文章基本信息

标题：Estimating a Smooth Common Transfer Function with a Panel of Time Series - Inflow of Larvae Cod as an Example
本地全文：下载
作者：Elizabeth Hansen ; Kung-Sik Chan ; Nils Chr. Stenseth 等
期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2012
卷号：8
期号：3
页码：701-717
DOI：10.1234/pjsor.v8i3.537
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：Normal 0 false false false EN-US X-NONE X-NONE /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman","serif";} The annual response variable in an ecological monitoring study often relates linearly to the weighted cumulative effect of some daily covariate, after adjusting for other annual covariates. Here we consider the problem of non-parametrically estimating the weights involved in computing the aforementioned cumulative effect, with a panel of short and contemporaneously correlated time series whose responses share the common cumulative effect of a daily covariate. The sequence of (unknown) daily weights constitutes the so-called transfer function. Specifically, we consider the problem of estimating a smooth common transfer function shared by a panel of short time series that are contemporaneously correlated. We propose an estimation scheme using a likelihood approach that penalizes the roughness of the common transfer function. We illustrate the proposed method with a simulation study and a biological example of indirectly estimating the spawning date distribution of North Sea cod.
关键词：Cod-spawning-date distribution, (generalized) cross-validation, Seemingly unrelated regression, Multimodality.