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Full-Text Articles in Statistical Models
A Comparison Of Confidence Intervals In State Space Models, Jinyu Du
A Comparison Of Confidence Intervals In State Space Models, Jinyu Du
Statistical Science Theses and Dissertations
This thesis develops general procedures for constructing confidence intervals (CIs) of the error disturbance parameters (standard deviations) and transformations of the error disturbance parameters in time-invariant state space models (ssm). With only a set of observations, estimating individual error disturbance parameters accurately in the presence of other unknown parameters in ssm is a very challenging problem. We attempted to construct four different types of confidence intervals, Wald, likelihood ratio, score, and higher-order asymptotic intervals for both the simple local level model and the general time-invariant state space models (ssm). We show that for a simple local level model, both the …
Modeling Stochastically Intransitive Relationships In Paired Comparison Data, Ryan Patrick Alexander Mcshane
Modeling Stochastically Intransitive Relationships In Paired Comparison Data, Ryan Patrick Alexander Mcshane
Statistical Science Theses and Dissertations
If the Warriors beat the Rockets and the Rockets beat the Spurs, does that mean that the Warriors are better than the Spurs? Sophisticated fans would argue that the Warriors are better by the transitive property, but could Spurs fans make a legitimate argument that their team is better despite this chain of evidence?
We first explore the nature of intransitive (rock-scissors-paper) relationships with a graph theoretic approach to the method of paired comparisons framework popularized by Kendall and Smith (1940). Then, we focus on the setting where all pairs of items, teams, players, or objects have been compared to …