共查询到20条相似文献,搜索用时 15 毫秒
1.
Nripes Kumar Mandal 《统计学通讯:理论与方法》2013,42(11):1989-1999
This article studies a mixture-amount model, which is quadratic both in the proportions of mixing components and the amount of mixture. Using the pseudo-Bayesian approach of Pal and Mandal (2006), it attempts to find the A-optimal design for the estimation of the optimum mixing proportions and the optimum amount. 相似文献
2.
In this article, we find designs insensitive to the presence of an outlier in a diallel cross design setup for estimating a complete set of orthonormal contrasts among the effects of the general combining abilities of a set of parental lines. The criterion of robustness, suggested by Mandal (1989) in block design setup and used by Biswas (2012) in treatment-control setup, is adapted here. Complete diallel cross designs, suggested by Gupta and Kageyama (1994), and partial diallel cross designs, suggested by Gupta et al. (1995) and Mukerjee (1997), are found to be robust under certain conditions. 相似文献
3.
The Significance Analysis of Microarrays (SAM; Tusher et al., 2001) method is widely used in analyzing gene expression data while controlling the FDR by using resampling-based procedure in the microarray setting. One of the main components of the SAM procedure is the adjustment of the test statistic. The introduction of the fudge factor to the test statistic aims at deflating the large value of test statistics due to the small standard error of gene-expression. Lin et al. (2008) pointed out that the fudge factor does not effectively improve the power and the control of the FDR as compared to the SAM procedure without the fudge factor in the presence of small variance genes. Motivated by the simulation results presented in Lin et al. (2008), in this article, we extend our study to compare several methods for choosing the fudge factor in the modified t-type test statistics and use simulation studies to investigate the power and the control of the FDR of the considered methods. 相似文献
4.
The cost and time consumption of many industrial experimentations can be reduced using the class of supersaturated designs since this can be used for screening out the important factors from a large set of potentially active variables. A supersaturated design is a design for which there are fewer runs than effects to be estimated. Although there exists a wide study of construction methods for supersaturated designs, their analysis methods are yet in an early research stage. In this article, we propose a method for analyzing data using a correlation-based measure, named as symmetrical uncertainty. This method combines measures from the information theory field and is used as the main idea of variable selection algorithms developed in data mining. In this work, the symmetrical uncertainty is used from another viewpoint in order to determine more directly the important factors. The specific method enables us to use supersaturated designs for analyzing data of generalized linear models for a Bernoulli response. We evaluate our method by using some of the existing supersaturated designs, obtained according to methods proposed by Tang and Wu (1997) as well as by Koukouvinos et al. (2008). The comparison is performed by some simulating experiments and the Type I and Type II error rates are calculated. Additionally, Receiver Operating Characteristics (ROC) curves methodology is applied as an additional statistical tool for performance evaluation. 相似文献
5.
Feng-Shou Ko 《统计学通讯:理论与方法》2013,42(15):2681-2698
A proposed method based on frailty models is used to identify longitudinal biomarkers or surrogates for a multivariate survival. This method is an extention of earlier models by Wulfsohn and Tsiatis (1997) and Song et al. (2002). In this article, similar to Henderson et al. (2002), a joint likelihood function combines the likelihood functions of the longitudinal biomarkers and the multivariate survival times. We use simulations to explore how the number of individuals, the number of time points per individual and the functional form of the random effects from the longitudianl biomarkers influence the power to detect the association of a longitudinal biomarker and the multivariate survival time. The proposed method is illustrate by using the gastric cancer data. 相似文献
6.
Sharma (1977) and Aggarwal et al. (2006) considered non circular construction of first- and second-order balanced repeated measurements designs. Sharma et al. (2002) constructed circular first- and second-order balanced repeated measurements designs only for a class with parameters (v, p = 3n, n = v 2) and also showed its universal optimality. In this article, we consider circular construction of first- and second-order balanced repeated measurements designs and strongly balanced repeated measurements designs by using the method of cyclic shifts. Some new circular designs with parameters (v, p, n) for cases p = v, p < v and p > v are given. 相似文献
7.
