Some degree of error is inevitable in multi‐agent bioassays regardless of design or measurement technology. Estimation error can be reduced post facto by exploiting the matrix partial ordering of the bioassay survival estimates. The standard method for this is order‐restricted regression (ORR). If the joint action of the bioassay agents admits a tolerance‐based interpretation, additional structure beyond matrix partial ordering is available, leading to a new method of error reduction. This tolerance‐based error reduction (TBER) procedure almost always outperforms ORR. Like ORR, TBER applies to complete factorial bioassay designs and, using weighting, to incomplete designs. 相似文献
GARCH model has been commonly used to describe the volatility of foreign exchange returns, which typically depends on returns many lags before, While the GARCH model provides a simple geometric decaying structure for persistence in time, it restricts tiie impact of variables to Quadratic functions. A finite nonparametric GARCH model is proposed that allows the variables' impact to be a smooth function of any form. A direct local polynomial estimation method for this finite GARCH model is proposed based on results on proportional additive model, and is applied to the German Mark (DEM)/US Dollar (USD) daily returns data. Estimators uf both the decaying rate and the impact function are obtained. Diagnostics show satisfactory out-of-sampie prediction based on the proposed model, which helps to better understand the dynamics of foreign exchange volatility. 相似文献
The estimation of the parameters of two or more geometric distribuionsis considered by usinq an empirical Bayesian approach. Robbins (1983) gave empirical Bayes estimates if the number of distributions N is large, buthere we consider the cascwhore N is small. The parameters of the prior distribution areest imated by looking at maximum like lihood and momentest imation methods. 相似文献
In this paper, we consider characterizations of geometric distribution based on some properties of progressively Type-II right-censored order statistics. Specifically, we establish characterizations through conditional expectation, identical distribution, and independence of functions of progressively Type-II right-censored order statistics. Moreover, extensions of these results to generalized order statistics are also sketched. These generalize the corresponding results known for the case of ordinary order statistics. 相似文献
This article explores the calculation of tolerance limits for the Poisson regression model based on the profile likelihood methodology and small-sample asymptotic corrections to improve the coverage probability performance. The data consist of n counts, where the mean or expected rate depends upon covariates via the log regression function. This article evaluated upper tolerance limits as a function of covariates. The upper tolerance limits are obtained from upper confidence limits of the mean. To compute upper confidence limits the following methodologies were considered: likelihood based asymptotic methods, small-sample asymptotic methods to improve the likelihood based methodology, and the delta method. Two applications are discussed: one application relating to defects in semiconductor wafers due to plasma etching and the other examining the number of surface faults in upper seams of coal mines. All three methodologies are illustrated for the two applications. 相似文献
The authors give easy‐to‐check sufficient conditions for the geometric ergodicity and the finiteness of the moments of a random process xt = ?(xt‐1,…, xt‐p) + ?tσ(xt‐1,…, xt‐q) in which ?: Rp → R, σ Rq → R and (?t) is a sequence of independent and identically distributed random variables. They deduce strong mixing properties for this class of nonlinear autoregressive models with changing conditional variances which includes, among others, the ARCH(p), the AR(p)‐ARCH(p), and the double‐threshold autoregressive models. 相似文献
Has civil society declined in the United States in the past 20 years? Multiple indicators suggest evidence for decline. This paper questions Robert Putnam's generational explanation for decline and suggests an alternative explanation, namely the structural economic transformation of the U.S. and how it has been managed. Individuals' perceptions of economic distress have increased since 1972 and are related to changes in indicators of civil society, including associational memberships, trust, anomia, and espoused racial and gay tolerance. Economic distress is also related to political interest and participation. Other consequences of an eroding civil society are discussed, including rising crime and inhibited economic productivity