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Estimating a Smooth Common Transfer Function with a Panel of Time Series - Inflow of Larvae Cod as an Example

Pakistan Journal of Statistics and Operation Research

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Title Estimating a Smooth Common Transfer Function with a Panel of Time Series - Inflow of Larvae Cod as an Example
 
Creator Hansen, Elizabeth; Department of Mathematics
476 Morgan Hall, 1 University Circle
Macomb, IL 61455, USA
Chan, Kung-Sik; Department of Statistics and Actuarial Science
Schaeffer Hall 263, University of Iowa
IA 52242, USA
Stenseth, Nils Chr.; Centre for Ecological and Evolutionary Synthesis (CEES)
University of Oslo, P.O. Box 1066, Blindern
N-0316 Oslo, Norway
 
Subject Statistics
Cod-spawning-date distribution, (generalized) cross-validation, Seemingly unrelated regression, Multimodality.

 
Description The annual response variable in an ecological monitoring study often relates linearly to the weighted cumulative effect of some daily covariate, after adjusting for other annual covariates. Here we consider the problem of non-parametrically estimating the weights involved in computing the aforementioned cumulative effect, with a panel of short and contemporaneously correlated time series whose responses share the common cumulative effect of a daily covariate. The sequence of (unknown) daily weights constitutes the so-called transfer function. Specifically, 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. We illustrate the proposed method with a simulation study and a biological example of indirectly estimating the spawning date distribution of North Sea cod.
 
Publisher College of Statistical and Actuarial Sciences
 
Contributor
 
Date 2012-07-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://www.pjsor.com/index.php/pjsor/article/view/537
10.18187/pjsor.v8i3.537
 
Source Pakistan Journal of Statistics and Operation Research; Vol 8. No. 3, 2012; 701-717
2220-5810
1816-2711
 
Language eng
 
Relation http://www.pjsor.com/index.php/pjsor/article/view/537/268