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Articles 1 - 2 of 2
Full-Text Articles in Statistical Models
Monte Carlo Simulation In Environmental Risk Assessment--Science, Policy And Legal Issues, Susan R. Poulter
Monte Carlo Simulation In Environmental Risk Assessment--Science, Policy And Legal Issues, Susan R. Poulter
RISK: Health, Safety & Environment (1990-2002)
Dr. Poulter notes that agencies should anticipate judicial requirements for justification of Monte Carlo simulations and, meanwhile, should consider, e.g., whether their use will make risk assessment policy choices more opaque or apparent.
Additive Nonparametric Regression With Autocorrelated Errors, Michael S. Smith, C Wong, Robert Kohn
Additive Nonparametric Regression With Autocorrelated Errors, Michael S. Smith, C Wong, Robert Kohn
Michael Stanley Smith
A Bayesian approach is presented for nonparametric estimation of an additive regression model with autocorrelated errors. Each of the potentially nonlinear components is modelled as a regression spline using many knots, while the errors are modelled by a high order stationary autoregressive process parameterised in terms of its autocorrelations. The distribution of significant knots and partial autocorrelations is accounted for using subset selection. Our approach also allows the selection of a suitable transformation of the dependent variable. All aspects of the model are estimated simultaneously using Markov chain Monte Carlo. It is shown empirically that the proposed approach works well …