scholarly journals Tree Inference: Response Time and Other Measures in a Binary Multinomial Processing Tree, Representation and Uniqueness of Parameters

Mathematics ◽  
2022 ◽  
Vol 10 (2) ◽  
pp. 267
Author(s):  
Richard Schweickert ◽  
Xiaofang Zheng

A Multinomial Processing Tree (MPT) is a directed tree with a probability associated with each arc and partitioned terminal vertices. We consider an additional parameter for each arc, a measure such as time. Each vertex represents a process. An arc descending from a vertex represents selection of a process outcome. A source vertex represents processing beginning with stimulus presentation and a terminal vertex represents a response. An experimental factor selectively influences a vertex if changing the factor level changes parameter values on arcs descending from that vertex and no others. Earlier work shows that if each of two factors selectively influences a different vertex in an arbitrary MPT it is equivalent to one of two simple MPTs. Which applies depends on whether the two selectively influenced vertices are ordered by the factors or not. A special case, the Standard Binary Tree for Ordered Processes, arises if the vertices are ordered and the factor selectively influencing the first vertex changes parameter values on only two arcs. We derive necessary and sufficient conditions, testable by bootstrapping, for this case. Parameter values are not unique. We give admissible transformations for them. We calculate degrees of freedom needed for goodness of fit tests.

2017 ◽  
Vol 6 (3) ◽  
pp. 43
Author(s):  
Nikolai Kolev ◽  
Jayme Pinto

The dependence structure between 756 prices for futures on crude oil and natural gas traded on NYMEX is analyzed  using  a combination of novel time-series and copula tools.  We model the log-returns on each commodity individually by Generalized Autoregressive Score models and account for dependence between them by fitting various copulas to corresponding  error terms. Our basic assumption is that the dependence structure may vary over time, but the ratio between the joint distribution of error terms and the product of marginal distributions (e.g., Sibuya's dependence function) remains the same, being time-invariant.  By performing conventional goodness-of-fit tests, we select the best copula, being member of the currently  introduced class of  Sibuya-type copulas.


Author(s):  
Maria Cristina Fortuna ◽  
Henk Hoekstra ◽  
Benjamin Joachimi ◽  
Harry Johnston ◽  
Nora Elisa Chisari ◽  
...  

Abstract Intrinsic alignments (IAs) of galaxies are an important contaminant for cosmic shear studies, but the modelling is complicated by the dependence of the signal on the source galaxy sample. In this paper, we use the halo model formalism to capture this diversity and examine its implications for Stage-III and Stage-IV cosmic shear surveys. We account for the different IA signatures at large and small scales, as well for the different contributions from central/satellite and red/blue galaxies, and we use realistic mocks to account for the characteristics of the galaxy populations as a function of redshift. We inform our model using the most recent observational findings: we include a luminosity dependence at both large and small scales and a radial dependence of the signal within the halo. We predict the impact of the total IA signal on the lensing angular power spectra, including the current uncertainties from the IA best-fits to illustrate the range of possible impact on the lensing signal: the lack of constraints for fainter galaxies is the main source of uncertainty for our predictions of the IA signal. We investigate how well effective models with limited degrees of freedom can account for the complexity of the IA signal. Although these lead to negligible biases for Stage-III surveys, we find that, for Stage-IV surveys, it is essential to at least include an additional parameter to capture the redshift dependence.


Econometrics ◽  
2021 ◽  
Vol 9 (1) ◽  
pp. 10
Author(s):  
Šárka Hudecová ◽  
Marie Hušková ◽  
Simos G. Meintanis

This article considers goodness-of-fit tests for bivariate INAR and bivariate Poisson autoregression models. The test statistics are based on an L2-type distance between two estimators of the probability generating function of the observations: one being entirely nonparametric and the second one being semiparametric computed under the corresponding null hypothesis. The asymptotic distribution of the proposed tests statistics both under the null hypotheses as well as under alternatives is derived and consistency is proved. The case of testing bivariate generalized Poisson autoregression and extension of the methods to dimension higher than two are also discussed. The finite-sample performance of a parametric bootstrap version of the tests is illustrated via a series of Monte Carlo experiments. The article concludes with applications on real data sets and discussion.


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