共查询到20条相似文献,搜索用时 31 毫秒
1.
AbstractWe suggest shrinkage based technique for estimating covariance matrix in the high-dimensional normal model with missing data. Our approach is based on the monotone missing scheme assumption, meaning that missing values patterns occur completely at random. Our asymptotic framework allows the dimensionality p grow to infinity together with the sample size, N, and extends the methodology of Ledoit and Wolf (2004) to the case of two-step monotone missing data. Two new shrinkage-type estimators are derived and their dominance properties over the Ledoit and Wolf (2004) estimator are shown under the expected quadratic loss. We perform a simulation study and conclude that the proposed estimators are successful for a range of missing data scenarios. 相似文献
2.
We develop a simple corrected score for logistic regression with errors-in-covariates. The new method is an extension of the consistent functional methods proposed by Huang and Wang (2001) and is closely related to the corrected score method by Nakamura (1990) and Stefanski (1989). The new method requires that the measurement error distribution is known, but does not require normality. The new method yields a consistent and asymptotically normal estimator under regularity conditions. We examine the finite-sample performance of the new estimator through simulation studies. Finally, we illustrate the new method by applying it to an AIDS study. 相似文献
3.
Marcelo de Paula 《统计学通讯:理论与方法》2013,42(19):5762-5786
ABSTRACTIn this article, we propose an approach for incorporating continuous and discrete original outcome distributions into the usual exponential family regression models. The new approach is an extension of the works of Suissa (1991) and Suissa and Blais (1995), which present methods to estimate the risk of an event defined in a sample subspace of an original continuous outcome variable. Simulation studies are presented in order to illustrate the performance of the developed methodology. Real data sets are analyzed by using the proposed models. 相似文献
4.
Mike G. Tsionas 《统计学通讯:理论与方法》2018,47(12):3022-3028
The properties of high-dimensional Bingham distributions have been studied by Kume and Walker (2014). Fallaize and Kypraios (2016) propose the Bayesian inference for the Bingham distribution and they use developments in Bayesian computation for distributions with doubly intractable normalizing constants (Møller et al. 2006; Murray, Ghahramani, and MacKay 2006). However, they rely heavily on two Metropolis updates that they need to tune. In this article, we propose instead a model selection with the marginal likelihood. 相似文献
5.
ABSTRACTRandom vectors with positive components are common in many applied fields, for example, in meteorology, when daily precipitation is measured through a region Marchenko and Genton (2010). Frequently, the log-normal multivariate distribution is used for modeling this type of data. This modeling approach is not appropriate for data with high asymmetry or kurtosis. Consequently, more flexible multivariate distributions than the log-normal multivariate are required. As an alternative to this distribution, we propose the log-alpha-power multivariate and log-skew-normal multivariate models. The first model is an extension for positive data of the fractional order statistics model Durrans (1992). The second one is an extension of the log-skew-normal model studied by Mateu-Figueras and Pawlowsky-Glahn (2007). We study parameter estimation for these models by means of pseudo-likelihood and maximum likelihood methods. We illustrate the proposal analyzing a real dataset. 相似文献
6.
This paper is the generalization of weight-fused elastic net (Fu and Xu, 2012), which performs group variable selection by combining weight-fused LASSO(wfLasso) and elastic net (Zou and Hastie, 2005) penalties. In this study, the elastic net penalty is replaced by adaptive elastic net penalty (AdaEnet) (Zou and Zhang, 2009), and a new group variable selection algorithm with oracle property (Fan and Li, 2001; Zou, 2006) is obtained. 相似文献
7.
Baker (2008) introduced a new class of bivariate distributions based on distributions of order statistics from two independent samples of size n. Lin and Huang (2010) discovered an important property of Baker’s distribution and showed that the Pearson’s correlation coefficient for this distribution converges to maximum attainable value, i.e., the correlation coefficient of the Fréchet upper bound, as n increases to infinity. Bairamov and Bayramoglu (2013) investigated a new class of bivariate distributions constructed by using Baker’s model and distributions of order statistics from dependent random variables, allowing higher correlation than that of Baker’s distribution. In this article, a new class of Baker’s type bivariate distributions with high correlation are constructed based on distributions of order statistics by using an arbitrary continuous copula instead of the product copula. 相似文献
8.
Prabhanjan N. Tattar 《统计学通讯:理论与方法》2013,42(5):1270-1277
AbstractIn the present paper we develop bootstrap tests of hypothesis, based on simulation, for the transition probability matrix arising in the context of a multi-state model. The bootstrap test statistic is based on the paper of Tattar and Vaman (2008), which develops a statistic for the testing problems concerning the transition probability matrix of the non homogeneous Markov process. 相似文献
9.
This article develops a procedure to obtain highly accurate confidence interval estimates for the stress-strength reliability R = P(X > Y) where X and Y are data from independent normal distributions of unknown means and variances. Our method is based on third-order likelihood analysis and is compared to the conventional first-order likelihood ratio procedure as well as the approximate methods of Reiser and Guttman (1986) and Guo and Krishnamoorthy (2004). The use of our proposed method is illustrated by an empirical example and its superior accuracy in terms of coverage probability and error rate are examined through Monte Carlo simulation studies. 相似文献
10.
11.
