共查询到20条相似文献,搜索用时 31 毫秒
1.
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
2.
In this article, we introduce shared gamma frailty models with three different baseline distributions namely, Weibull, generalized exponential and exponential power distributions. We develop Bayesian estimation procedure using Markov Chain Monte Carlo(MCMC) technique to estimate the parameters involved in these models. We present a simulation study to compare the true values of the parameters with the estimated values. Also we apply these three models to a real life bivariate survival dataset of McGilchrist and Aisbett (1991) related to kidney infection data and a better model is suggested for the data. 相似文献
3.
This paper addresses a generalization of the bivariate Cauchy distribution discussed by Fang et al. (1990), derived from a trivariate normal distribution with a general correlation matrix. We obtain explicit expressions for the joint distribution function and joint density function, and show that they reduce in a special case to the corresponding expressions of Fang et al. (1990). Finally, we show that this generalized distribution is useful in determining the orthant probability of a bivariate skew-normal distribution of Azzalini and Dalla Valle (1996). 相似文献
4.
D. S. Paolino 《统计学通讯:理论与方法》2013,42(14):2561-2572
Starting from a standard pivot, exact inference for the pth-quantile and for the reliability of the two-parameter exponential distribution in case of singly Type II censored samples is developed in this article. Fernandez (2007) first obtained some of the results proposed in this article, but, differently from what are proposed here, and developed his theory starting from a generalized pivot. An illustrative example shows that, with the expressions proposed in this article, it is also possible to overcome some shortcomings raising from the formulas by Fernandez (2007). Finally, a new expression for the moments of the pivot is obtained. 相似文献
5.
Raja Rao et al. (1993) introduced the bivariate setting the clock back to zero property. A new variant of this property is introduced that is appropriate for analysing a broader area of practical situations. Some distributions possessing the proposed property are presented. Applications of this property for simplifying the computation of the bivariate mean residual life function and the bivariate percentile residual life function are studied. The relation between the proposed property with the one studied by Raja Rao and Talwalker (1990) and the bivariate lack of memory property is studied. 相似文献
6.
In this article, another version of the generalized exponential geometric distribution different to that of Silva et al. (2010) is proposed. This new three-parameter lifetime distribution with decreasing, increasing, and bathtub failure rate function is created by compounding the generalized exponential distribution of Gupta and Kundu (1999) with a geometric distribution. Some basic distributional properties, moment-generating function, rth moment, and Rényi entropy of the new distribution are studied. The model parameters are estimated by the maximum likelihood method and the asymptotic distribution of estimators is discussed. Finally, an application of the new distribution is illustrated using the two real data sets. 相似文献
7.
D. N. da Silva 《统计学通讯:模拟与计算》2013,42(10):2184-2197
Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion distributions. Improved likelihood ratio tests for these models were developed by Cordeiro (1983)Cordeiro (1987). We present a simple R program source for calculating Bartlett corrections to improve likelihood ratio tests in these models. The program was tested on some special models, confirming all of the previously reported numerical results for the Bartlett corrections. 相似文献
8.
《统计学通讯:理论与方法》2013,42(3):603-617
Abstract Adaptive choice of smoothing parameters for nonparametric Poisson regression (O'Sullivan et al., 1986) is considered in this article. A computable approximation of the unbiased risk estimate (AUBR) for Poisson regression is introduced. This approximation can be used to automatically tune the smoothing parameter for the penalized likelihood estimator. An alternative choice is the generalized approximate cross validation (GACV) proposed by Xiang and Wahba (1996). Although GACV enjoys a great success in practice when applying for nonparametric logisitic regression, its performance for Poisson regression is not clear. Numerical simulations have been conducted to evaluate the GACV and AUBR based tuning methods. We found that GACV has a tendency to oversmooth the data when the intensity function is small. As a consequence, we suggest tuning the smoothing parameter using AUBR in practice. 相似文献
9.
A bivariate family of copulas has been initiated by Cuadras-Augé (1981) and Marshall (1996). Recently, Durante (2007) considered this family as a general family of symmetric bivariate copulas indexed by a generator function and studied some of its dependence properties. In this article, we obtain and describe further aspects of dependence for this family. For example, we have proved that the family has positive likelihood ratio dependence structure if and only if the family reduces to some well-known copulas. We also derive several proper forms for the generator function of this family. Considering a multivariate extension of the bivariate family of copulas provided by Durante et al. (2007), some dependence properties are studied. Finally, some positive dependence stochastic orderings for two random vectors having a copula from the proposed families, are discussed. 相似文献
10.
Recently, Zografos and Nadarajah (2005) proposed two measures of uncertainty based on the survival function, called the survival exponential entropy and the generalized survival exponential entropy. In this article, we explore properties of the generalized survival entropy and the dynamic version of it. We study conditions under which the generalized survival entropy of first order statistic can uniquely determines the parent distribution. The exponential, Pareto, and finite range distributions, which are commonly used in reliability, have been characterized using this generalized measure. Another measure of entropy is also introduced in analogy with cumulative entropy which has been proposed by Di Crescenzo and Longobardi (2009) and some properties of it are given. 相似文献
11.