Shaowen Wu 《统计学通讯:模拟与计算》2013,42(8):1590-1604
We reinvestigate the empirical problem of lag length selection in unit root tests when using the augmented Dickey–Fuller test based on GLS-detrending. We extend the Ng and Perron (1995) work on this issue by applying the finite sample critical values calculated using the formulae proposed by Cheung and Lai (1995). Unlike Ng and Perron (2001) we find through simulation studies that the method of selecting lag length using the sequential t-test in the ADF regression of GLS-detrended series performs the best in most cases. 相似文献
8.
Soo Hak Sung 《统计学通讯:理论与方法》2013,42(9):1663-1674
A complete convergence theorem for an array of rowwise independent random variables was established by Sung et al. (2005). This result has been generalized and extended by Kruglov et al. (2006) and Chen et al. (2007). In this article, we extend the results of Sung et al. (2005), Kruglov et al. (2006), and Chen et al. (2007) to an array of dependent random variables satisfying Hoffmann-Jørgensen type inequalities. 相似文献
9.
Shesh N. Rai Jianmin Pan Xiaobin Yuan Jianguo Sun Melissa M. Hudson Deo K. Srivastava 《统计学通讯:理论与方法》2013,42(17):3117-3133
New drug discovery in the pediatrics has dramatically improved survival, but with long- term adverse events. This motivates the examination of adverse outcomes such as long-term toxicity in a phase IV trial. An ideal approach to monitor long-term toxicity is to systematically follow the survivors, which is generally not feasible. Instead, cross-sectional surveys are conducted in Hudson et al. (2007), with one of the objectives to estimate the cumulative incidence rates along with specific interest in fixed-term (5 or 10 year) rates. We present inference procedures based on current status data to our motivating example with very interesting findings. 相似文献
10.
Two types of estimates of process level, namely repeated median estimates (Siegel, 1982) and full online estimates (Gather et al., 2006) based on repeated median filters, are used to develop control charts. The distributional properties of the estimates are studied using simulation and these are found to closely follow normal distribution. The repeated median being robust against outliers with asymptotically 50% breakdown value and having small standard deviation is found to be useful as a basis for monitoring process averages. The control charts using repeated median estimates have been recommended for general use. 相似文献
11.
A Bottom-Up Dynamic Model of Portfolio Credit Risk with Stochastic Intensities and Random Recoveries
Tomasz R. Bielecki Areski Cousin Stéphane Crépey Alexander Herbertsson 《统计学通讯:理论与方法》2014,43(7):1362-1389
In Bielecki et al. (2014a), the authors introduced a Markov copula model of portfolio credit risk where pricing and hedging can be done in a sound theoretical and practical way. Further theoretical backgrounds and practical details are developed in Bielecki et al. (2014b,c) where numerical illustrations assumed deterministic intensities and constant recoveries. In the present paper, we show how to incorporate stochastic default intensities and random recoveries in the bottom-up modeling framework of Bielecki et al. (2014a) while preserving numerical tractability. These two features are of primary importance for applications like CVA computations on credit derivatives (Assefa et al., 2011; Bielecki et al., 2012), as CVA is sensitive to the stochastic nature of credit spreads and random recoveries allow to achieve satisfactory calibration even for “badly behaved” data sets. This article is thus a complement to Bielecki et al. (2014a), Bielecki et al. (2014b) and Bielecki et al. (2014c). 相似文献
12.
13.
Suppose that some information is available for the particular factor. The experimenter may apply the technique of foldover to isolate the factor and the two-factor interactions involving this factor. In fact, under some situations this can be done by the method of semi-folding. We will discuss this property in detail in this article. Furthermore, we use the computer to search the corresponding optimal semi-folding design for the given 2 k?p designs that are tabulated in Chen et al. (1993) research. 相似文献
14.
