JSM 2004 - Toronto

Abstract #301509

This is the preliminary program for the 2004 Joint Statistical Meetings in Toronto, Canada. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2004); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2004 Program page
Activity Number: 222
Type: Contributed
Date/Time: Tuesday, August 10, 2004 : 10:30 AM to 12:20 PM
Sponsor: Biometrics Section
Abstract - #301509
Title: Estimating a Smooth Common Transfer Function with a Panel of Time Series--Inflow of Larvae Cod as an Example
Author(s): Elizabeth A. Hansen*+ and Kung-sik Chan and Nils C. Stenseth
Companies: University of Iowa and University of Iowa and University of Oslo
Address: Dept. of Statistics and Actuarial Science, Iowa City, IA, 52242,
Keywords: cod-spawning-date distribution ; (generalized) cross-validation ; seemingly unrelated regression ; multimodality
Abstract:

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. For a known smoothness parameter, the estimation can be done via an iterative procedure. The method of cross-validation can be used to determine the smoothness parameter. We illustrate the proposed method with a biological example of indirectly estimating the spawning date distribution of North Sea cod. Some simulation results are reported on the empirical performance of the proposed method.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2004 program

JSM 2004 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2004