共查询到20条相似文献,搜索用时 15 毫秒
1.
Belkacem Abdous 《Revue canadienne de statistique》1995,23(1):21-27
Classes of higher-order kernels for estimation of a probability density are constructed by iterating the twicing procedure. Given a kernel K of order l, we build a family of kernels Km of orders l(m + 1) with the attractive property that their Fourier transforms are simply 1 — {1 —$(.)}m+1, where ? is the Fourier transform of K. These families of higher-order kernels are well suited when the fast Fourier transform is used to speed up the calculation of the kernel estimate or the least-squares cross-validation procedure for selection of the window width. We also compare the theoretical performance of the optimal polynomial-based kernels with that of the iterative twicing kernels constructed from some popular second-order kernels. 相似文献
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Dankmar Böhning 《Journal of statistical planning and inference》1985,11(1):57-69
An iterative solution to the problem of maximizing a concave functional ø defined on the set of all probability measures on a topological space is considered. Convergence of this procedure and a rapidly converging algorithm are studied. Computational aspects of this algorithm along with the ones developed earlier by Wynn, Fedorov, Atwood, Wu and others are provided. Examples discussed are taken from the area of mixture likehoods and optimal experimental design. 相似文献
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Most statistical models arising in real life applications as well as in interdisciplinary research are complex in their designs, sampling plans, and associated probability laws, which in turn are often constrained by inequality, order, functional, shape or other restraints. Optimality of conventional likelihood ratio based statistical inference may not be tenable here, although the use of restricted or quasi-likelihood has spurred in such environments. S.N. Roy's ingenious union–intersection principle provides an alternative avenue, often having some computational advantages, increased scope of adaptability, and flexibility beyond conventional likelihood paradigms. This scenario is appraised here with some illustrative examples, and with some interesting problems of inference on stochastic ordering (dominance) in parametric as well as beyond parametric setups. 相似文献
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Vytaras Brazauskas Bruce L. Jones Madan L. Puri Ričardas Zitikis 《Journal of statistical planning and inference》2008
We develop statistical inferential tools for estimating and comparing conditional tail expectation (CTE) functions, which are of considerable interest in actuarial science. In particular, we construct estimators for the CTE functions, develop the necessary asymptotic theory for the estimators, and then use the theory for constructing confidence intervals and bands for the functions. Both parametric and non-parametric approaches are explored. Simulation studies illustrate the performance of estimators in various situations. Results are obtained under minimal assumptions, and the general Vervaat process plays a crucial role in achieving these goals. 相似文献
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Alexander Kukush Andrii Malenko Hans Schneeweiss 《Journal of statistical planning and inference》2009
We consider a regression of y on x given by a pair of mean and variance functions with a parameter vector θ to be estimated that also appears in the distribution of the regressor variable x. The estimation of θ is based on an extended quasi-score (QS) function. We show that the QS estimator is optimal within a wide class of estimators based on linear-in-y unbiased estimating functions. Of special interest is the case where the distribution of x depends only on a subvector α of θ, which may be considered a nuisance parameter. In general, α must be estimated simultaneously together with the rest of θ, but there are cases where α can be pre-estimated. A major application of this model is the classical measurement error model, where the corrected score (CS) estimator is an alternative to the QS estimator. We derive conditions under which the QS estimator is strictly more efficient than the CS estimator. 相似文献
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In a general parametric setup, a multivariate regression model is considered when responses may be missing at random while the explanatory variables and covariates are completely observed. Asymptotic optimality properties of maximum likelihood estimators for such models are linked to the Fisher information matrix for the parameters. It is shown that the information matrix is well defined for the missing-at-random model and that it plays the same role as in the complete-data linear models. Applications of the methodologic developments in hypothesis-testing problems, without any imputation of missing data, are illustrated. Some simulation results comparing the proposed method with Rubin's multiple imputation method are presented. 相似文献
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C. Ahn G.G. Koch L. Paynter J.S. Preisser F. Seillier-Moiseiwitsch 《Journal of statistical planning and inference》2007
We discuss a general application of categorical data analysis to mutations along the HIV genome. We consider a multidimensional table for several positions at the same time. Due to the complexity of the multidimensional table, we may collapse it by pooling some categories. However, the association between the remaining variables may not be the same as before collapsing. We discuss the collapsibility of tables and the change in the meaning of parameters after collapsing categories. We also address this problem with a log-linear model. We present a parameterization with the consensus output as the reference cell as is appropriate to explain genomic mutations in HIV. We also consider five null hypotheses and some classical methods to address them. We illustrate methods for six positions along the HIV genome, through consideration of all triples of positions. 相似文献
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Mudholkar and Srivastava [1993. Exponentiated Weibull family for analyzing bathtub failure data. IEEE Trans. Reliability 42, 299–302] introduced three-parameter exponentiated Weibull distribution. Two-parameter exponentiated exponential or generalized exponential distribution is a particular member of the exponentiated Weibull distribution. Generalized exponential distribution has a right skewed unimodal density function and monotone hazard function similar to the density functions and hazard functions of the gamma and Weibull distributions. It is observed that it can be used quite effectively to analyze lifetime data in place of gamma, Weibull and log-normal distributions. The genesis of this model, several properties, different estimation procedures and their properties, estimation of the stress-strength parameter, closeness of this distribution to some of the well-known distribution functions are discussed in this article. 相似文献
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Kye Gilder Naitee Ting Lili Tian Joseph C. Cappelleri R. Choudary Hanumara 《Journal of statistical planning and inference》2007
