estimating the relationship structure between features when the data come from related (but distinct) longitudinal sources. A novel application of these ideas is for analyzing group-level differences, i.e., in identifying if trends of estimated objects (e.g., covariance or precision matrices) are different across disparate...

Several authors have proposed nonparametric semivariogram estimators. Shapiro & Botha (1991) did so by application of Bochner’s theorem and Cherry, Banfield & Quimby (1996) further investigated this technique where it performed favorably against parametric estimators even when data were generated under the parametric model. While this approach is sound, it lacks nugget estimation which is essen...

Evaluation of trace evidence for three-level multivariate data with the use of graphical models. Abstract The evaluation of measurements on characteristics of trace evidence found at a crime scene and on a suspect is an important part of forensic science. There are commonly three levels of variation in such evidence. First, there is measurement error on the individual items. Then, individual it...

In general, the risk of joint extreme outcomes in financial markets can be expressed as a function of the tail dependence function of a high-dimensional vector after standardizing marginals. Hence it is of importance to model and estimate tail dependence functions. Even for moderate dimension, nonparametrically estimating a tail dependence function is very inefficient and fitting a parametric m...

In this paper we propose a new parametric abstract finite model of Mobile Ambients able to express several properties on processes. The model can be used for the analysis of these properties by means of model checking techniques. The precision of the model can be increased by modifying certain numeric parameters increasingly avoiding thereby the occurrences of false counterexamples in the analy...