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Oliver Billson, Paul Russell and Mark Davidson
Infragravity waves (frequency, f = 0.005?0.05 Hz) are known to dominate hydrodynamic and sediment transport processes close to the shoreline on low-sloping sandy beaches, especially when incident waves are large. However, in storm wave conditions, how th...
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Russell Davidson and James G. MacKinnon
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Russell Davidson
Pág. 153 - 168
Bayesians and non-Bayesians, often called frequentists, seem to be perpetually at loggerheads on fundamental questions of statistical inference. This paper takes as agnostic a stand as is possible for a practising frequentist, and tries to elicit a Bayes...
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Russell Davidson
Pág. 169 - 193
Testing for a unit root in a series obtained by summing a stationary MA(1) process with a parameter close to -1 leads to serious size distortions under the null, on account of the near cancellation of the unit root by the MA component in the driving stat...
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Russell Davidson
Pág. 34 - 59
Extensions are presented to the results of Davidson and Duclos (2007), whereby the nullhypothesis of restricted stochastic non dominance can be tested by both asymptotic andbootstrap tests, the latter having considerably better properties as regards both...
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