This article gives a matrix formula for second-order covariances of maximum likelihood estimators in exponential family nonlinear models, thus generalizing the result of Cordeiro (2004) valid for generalized linear models with known dispersion parameter. Some simulations show that the second-order covariances for exponential family nonlinear models can be quite pronounced in small to moderate sample sizes. 相似文献
12.
By applying the recursion of Huffer (1988) repeatedly, we propose an algorithm for evaluating the null joint distribution of Dixon-type test statistics for testing discordancy of k upper outliers in exponential samples. By using the critical values of Dixon-type test statistics determined from the proposed algorithm and those of Cochran-type test statistics presented earlier by Lin and Balakrishnan (2009), we carry out an extensive Monte Carlo study to investigate the powers and the error probabilities for the effects of masking and swamping when the number of outliers k = 2 and 3. Based on our empirical findings, we recommend Rosner’s (1975) sequential test procedure based on Dixon-type test statistics for testing multiple outliers from an exponential distribution. 相似文献
13.
For the first time, we provide a matrix formula for second-order covariances of maximum likelihood estimates in heteroskedastic generalized linear models, thus generalizing the results of Cordeiro (2004) and Cordeiro et al. (2006) related to the generalized linear models with known and unknown dispersion parameter, respectively. The covariance matrix formula does not involve cumulants of log-likelihood derivatives and can be easily obtained using simple matrix operations. We apply our main result to a simple model. Some simulations show that the second-order covariances can be quite pronounced in small to moderate samples. The usual covariances of the maximum likelihood estimates can be corrected by these second-order covariances. 相似文献
14.
Considering the Wald, score, and likelihood ratio asymptotic test statistics, we analyze a multivariate null intercept errors-in-variables regression model, where the explanatory and the response variables are subject to measurement errors, and a possible structure of dependency between the measurements taken within the same individual are incorporated, representing a longitudinal structure. This model was proposed by Aoki et al. (2003b) and analyzed under the bayesian approach. In this article, considering the classical approach, we analyze asymptotic test statistics and present a simulation study to compare the behavior of the three test statistics for different sample sizes, parameter values and nominal levels of the test. Also, closed form expressions for the score function and the Fisher information matrix are presented. We consider two real numerical illustrations, the odontological data set from Hadgu and Koch (1999), and a quality control data set. 相似文献
15.
A generalization of the Gaver and Lewis (1980) model of first-order autoregressive process with marginals as bivariate Mittag–Leffler distribution is obtained. A necessary and sufficient condition for stationarity of the process is established. Autoregressive process with marginals follow bivariate discrete Mittag–Leffler distribution is also developed. The unknown parameters of the processes are estimated and some numerical results of the estimations are given. 相似文献
16.
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
17.
This article presents an application of copula methodology in exchange markets. In this article, we consider the concept of directional dependence given by Sungur (2005). We also consider and study directional dependence for generalized Farlie–Gumbel–Morgenstern (FGM) distributions, which are a member of the Rodríguez-Lallena and Úbeda-Flores (2004) family, C(u, v) = uv + f(u)g(v). Examples of the generalized FGM distributions are provided with exchange market data of the Euro, Canadian dollar, Korean Won, Japanese Yen, and Hong Kong dollar against the U.S. dollar. 相似文献
18.
Fayçal Hamdi 《统计学通讯:理论与方法》2013,42(22):4182-4199
The purpose of this article is to develop algorithms for computing the exact Fisher information matrix of periodic time-varying state-space models. We first present a relatively simple recursive algorithm which computes the elements of the exact information matrix without involving numerical differentiation, since all required derivatives are analytically evaluated. The proposed algorithm extends the procedure due to Cavanaugh and Shumway (1996) to the periodic state-space framework. Exploiting the approach used in Klein et al. (2000), a second algorithm is proposed in order to obtain the exact information matrix as a whole instead of element by element. The algorithms are first developed in a general framework and then specialized to the case of a periodic Gaussian vector autoregressive moving-average (PVARMA) model. 相似文献
19.
We derive general formulae for the second-order biases of maximum likelihood estimates of the parameters in generalized nonlinear models with dispersion covariates. This result generalizes previous work by Botter and Cordeiro (1998) and Cordeiro and McCullagh (1991). The practical use of such bias corrections is illustrated in a simulation study. 相似文献
20.
Shared frailty models are often used to model heterogeneity in survival analysis. The most common shared frailty model is a model in which hazard function is a product of random factor (frailty) and baseline hazard function which is common to all individuals. There are certain assumptions about the baseline distribution and distribution of frailty. In this article, we consider inverse Gaussian distribution as frailty distribution and three different baseline distributions namely, Weibull, generalized exponential, and exponential power distribution. With these three baseline distributions, we propose three different inverse Gaussian shared frailty models. To estimate the parameters involved in these models we adopt Markov Chain Monte Carlo (MCMC) approach. We present a simulation study to compare the true values of the parameters with the estimated values. Also, we apply these three models to a real life bivariate survival data set of McGilchrist and Aisbett (1991) related to kidney infection and a better model is suggested for the data. 相似文献