S. Sengupta 《统计学通讯:理论与方法》2013,42(19):5745-5750
ABSTRACTLet P be the proportion of individuals in a finite population possessing a sensitive attribute. We consider the problem of unbiased estimation of (i) the variance of a linear unbiased estimator of P and (ii) the population variance P (1—P) for a given probability sampling design under Warner's (1965) randomized response (RR) plan when independent responses are obtained from each sampled individual as many times as he/she is selected in the sample and prove the admissibility of a quadratic unbiased estimator for each. 相似文献
12.
The operating characteristics (OCs) of a subset ranking and selection procedure are derived for the hybrid randomized response model developed by Jia and McDonald (2009). The OCs include the probability of a correct P(CS), the individual selection probability γi, and the expected subset size E(S), under the slippage configuration or the equi-spaced configuration. An example comparing failure rates of contraceptive methods is used to illustrate the use of these new results. 相似文献
13.
AbstractThis article is devoted to study the problem of test of periodicity in the restricted exponential autoregressive (EXPAR) model. The local asymptotic normality property, of this model, is shown via the adapted sufficient conditions due to Swensen (1985). Using this result, in the case where the innovation density is specified, we obtain a parametric local asymptotic “most stringent” test. 相似文献
14.
Fan Yang 《统计学通讯:理论与方法》2013,42(3):520-532
The tail distortion risk measure at level p was first introduced in Zhu and Li (2012), where the parameter p ∈ (0, 1) indicates the confidence level. They established first-order asymptotics for this risk measure, as p↑1, for the Fréchet case. In this article, we extend their work by establishing both first-order and second-order asymptotics for the Fréchet, Weibull, and Gumbel cases. Numerical studies are also carried out to examine the accuracy of both asymptotics. 相似文献
15.
ABSTRACTIn this paper, we extend a variance shift model, previously considered in the linear mixed models, to the linear mixed measurement error models using the corrected likelihood of Nakamura (1990). This model assumes that a single outlier arises from an observation with inflated variance. We derive the score test and the analogue of the likelihood ratio test, to assess whether the ith observation has inflated variance. A parametric bootstrap procedure is implemented to obtain empirical distributions of the test statistics. Finally, results of a simulation study and an example of real data are presented to illustrate the performance of proposed tests. 相似文献
16.
Jiang, Ji, and Xiao (2003) has introduced a quantitative measure known as the ageing intensity function for evaluating the ageing properties of a component/system. In recent years, there has been a great interest on the study of quantile function, an equivalent alternative to the distribution function approach. Unlike the distribution function approach, the quantile method possess some unique properties (see Gilchrist 2000, Nair, Sankaran, and Balakrishnan 2013). Motivated with this, in the present paper we introduce a quantile-based ageing intensity function and study its various ageing properties. We also study some stochastic comparison of random variables based on the proposed measure. 相似文献
17.
In this article, designs are found for which the F-test of analysis of variance is insensitive to violation of normality assumption. Atiqullah (1962) proved that the F-test for treatments adjusting for blocks in the intra-block analysis of a balanced incomplete block design is robust against non-normality in the observations. Here an attempt has been made to identify other designs robust in this sense. In particular, it is observed that for testing relevant hypothesis, a partially balanced incomplete block design in block design setup, under certain conditions, is robust. Robustness of a balanced treatment incomplete block design and a partially balanced treatment incomplete block design (Biswas, 2012), in treatment-control design setup, is also studied. Moreover, a new measure of robustness is introduced for further study. The performance of the F-test in presence of non-normality in the observations for a quadratically balanced design is also examined. 相似文献
18.
Heng Lian 《统计学通讯:理论与方法》2013,42(11):1893-1900
We extend the approach of Walker (2003); (2004) to the case of misspecified models. A sufficient condition for establishing rates of convergence is given based on a key identity involving martingales, which does not require construction of tests. We also show roughly that the result obtained by using tests can also be obtained by our approach, which demonstrates the potential wider applicability of this method. 相似文献
19.
Abdullah Yilmaz 《统计学通讯:理论与方法》2013,42(23):7053-7059
ABSTRACTSkew-symmetric distributions have been discussed by several research-ers. In this article we construct a skew-symmetric Laplace distribution, which is the generalization of distribution given by Ali et al. (2009) and Nekoukhou and Alamatsaz (2012). This new distribution contains more parameters, and this induces flexibility properties, such as unimodality or bimodality. We study on some properties of this distribution. In the last section we also provide an application with a real data. Concerning example has recently been discussed by Nekoukhou et al. (2013) to apply to their model. We compare the behavior of our distribution to their distribution on this example. 相似文献
20.
Jinho Park 《统计学通讯:理论与方法》2013,42(7):1523-1536
Li et al. (2007) developed an estimation method for quantile functions in a reproducing kernel Hilbert space for complete data, and Park and Kim (2011) proposed an estimation method using the ε-insensitive loss. This article extends these estimation methods to left-truncated and right-censored data. As a measure of goodness of fit, the check loss and the ε-insensitive loss were used to estimate the quantile function. The ε-insensitive loss can shrink the estimated coefficients toward zero; hence, it can reduce the variability of the estimates. Simulation studies show that the estimated quantile functions based on the ε-insensitive loss perform slightly better when ε is adequately chosen. 相似文献