We consider non-parametric estimation of a continuous cdf of a random vector (X 1, X 2). With bivariate RC data, it is stated in van der Laan (1996, p. 59810, Ann. Statist.), Quale et al. (2006, JASA) etc. that “it is well known that the NPMLE for continuous data is inconsistent (Tsai et al. (1986)).” The claim is based on a result in Tsai et al. (1986, p.1352, Ann. Statist.) that if X 1 is right censored but not X 2, then common ways for defining one NPMLE lead to inconsistency. If X 1 is right censored and X 2 is type I right-censored (which includes the case in Tsai et al.), we present a consistent NPMLE. The result corrects a common misinterpretation of Tsai's example (Tsai et al., 1986, Ann. Statist.). 相似文献
15.
In this article, we obtained a dependence measure for generalized Farlie-Gumbel-Morgenstern (FGM) family in view of Kochar and Gupta (1987) and then compared this measure with Spearman's rho and Kendall's tau in FGM family. Moreover, we evaluated the empirical power of the class of distribution-free tests proposed by Kochar and Gupta (1987, 1990) based on exact distribution of a U-statistics. This is derived via a simulation study for sample of sizes n = 6, 8, 10, 12, 16, and 20. Also, we compared our simulation results with those achieved by Amini et al. (2010) and Güven and Kotz (2008). 相似文献
16.
Oluseun Odumade 《统计学通讯:模拟与计算》2013,42(3):473-502
In this article, two new improved randomized response models have been proposed. The proposed models are found to be more efficient than the recent randomized response model studied by Bar-Lev et al. (2004). The relative efficiency of the proposed models has been studied with respect to the Bar-Lev et al. (2004) model under different situations. 相似文献
17.
《统计学通讯:理论与方法》2013,42(9):1789-1799
Abstract In a recent article Hsueh et al. (Hsueh, H.-M., Liu, J.-P., Chen, J. J. (2001). Unconditional exact tests for equivalence or noninferiority for paired binary endpoints. Biometrics 57:478–483.) considered unconditional exact tests for paired binary endpoints. They suggested two statistics one of which is based on the restricted maximum-likelihood estimator. Properties of these statistics and the related tests are treated in this article. 相似文献
18.
AbstractIn this article, we improvise Singh and Grewal (2013) and Hussain et al. (2016) techniques by introducing a new two-stage randomization response process. Using the proposed new technique, we achieve better efficiency and increasing protection of privacy of respondents than the Kuk (1990), Singh and Grewal (2013) and Hussain et al. (2016) models. The relative efficiency and protection of the respondents of the proposed two-stage randomization device have been investigated through simulation study, and the situations are reported where the proposed estimator performs better than its competitors. The SAS code used to investigate the performance of the proposed strategy are also provided. 相似文献
19.
Here, we apply the smoothing technique proposed by Chaubey et al. (2007) for the empirical survival function studied in Bagai and Prakasa Rao (1991) for a sequence of stationary non-negative associated random variables.The derivative of this estimator in turn is used to propose a nonparametric density estimator. The asymptotic properties of the resulting estimators are studied and contrasted with some other competing estimators. A simulation study is carried out comparing the recent estimator based on the Poisson weights (Chaubey et al., 2011) showing that the two estimators have comparable finite sample global as well as local behavior. 相似文献
20.
《统计学通讯:理论与方法》2012,41(13-14):2456-2464
Block designs with nested rows and columns were introduced in Srivastava (1978) and more specifically defined in Singh and Dey (1979). We present properties of some partially balanced block designs with nested rows and columns. The designs are considered for near-factorial experiments, when there are a levels of experimental factor A and b levels of experimental factor B and there is one control treatment added. In this article we extend the theory of block designs with nested rows and columns described by \L acka and Koz?owska (2009) and Koz?owska et al. (2011). We carry out our consideration by the derived mixed linear model resulting from randomization of blocks, rows and columns. For this model of observations, some properties of estimation of treatment contrasts are discussed. We calculate the efficiency factors of estimation of treatment contrasts. We formulate theorems for some partially balanced block designs with nested rows and columns. Plant protection experiment on limitation of food acceptability for T. urticae is given to show how the obtained results can be applied. 相似文献