A modified large-sample (MLS) approach and a generalized confidence interval (GCI) approach are proposed for constructing confidence intervals for intraclass correlation coefficients. Two particular intraclass correlation coefficients are considered in a reliability study. Both subjects and raters are assumed to be random effects in a balanced two-factor design, which includes subject-by-rater interaction. Computer simulation is used to compare the coverage probabilities of the proposed MLS approach (GiTTCH) and GCI approaches with the Leiva and Graybill [1986. Confidence intervals for variance components in the balanced two-way model with interaction. Comm. Statist. Simulation Comput. 15, 301–322] method. The competing approaches are illustrated with data from a gauge repeatability and reproducibility study. The GiTTCH method maintains at least the stated confidence level for interrater reliability. For intrarater reliability, the coverage is accurate in several circumstances but can be liberal in some circumstances. The GCI approach provides reasonable coverage for lower confidence bounds on interrater reliability, but its corresponding upper bounds are too liberal. Regarding intrarater reliability, the GCI approach is not recommended because the lower bound coverage is liberal. Comparing the overall performance of the three methods across a wide array of scenarios, the proposed modified large-sample approach (GiTTCH) provides the most accurate coverage for both interrater and intrarater reliability. 相似文献
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We propose different multivariate nonparametric tests for factorial designs and derive their asymptotic distribution for the situation where the number of replications is limited, whereas the number of treatments goes to infinity (large a, small n case). The tests are based on separate rankings for the different variables, and they are therefore invariant under separate monotone transformations of the individual variables. 相似文献
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Joint modeling of degradation and failure time data 总被引:1,自引:0,他引:1
This paper surveys some approaches to model the relationship between failure time data and covariate data like internal degradation and external environmental processes. These models which reflect the dependency between system state and system reliability include threshold models and hazard-based models. In particular, we consider the class of degradation–threshold–shock models (DTS models) in which failure is due to the competing causes of degradation and trauma. For this class of reliability models we express the failure time in terms of degradation and covariates. We compute the survival function of the resulting failure time and derive the likelihood function for the joint observation of failure times and degradation data at discrete times. We consider a special class of DTS models where degradation is modeled by a process with stationary independent increments and related to external covariates through a random time scale and extend this model class to repairable items by a marked point process approach. The proposed model class provides a rich conceptual framework for the study of degradation–failure issues. 相似文献
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Moments and central moments of a random variable X are expressed as integrals of functions of lower-order conditional moments and the cumulative distribution of X. In particular, sample central moments of order 2k are expressed as the sum of between groups variations, providing an analogue to the analysis of variance. Similar expressions are obtained for the expectations of real-valued and measurable functions of X. 相似文献
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In this paper, the hypothesis testing and interval estimation for the intraclass correlation coefficients are considered in a two-way random effects model with interaction. Two particular intraclass correlation coefficients are described in a reliability study. The tests and confidence intervals for the intraclass correlation coefficients are developed when the data are unbalanced. One approach is based on the generalized p-value and generalized confidence interval, the other is based on the modified large-sample idea. These two approaches simplify to the ones in Gilder et al. [2007. Confidence intervals on intraclass correlation coefficients in a balanced two-factor random design. J. Statist. Plann. Inference 137, 1199–1212] when the data are balanced. Furthermore, some statistical properties of the generalized confidence intervals are investigated. Finally, some simulation results to compare the performance of the modified large-sample approach with that of the generalized approach are reported. The simulation results indicate that the modified large-sample approach performs better than the generalized approach in the coverage probability and expected length of the confidence interval. 相似文献
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Peter Müller Don A. Berry Andy P. Grieve Michael Smith Michael Krams 《Journal of statistical planning and inference》2007
We consider simulation-based methods for exploration and maximization of expected utility in sequential decision problems. We consider problems which require backward induction with analytically intractable expected utility integrals at each stage. We propose to use forward simulation to approximate the integral expressions, and a reduction of the allowable action space to avoid problems related to an increasing number of possible trajectories in the backward induction. The artificially reduced action space allows strategies to depend on the full history of earlier observations and decisions only indirectly through a low dimensional summary statistic. The proposed rule provides a finite-dimensional approximation to the unrestricted infinite-dimensional optimal decision rule. We illustrate the proposed approach with an application to an optimal stopping problem in a clinical trial. 相似文献
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We study the distribution of the adaptive LASSO estimator [Zou, H., 2006. The adaptive LASSO and its oracle properties. J. Amer. Statist. Assoc. 101, 1418–1429] in finite samples as well as in the large-sample limit. The large-sample distributions are derived both for the case where the adaptive LASSO estimator is tuned to perform conservative model selection as well as for the case where the tuning results in consistent model selection. We show that the finite-sample as well as the large-sample distributions are typically highly nonnormal, regardless of the choice of the tuning parameter. The uniform convergence rate is also obtained, and is shown to be slower than n-1/2 in case the estimator is tuned to perform consistent model selection. In particular, these results question the statistical relevance of the ‘oracle’ property of the adaptive LASSO estimator established in Zou [2006. The adaptive LASSO and its oracle properties. J. Amer. Statist. Assoc. 101, 1418–1429]. Moreover, we also provide an impossibility result regarding the estimation of the distribution function of the adaptive LASSO estimator. The theoretical results, which are obtained for a regression model with orthogonal design, are complemented by a Monte Carlo study using nonorthogonal regressors. 相似文献