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Unimodal regression in the two-parameter exponential family with constant or known dispersion parameter

Author

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  • Pettersson, Kjell

    (Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University)

Abstract

In this paper we discuss statistical methods for curve-estimation under the assumption of unimodality for variables with distributions belonging to the two-parameter exponential family with known or constant dispersion parameter. We suggest a non-parametric method based on monotonicity properties. The method is applied to Swedish data on laboratory verified diagnoses of influenza and data on inflation from an episode of hyperinflation in Bulgaria.

Suggested Citation

  • Pettersson, Kjell, 2008. "Unimodal regression in the two-parameter exponential family with constant or known dispersion parameter," Research Reports 2007:14, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
    • Handle: RePEc:hhs:gunsru:2007_014
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    File URL: http://hdl.handle.net/2077/9513
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    References listed on IDEAS

    as
    1. Andersson, Eva & Bock, David & Frisén, Marianne, 2007. "Modeling influenza incidence for the purpose of on-line monitoring," Research Reports 2007:5, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
    2. Bock, David & Andersson, Eva & Frisén, Marianne, 2007. "Statistical Surveillance of Epidemics: Peak Detection of Influenza in Sweden," Research Reports 2007:6, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
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    Cited by:

    1. Schiöler, Linus & Frisén, Marianne, 2008. "On statistical surveillance of the performance of fund managers," Research Reports 2008:4, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
    2. Andersson, Eva, 2008. "Hotelling´s T2 Method in Multivariate On-line Surveillance. On the Delay of an Alarm," Research Reports 2008:3, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
    3. Jonsson, Robert, 2008. "When does Heckman’s two-step procedure for censored data work and when does it not?," Research Reports 2008:2, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.

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    More about this item

    Keywords

    Non-parametric; Order restrictions; Two-parameter exponential family; Known dispersion parameter; Poisson distribution;
    All these keywords.

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General

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