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

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  • Pettersson, Kjell

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

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    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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    Bibliographic Info

    Paper provided by Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg 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

    Contact details of provider:
    Postal: Statistical Research Unit, University of Gothenburg, Box 640, SE 40530 GÖTEBORG
    Web page: http://www.statistics.gu.se/

    Related research

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

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