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71.
《Journal of Statistical Computation and Simulation》2012,82(12):2557-2576
In recent years different approaches for the analysis of time-to-event data in the presence of competing risks, i.e. when subjects can fail from one of two or more mutually exclusive types of event, were introduced. Different approaches for the analysis of competing risks data, focusing either on cause-specific or subdistribution hazard rates, were presented in statistical literature. Many new approaches use complicated weighting techniques or resampling methods, not allowing an analytical evaluation of these methods. Simulation studies often replace analytical comparisons, since they can be performed more easily and allow investigation of non-standard scenarios. For adequate simulation studies the generation of appropriate random numbers is essential. We present an approach to generate competing risks data following flexible prespecified subdistribution hazards. Event times and types are simulated using possibly time-dependent cause-specific hazards, chosen in a way that the generated data will follow the desired subdistribution hazards or hazard ratios, respectively. 相似文献
72.
张骏 《石家庄铁道学院学报(社会科学版)》2012,(2):19-24
钢板桩围堰合理的内支撑施工方案对施工安全、工期长短、成本大小均有一定的影响。以阜阳至六安铁路颍河特大桥深水基础超长钢板桩围堰施工实践为例,通过建立钢板桩、内支撑和土层相互作用的三维整体有限元模型,根据封底混凝土施工时机的不同,选择4种施工方案,对超长钢板桩围堰内支撑施工方案进行了探讨。结果表明:封底混凝土施工越早,对围堰结构的整体安全越有利;实际采用的施工方案要根据桥址处工程地质条件,结合实际工程情况,经方案比选和分析论证以后确定。 相似文献
73.
In this article, a new algorithm for rather expensive simulation problems is presented, which consists of two phases. In the first phase, as a model-based algorithm, the simulation output is used directly in the optimization stage. In the second phase, the simulation model is replaced by a valid metamodel. In addition, a new optimization algorithm is presented. To evaluate the performance of the proposed algorithm, it is applied to the (s,S) inventory problem as well as to five test functions. Numerical results show that the proposed algorithm leads to better solutions with less computational time than the corresponding metamodel-based algorithm. 相似文献
74.
《Journal of Statistical Computation and Simulation》2012,82(18):3811-3819
This paper presents an efficient Monte Carlo simulation scheme based on the variance reduction methods to evaluate arithmetic average Asian options in the context of the double Heston's stochastic volatility model with jumps. This paper consists of two essential parts. The first part presents a new flexible stochastic volatility model, namely, the double Heston model with jumps. In the second part, by combining two variance reduction procedures via Monte Carlo simulation, we propose an efficient Monte Carlo simulation scheme for pricing arithmetic average Asian options under the double Heston model with jumps. Numerical results illustrate the efficiency of our method. 相似文献
75.
Lingxiang Zhang 《统计学通讯:理论与方法》2017,46(24):12317-12323
Previous literature has shown that the addition of an untested surplus-lag Granger causality test can provide highly robust to stationary, non stationary, long memory, and structural break processes in the forcing variables. This study extends this approach to the partial unit root framework by simulation. Results show good size and power. Therefore, the surplus-lag approach is also robust to partial unit root processes. 相似文献
76.
《Journal of Statistical Computation and Simulation》2012,82(1-3):19-27
In this paper, procedures for all pairwise comparisons of location parameters of negative exponential populations are developed when the common scale parameter is known or unknown using large sample distributional approximations of the relevant random variables. The small sample performance of these procedures are then examined using Monte Carlo simulation. 相似文献
77.
78.
采用通用有限元程序ANSYS建立了移动式压力容器筒体外壁表面凹坑(轴向和周向)的有限元模型。结合筒体表面凹坑的应力理论计算,研究探讨了在恒定内压下,筒体表面凹坑缺陷处的应力分布与凹坑几何尺寸之间的关系。以第三强度理论作为仿真终止判据,获取凹坑各几何参量的阈值,利用MATLAB对阈值进行最小二乘拟合,绘制出凹坑缺陷的安全评估参考曲线。拟合结果表明:轴向和周向凹坑对筒体局部结构强度的影响不同,对应的安全评估参考曲线存在区别。 相似文献
79.
Arntzen Erik Halstadtro Lill-Beathe Halstadtro Monica 《The Analysis of verbal behavior》2009,25(1):51-66
The purpose of the study was to extend the literature on verbal self-regulation by using the “silent dog” method to evaluate the role of verbal regulation over nonverbal behavior in 2 individuals with autism. Participants were required to talk-aloud while performing functional computer tasks.Then the effects of distracters with increasing demands on target behavior were evaluated as well as whether self-talk emitted by Participant 1 could be used to alter Participant 2''s performance. Results suggest that participants'' tasks seemed to be under control of self-instructions, and the rules generated from Participants 1''s self-talk were effective in teaching computer skills to Participant 2. The silent dog method was useful in evaluating the possible role of self-generated rules in teaching computer skills to participants with autism. 相似文献
80.
The performance of the usual Shewhart control charts for monitoring process means and variation can be greatly affected by nonnormal data or subgroups that are correlated. Define the αk-risk for a Shewhart chart to be the probability that at least one “out-of-control” subgroup occurs in k subgroups when the control limits are calculated from the k subgroups. Simulation results show that the αk-risks can be quite large even for a process with normally distributed, independent subgroups. When the data are nonnormal, it is shown that the αk-risk increases dramatically. A method is also developed for simulating an “in-control” process with correlated subgroups from an autoregressive model. Simulations with this model indicate marked changes in the αk-risks for the Shewhart charts utilizing this type of correlated process data. Therefore, in practice a process should be investigated thoroughly regarding whether or not it is generating normal, independent data before out-of-control points on the control charts are interpreted to be due to some real assignable cause. 相似文献