Using an integer-valued time series model we find a diel effect on the probability to stay in one of the patches. The concept of median lines is introduced for the robust estimation of principal components. Median lines separate the bivariate sample space into two equally sized parts. Statistical properties of the model parameters are derived. Robust residual analysis assesses linear relationships as well as goodness of fit and allows for the detection of potential outliers.
Special emphasis is laid on graphical methods.
A bivariate box-plot is proposed for exploratory data analysis. The median lines procedure is illustrated by a real example. Abstract Pooling data, when justified, is advantageous for estimating the true parameter. In this paper the problem of estimating the coefficient of variation is considered when it is a priori suspected that two coefficients of variation are the same. Various estimators based on pretest and shrinkage rules are considered.