Australian and New Zealand Journal of Statistics 
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This is an RSS file. You can use it to subscribe to this data in your favourite RSS reader or to display this data on your own website or blog.Posterior sampling in two classes of multivariate fractionally integrated models: corrigendum to Ravishanker, N. and B. K. Ray (1997) Australian Journal of Statistics 39 (3), 295 –311
SummaryWe discuss posterior sampling for two distinct multivariate generalisations of the univariate autoregressive integrated moving average (ARIMA) model with fractional integration. The existing approach to Bayesian estimation, introduced by Ravishanker& Ray, claims to provide a posterior ‐sampling algorithm for fractionally integrated vector autoregressive moving averages (FIVARMAs). We show that this algorithm produces posterior draws for vector autoregressive fractionally integrated moving averages (VARFIMAs), a model of independent interest that has not previously received atte ntion in the Bayesian literature. (S...
Source: Australian and New Zealand Journal of Statistics - February 20, 2019 Category: Statistics Authors: Ross Doppelt,
Keith O'Hara Tags: Erratum Source Type: research
Constructing narrower confidence intervals by inverting adaptive tests
SummaryWe begin by describing how to find the limits of confidence intervals by using a few permutation tests of significance. Next, we demonstrate how the adaptive permutation test, which maintains its level of significance, produces confidence intervals that maintain their coverage probabilities. By inverting adaptive tests, adaptive confidence intervals can be found for any single parameter in a multiple regression model. These adaptive confidence intervals are often narrower than the traditional confidence intervals when the error distributions are long ‐tailed or skewed. We show how much reduction in width can be ac...
Source: Australian and New Zealand Journal of Statistics - February 1, 2019 Category: Statistics Authors: Thomas W. O ’Gorman Tags: Original Article Source Type: research
Issue Information
Australian&New Zealand Journal of Statistics, Volume 60, Issue 4, Page i-iv, December 2018. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - December 7, 2018 Category: Statistics Tags: Issue Information Source Type: research
Using hidden Markov models to model spatial dependence in a network
This study considers spatial dependence in the number of injury crashes reported on a road network. The aggregated crash counts are considered realisations of a Poisson random variable; thus, we model both over ‐dispersion and serial correlation using the Poisson hidden Markov model (PHMM). PHMMs have typically been used for modelling temporal dependence, but they have rarely been used to model spatial dependence. Our interest, however, is specifically in relation to an underlying point process which is constrained to occur on a network. We illustrate the use of the PHMM with police‐reported data on injury road collisi...
Source: Australian and New Zealand Journal of Statistics - December 7, 2018 Category: Statistics Authors: Safaa. K. Kadhem,
Paul Hewson,
Irene Kaimi Tags: Original Article Source Type: research
Semiparametric model averaging prediction: a Bayesian approach
We present a novel model averaging method to construct a prediction function in semi ‐parametric form. The weighted sum of candidate semi‐parametric models is taken as a prediction of the mean response. Marginal non‐parametric regression models are approximated by spline basis functions and we apply a Bayesian Monte Carlo approach to fit such models. The optimal model weight p arameters are estimated by minimising the least squares criterion with an explicit form. We implement our method in extensive simulation studies and illustrate its use with two real medical data examples. Our methods are demonstrated to be more...
Source: Australian and New Zealand Journal of Statistics - November 27, 2018 Category: Statistics Authors: Jingli Wang,
Jialiang Li Tags: Original Article Source Type: research
Variance component estimators OPE, NOPE and AOPE in linear mixed effects models
Australian&New Zealand Journal of Statistics, EarlyView. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - October 25, 2018 Category: Statistics Authors: Subir Ghosh,
Li Guo,
Luyao Peng Source Type: research
Data ‐adaptive test for high‐dimensional multivariate analysis of variance problem
Australian&New Zealand Journal of Statistics, EarlyView. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - September 28, 2018 Category: Statistics Authors: Mingjuan Zhang,
Cheng Zhou,
Yong He,
Bin Liu Source Type: research
On the existence and constructions of orthogonal designs
Australian&New Zealand Journal of Statistics, EarlyView. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - September 26, 2018 Category: Statistics Authors: Ruwan C. Karunanayaka,
Boxin Tang Source Type: research
Issue Information
Australian&New Zealand Journal of Statistics,Volume 60, Issue 3, Page i-iv, September 2018. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - September 5, 2018 Category: Statistics Source Type: research
Music Data Analysis: Foundations and Applications. Edited By C. Weihs, D. Jannach, I. Vatolkin and G. Rudolph. Boca Raton, Florida: CRC Press. 2017. 675 pages. AUD$94.99 (hardback). ISBN978 ‐1‐4987‐1956‐8.
Australian&New Zealand Journal of Statistics, EarlyView. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - August 29, 2018 Category: Statistics Authors: David Bulger Source Type: research
Hybrid pairwise ‐likelihood estimation methods for incomplete longitudinal binary data
Australian&New Zealand Journal of Statistics, EarlyView. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - August 29, 2018 Category: Statistics Authors: Haocheng Li
,
Yukun Zhang Source Type: research
Multivariate Poisson hidden Markov models with a case study of modelling seismicity
Australian&New Zealand Journal of Statistics, EarlyView. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - August 11, 2018 Category: Statistics Authors: K. Orfanogiannaki
,
D. Karlis Source Type: research
Generalised additive mixed models analysis via gammSlice
Australian&New Zealand Journal of Statistics, EarlyView. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - August 4, 2018 Category: Statistics Authors: Tung H. Pham
,
Matt P. Wand Source Type: research
Statistics in Action: A Canadian Outlook Edited by J.F. Lawless. Boca Raton, Florida:
CRC Press 2014 384 pages. $185.00 (hardback). ISBN 9781482236231
Australian&New Zealand Journal of Statistics, EarlyView. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - August 3, 2018 Category: Statistics Authors: Ray Chambers Source Type: research
Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia
Australian&New Zealand Journal of Statistics, EarlyView. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - August 1, 2018 Category: Statistics Authors: Xiaodong Gong
,
Jiti Gao Source Type: research
