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

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Author Info
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.

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File URL: http://hdl.handle.net/2077/9513
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Publisher Info
Paper provided by Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University in its series Research Reports with number 2007:14.

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Length: 16 pages
Date of creation: 04 Feb 2008
Date of revision:
Handle: RePEc:hhs:gunsru:2007_014

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Postal: Statistical Research Unit, Göteborg University, Box 640, SE 40530 GÖTEBORG
Web page: http://www.statistics.gu.se/

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Related research
Keywords: Non-parametric Order restrictions Two-parameter exponential family Known dispersion parameter Poisson distribution

Find related papers by JEL classification:
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General

This paper has been announced in the following NEP Reports:

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This page was last updated on 2008-7-2.


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